| Metric | d_xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | XTZUSD |
|---|---|---|
| Time in Market | 65.0% | 99.0% |
| Cumulative Return | -38.38% | -51.48% |
| Max Drawdown | -76.68% | -66.05% |
| Sharpe | -0.2 | -1.71 |
| Sortino | -0.23 | -2.17 |
| Payoff Ratio | 0.1 | 1.22 |
| Profit Factor | 0.93 | 0.78 |
| Common Sense Ratio | 26.64 | 0.58 |
| CPC Index | 0.08 | 0.49 |
| Tail Ratio | 28.64 | 0.74 |
| Outlier Win Ratio | 10.78 | 3.98 |
| Outlier Loss Ratio | 2.59 | 5.1 |
| Volatility (ann.) | 123.52% | 86.51% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.87 | -1.22 |
| Skew | -4.46 | -0.31 |
| Kurtosis | 34.23 | 0.82 |
| Expected Daily % | -0.34% | -0.51% |
| Expected Monthly % | -7.75% | -11.36% |
| Expected Yearly % | -38.38% | -51.48% |
| Kelly Criterion | -110.12% | 11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -10.7% | -7.85% |
| Expected Shortfall (cVaR) | -10.7% | -7.85% |
| Year | XTZUSD | d_xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -51.48 | -38.38 | 0.75 | + |
| Metric | d_xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | XTZUSD |
|---|---|---|
| MTD | 2.97% | 10.3% |
| 3M | -34.45% | -8.66% |
| 6M | -38.38% | -51.48% |
| YTD | -38.38% | -51.48% |
| 1Y | -38.38% | -51.48% |
| 3Y (ann.) | -66.63% | -80.59% |
| 5Y (ann.) | -66.63% | -80.59% |
| Metric | d_xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | XTZUSD |
|---|---|---|
| Max Drawdown | -76.68% | -66.05% |
| Longest DD Days | 137.0 | 155.0 |
| Avg. Drawdown | -25.64% | -33.86% |
| Avg. Drawdown Days | 48.0 | 78.0 |
| Recovery Factor | -0.5 | -0.78 |
| Ulcer Index | 1.45 | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-06-11 | -76.68 | 137 |
| 2025-01-06 | 2025-01-07 | -0.13 | 1 |
| 2025-01-11 | 2025-01-16 | -0.12 | 5 |
| Metric | d_xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | XTZUSD |
|---|---|---|
| Best Day | 21.69% | 12.83% |
| Worst Day | -51.83% | -14.35% |
| Best Week | 12.41% | 15.19% |
| Worst Week | -41.38% | -23.79% |
| Best Month | 53.29% | 10.3% |
| Worst Month | -61.78% | -30.34% |
| Best Year | -38.38% | -51.48% |
| Worst Year | -38.38% | -51.48% |
| Avg. Up Day | 1.91% | 3.47% |
| Avg. Down Day | -18.57% | -2.84% |
| Avg. Up Week | 6.21% | 6.59% |
| Avg. Down Week | -20.93% | -11.49% |
| Avg. Up Month | 28.13% | 5.94% |
| Avg. Down Month | -42.2% | -22.74% |
| Win Days % | 80.43% | 51.43% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 70.83% | 50.0% |
| Win Quarter % | 50.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |