| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 44.96% | 21.1% |
| Max Drawdown | -26.88% | -61.02% |
| Sharpe | 0.04 | 0.02 |
| Sortino | 0.05 | 0.03 |
| Payoff Ratio | 0.0 | 0.95 |
| Profit Factor | 1.52 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.48 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 563.97 | 2.17 |
| Outlier Loss Ratio | 0.22 | 2.1 |
| Volatility (ann.) | 1.01% | 2.58% |
| R^2 | 0.0 | 0.0 |
| Calmar | 2.6 | 0.51 |
| Skew | -131.45 | 0.01 |
| Kurtosis | 34197.72 | 43.96 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 4.21% | 2.15% |
| Expected Yearly % | 44.96% | 21.1% |
| Kelly Criterion | 52.48% | -2.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.09% | -0.22% |
| Expected Shortfall (cVaR) | -0.09% | -0.22% |
| Year | XLMUSD | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 21.10 | 44.96 | 2.13 | + |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| MTD | -1.44% | 14.14% |
| 3M | -15.65% | 54.29% |
| 6M | 5.93% | 45.72% |
| YTD | 44.96% | 21.1% |
| 1Y | 44.96% | 21.1% |
| 3Y (ann.) | 69.79% | 31.39% |
| 5Y (ann.) | 69.79% | 31.39% |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Max Drawdown | -26.88% | -61.02% |
| Longest DD Days | 48.0 | 178.0 |
| Avg. Drawdown | -2.07% | -2.62% |
| Avg. Drawdown Days | 5.0 | 3.0 |
| Recovery Factor | 1.67 | 0.35 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-28 | 2025-09-14 | -26.88 | 48 |
| 2025-01-24 | 2025-02-14 | -15.54 | 20 |
| 2025-04-27 | 2025-05-18 | -9.44 | 21 |
| 2025-05-29 | 2025-07-16 | -7.20 | 48 |
| 2025-01-05 | 2025-01-06 | -0.16 | 1 |
| 2025-01-08 | 2025-01-11 | -0.15 | 2 |
| 2025-01-12 | 2025-01-13 | -0.15 | 0 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-20 | 2025-01-24 | -0.14 | 3 |
| 2025-02-17 | 2025-02-19 | -0.14 | 1 |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Best Day | 4.16% | 5.48% |
| Worst Day | -14.78% | -6.07% |
| Best Week | 7.92% | 51.6% |
| Worst Week | -12.54% | -21.06% |
| Best Month | 20.97% | 68.41% |
| Worst Month | -20.48% | -30.87% |
| Best Year | 44.96% | 21.1% |
| Worst Year | 44.96% | 21.1% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -1.02% | -0.09% |
| Avg. Up Week | 3.91% | 17.98% |
| Avg. Down Week | -6.48% | -5.54% |
| Avg. Up Month | 9.13% | 31.89% |
| Avg. Down Month | -13.59% | -10.96% |
| Win Days % | 99.94% | 49.94% |
| Win Month % | 66.67% | 44.44% |
| Win Week % | 73.68% | 31.58% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 100.0% |