| Metric | xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | XTZUSD |
|---|---|---|
| Time in Market | 40.0% | 81.0% |
| Cumulative Return | -38.38% | -52.85% |
| Max Drawdown | -76.69% | -67.46% |
| Sharpe | -0.01 | -0.03 |
| Sortino | -0.01 | -0.05 |
| Payoff Ratio | 0.0 | 0.71 |
| Profit Factor | 0.94 | 0.99 |
| Common Sense Ratio | inf | 0.97 |
| CPC Index | 0.0 | 0.36 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 240.0 | 2.15 |
| Outlier Loss Ratio | 0.06 | 1.48 |
| Volatility (ann.) | 3.81% | 3.63% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.87 | -1.21 |
| Skew | -141.87 | 1.04 |
| Kurtosis | 36684.13 | 467.59 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -7.75% | -11.78% |
| Expected Yearly % | -38.38% | -52.85% |
| Kelly Criterion | 65.05% | -19.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -0.31% |
| Expected Shortfall (cVaR) | -0.33% | -0.31% |
| Year | XTZUSD | xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -52.85 | -38.38 | 0.73 | + |
| Metric | xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | XTZUSD |
|---|---|---|
| MTD | 2.97% | 5.96% |
| 3M | -36.53% | -12.0% |
| 6M | -38.38% | -52.85% |
| YTD | -38.38% | -52.85% |
| 1Y | -38.38% | -52.85% |
| 3Y (ann.) | -66.41% | -81.62% |
| 5Y (ann.) | -66.41% | -81.62% |
| Metric | xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | XTZUSD |
|---|---|---|
| Max Drawdown | -76.69% | -67.46% |
| Longest DD Days | 139.0 | 157.0 |
| Avg. Drawdown | -15.45% | -1.53% |
| Avg. Drawdown Days | 29.0 | 2.0 |
| Recovery Factor | -0.5 | -0.78 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-06-12 | -76.69 | 139 |
| 2025-01-05 | 2025-01-06 | -0.15 | 0 |
| 2025-01-10 | 2025-01-15 | -0.14 | 4 |
| 2025-01-15 | 2025-01-15 | -0.14 | 0 |
| 2025-01-20 | 2025-01-20 | -0.14 | 0 |
| Metric | xtzusd_div_0.25_tpm:0.03__tp__tep:1.0_ | XTZUSD |
|---|---|---|
| Best Day | 21.44% | 15.08% |
| Worst Day | -51.58% | -13.1% |
| Best Week | 12.41% | 12.97% |
| Worst Week | -41.38% | -23.27% |
| Best Month | 53.16% | 5.96% |
| Worst Month | -61.75% | -30.24% |
| Best Year | -38.38% | -52.85% |
| Worst Year | -38.38% | -52.85% |
| Avg. Up Day | 0.0% | 0.14% |
| Avg. Down Day | -2.23% | -0.2% |
| Avg. Up Week | 6.76% | 8.17% |
| Avg. Down Week | -15.83% | -6.56% |
| Avg. Up Month | 28.06% | 4.65% |
| Avg. Down Month | -42.18% | -22.92% |
| Win Days % | 99.93% | 50.41% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 66.67% | 33.33% |
| Win Quarter % | 50.0% | 0.0% |
| Win Year % | 0.0% | 0.0% |