| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 52.0% | 99.0% |
| Cumulative Return | 93.02% | 49.78% |
| Max Drawdown | -26.97% | -52.33% |
| Sharpe | 0.05 | 0.03 |
| Sortino | 0.07 | 0.04 |
| Payoff Ratio | 0.0 | 0.9 |
| Profit Factor | 1.7 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.46 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 345.83 | 2.21 |
| Outlier Loss Ratio | 0.15 | 2.13 |
| Volatility (ann.) | 1.46% | 2.57% |
| R^2 | 0.0 | 0.0 |
| Calmar | 5.76 | 1.49 |
| Skew | -102.19 | 1.49 |
| Kurtosis | 43099.64 | 380.31 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 7.58% | 4.59% |
| Expected Yearly % | 93.02% | 49.78% |
| Kelly Criterion | 52.73% | -4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.13% | -0.22% |
| Expected Shortfall (cVaR) | -0.13% | -0.22% |
| Year | XRPUSD | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 49.78 | 93.02 | 1.87 | + |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | -0.49% | 12.24% |
| 3M | 7.29% | 45.01% |
| 6M | 45.18% | 32.18% |
| YTD | 93.02% | 49.78% |
| 1Y | 93.02% | 49.78% |
| 3Y (ann.) | 155.4% | 77.89% |
| 5Y (ann.) | 155.4% | 77.89% |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -26.97% | -52.33% |
| Longest DD Days | 48.0 | 182.0 |
| Avg. Drawdown | -2.76% | -1.62% |
| Avg. Drawdown Days | 6.0 | 2.0 |
| Recovery Factor | 3.45 | 0.95 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-03-14 | -26.97 | 40 |
| 2025-03-26 | 2025-04-28 | -15.94 | 33 |
| 2025-07-28 | 2025-09-14 | -15.69 | 48 |
| 2025-05-29 | 2025-06-08 | -6.07 | 10 |
| 2025-06-10 | 2025-06-30 | -5.25 | 20 |
| 2025-01-08 | 2025-01-11 | -1.46 | 2 |
| 2025-01-20 | 2025-01-22 | -0.68 | 1 |
| 2025-05-05 | 2025-05-08 | -0.29 | 3 |
| 2025-01-28 | 2025-01-29 | -0.22 | 0 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 9.84% | 10.95% |
| Worst Day | -25.29% | -10.1% |
| Best Week | 18.14% | 40.7% |
| Worst Week | -21.76% | -21.01% |
| Best Month | 25.89% | 45.93% |
| Worst Month | -15.06% | -29.34% |
| Best Year | 93.02% | 49.78% |
| Worst Year | 93.02% | 49.78% |
| Avg. Up Day | 0.0% | 0.08% |
| Avg. Down Day | -1.58% | -0.09% |
| Avg. Up Week | 5.56% | 10.65% |
| Avg. Down Week | -5.38% | -6.78% |
| Avg. Up Month | 17.3% | 22.19% |
| Avg. Down Month | -12.48% | -18.75% |
| Win Days % | 99.95% | 50.15% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 65.79% | 47.37% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |