| Metric | d_xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | XYOUSD |
|---|---|---|
| Time in Market | 71.0% | 99.0% |
| Cumulative Return | 34.55% | -49.09% |
| Max Drawdown | -45.7% | -65.74% |
| Sharpe | 1.28 | -0.33 |
| Sortino | 1.81 | -0.6 |
| Payoff Ratio | 0.61 | 1.31 |
| Profit Factor | 1.49 | 0.95 |
| Common Sense Ratio | 63.41 | 1.31 |
| CPC Index | 0.74 | 0.51 |
| Tail Ratio | 42.65 | 1.39 |
| Outlier Win Ratio | 21.29 | 4.01 |
| Outlier Loss Ratio | 3.32 | 3.6 |
| Volatility (ann.) | 96.5% | 161.26% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.18 | -0.95 |
| Skew | -0.27 | 2.01 |
| Kurtosis | 15.7 | 7.39 |
| Expected Daily % | 0.21% | -0.47% |
| Expected Monthly % | 3.35% | -7.23% |
| Expected Yearly % | 34.55% | -49.09% |
| Kelly Criterion | 50.39% | -3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.97% | -14.03% |
| Expected Shortfall (cVaR) | -7.97% | -14.03% |
| Year | XYOUSD | d_xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -49.09 | 34.55 | -0.70 | + |
| Metric | d_xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | XYOUSD |
|---|---|---|
| MTD | 0.0% | -1.96% |
| 3M | -2.14% | -6.08% |
| 6M | -32.21% | -14.05% |
| YTD | 34.55% | -49.09% |
| 1Y | 34.55% | -49.09% |
| 3Y (ann.) | 53.97% | -62.54% |
| 5Y (ann.) | 53.97% | -62.54% |
| Metric | d_xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | XYOUSD |
|---|---|---|
| Max Drawdown | -45.7% | -65.74% |
| Longest DD Days | 188.0 | 246.0 |
| Avg. Drawdown | -14.42% | -65.74% |
| Avg. Drawdown Days | 50.0 | 246.0 |
| Recovery Factor | 0.76 | -0.75 |
| Ulcer Index | 1.02 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-05 | 2025-09-09 | -45.70 | 188 |
| 2025-01-12 | 2025-01-24 | -11.83 | 12 |
| 2025-01-06 | 2025-01-07 | -0.13 | 1 |
| 2025-02-04 | 2025-02-05 | -0.04 | 1 |
| Metric | d_xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | XYOUSD |
|---|---|---|
| Best Day | 27.11% | 41.53% |
| Worst Day | -25.06% | -21.57% |
| Best Week | 34.76% | 33.33% |
| Worst Week | -25.06% | -21.24% |
| Best Month | 42.98% | 37.32% |
| Worst Month | -19.17% | -35.96% |
| Best Year | 34.55% | -49.09% |
| Worst Year | 34.55% | -49.09% |
| Avg. Up Day | 3.13% | 6.56% |
| Avg. Down Day | -5.13% | -5.0% |
| Avg. Up Week | 6.01% | 11.61% |
| Avg. Down Week | -10.64% | -6.99% |
| Avg. Up Month | 24.3% | 12.81% |
| Avg. Down Month | -12.71% | -18.01% |
| Win Days % | 81.19% | 41.13% |
| Win Month % | 55.56% | 33.33% |
| Win Week % | 71.43% | 35.14% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |