| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 48.44% | -21.56% |
| Max Drawdown | -11.58% | -54.56% |
| Sharpe | 4.15 | -0.13 |
| Sortino | 5.84 | -0.21 |
| Payoff Ratio | 1.12 | 1.4 |
| Profit Factor | 2.98 | 0.98 |
| Common Sense Ratio | 81.05 | 1.08 |
| CPC Index | 2.48 | 0.7 |
| Tail Ratio | 27.22 | 1.11 |
| Outlier Win Ratio | 17.74 | 2.59 |
| Outlier Loss Ratio | 10.59 | 2.16 |
| Volatility (ann.) | 21.63% | 92.32% |
| R^2 | 0.04 | 0.04 |
| Calmar | 12.17 | -0.77 |
| Skew | -2.82 | 1.12 |
| Kurtosis | 21.61 | 7.78 |
| Expected Daily % | 0.24% | -0.15% |
| Expected Monthly % | 6.8% | -3.97% |
| Expected Yearly % | 48.44% | -21.56% |
| Kelly Criterion | 51.12% | 16.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -7.98% |
| Expected Shortfall (cVaR) | -1.62% | -7.98% |
| Year | XLMUSD | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.56 | 48.44 | -2.25 | + |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| MTD | -0.65% | -1.73% |
| 3M | 22.0% | 0.53% |
| 6M | 48.44% | -21.56% |
| YTD | 48.44% | -21.56% |
| 1Y | 48.44% | -21.56% |
| 3Y (ann.) | 140.88% | -41.76% |
| 5Y (ann.) | 140.88% | -41.76% |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Max Drawdown | -11.58% | -54.56% |
| Longest DD Days | 33.0 | 145.0 |
| Avg. Drawdown | -1.16% | -22.73% |
| Avg. Drawdown Days | 5.0 | 52.0 |
| Recovery Factor | 4.18 | -0.4 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-02-23 | -11.58 | 33 |
| 2025-04-28 | 2025-05-14 | -3.82 | 16 |
| 2025-05-30 | 2025-06-14 | -3.40 | 15 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-09 | 2025-01-12 | -0.08 | 3 |
| 2025-01-13 | 2025-01-14 | -0.08 | 1 |
| 2025-01-17 | 2025-01-18 | -0.07 | 1 |
| 2025-02-26 | 2025-03-02 | -0.07 | 4 |
| 2025-03-06 | 2025-03-07 | -0.07 | 1 |
| 2025-03-10 | 2025-03-11 | -0.07 | 1 |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Best Day | 2.35% | 28.1% |
| Worst Day | -8.39% | -17.69% |
| Best Week | 5.88% | 30.07% |
| Worst Week | -9.63% | -25.58% |
| Best Month | 15.72% | 28.94% |
| Worst Month | -0.65% | -33.93% |
| Best Year | 48.44% | -21.56% |
| Worst Year | 48.44% | -21.56% |
| Avg. Up Day | 0.8% | 3.93% |
| Avg. Down Day | -0.72% | -2.8% |
| Avg. Up Week | 3.05% | 8.24% |
| Avg. Down Week | -5.58% | -3.73% |
| Avg. Up Month | 4.72% | 16.44% |
| Avg. Down Month | -0.65% | -1.73% |
| Win Days % | 74.14% | 51.22% |
| Win Month % | 83.33% | 33.33% |
| Win Week % | 87.5% | 52.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |