| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 23.5% | 3.33% |
| Max Drawdown | -48.83% | -51.12% |
| Sharpe | 0.1 | 0.06 |
| Sortino | 0.15 | 0.09 |
| Payoff Ratio | 546.88 | 3.47 |
| Profit Factor | 1.29 | 1.01 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 6.56 | 1.74 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 45.09 | 2.19 |
| Outlier Loss Ratio | 10.51 | 2.18 |
| Volatility (ann.) | 11.35% | 10.37% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.22 | 0.15 |
| Skew | -5.07 | 0.95 |
| Kurtosis | 1225.53 | 33.99 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.58% | 0.55% |
| Expected Yearly % | 23.5% | 3.33% |
| Kelly Criterion | 0.75% | 35.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -0.89% |
| Expected Shortfall (cVaR) | -0.97% | -0.89% |
| Year | XRPUSD | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.33 | 23.50 | 7.06 | + |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | -5.03% | -0.63% |
| 3M | 8.57% | -8.29% |
| 6M | 23.5% | 3.33% |
| YTD | 23.5% | 3.33% |
| 1Y | 23.5% | 3.33% |
| 3Y (ann.) | 59.5% | 7.51% |
| 5Y (ann.) | 59.5% | 7.51% |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -48.83% | -51.12% |
| Longest DD Days | 70.0 | 149.0 |
| Avg. Drawdown | -13.93% | -3.78% |
| Avg. Drawdown Days | 20.0 | 5.0 |
| Recovery Factor | 0.48 | 0.07 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-14 | 2025-03-25 | -48.83 | 70 |
| 2025-03-26 | 2025-04-12 | -25.01 | 17 |
| 2025-05-12 | 2025-06-15 | -23.84 | 33 |
| 2025-04-28 | 2025-05-12 | -9.33 | 14 |
| 2025-01-01 | 2025-01-11 | -3.51 | 10 |
| 2025-04-12 | 2025-04-22 | -0.62 | 10 |
| 2025-01-11 | 2025-01-14 | -0.14 | 2 |
| 2025-04-22 | 2025-04-28 | -0.11 | 5 |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 26.23% | 11.51% |
| Worst Day | -32.84% | -7.52% |
| Best Week | 26.74% | 40.7% |
| Worst Week | -29.29% | -21.01% |
| Best Month | 49.11% | 45.09% |
| Worst Month | -33.06% | -29.34% |
| Best Year | 23.5% | 3.33% |
| Worst Year | 23.5% | 3.33% |
| Avg. Up Day | 10.58% | 1.37% |
| Avg. Down Day | -0.02% | -0.4% |
| Avg. Up Week | 12.76% | 10.56% |
| Avg. Down Week | -12.72% | -7.79% |
| Avg. Up Month | 32.52% | 24.98% |
| Avg. Down Month | -17.93% | -10.23% |
| Win Days % | 0.93% | 49.68% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 52.0% | 48.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |