| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 96.88% | -21.56% |
| Max Drawdown | -21.09% | -54.56% |
| Sharpe | 4.08 | -0.13 |
| Sortino | 5.72 | -0.21 |
| Payoff Ratio | 1.05 | 1.4 |
| Profit Factor | 3.0 | 0.98 |
| Common Sense Ratio | 80.42 | 1.08 |
| CPC Index | 2.34 | 0.7 |
| Tail Ratio | 26.8 | 1.11 |
| Outlier Win Ratio | 11.49 | 2.94 |
| Outlier Loss Ratio | 7.1 | 2.51 |
| Volatility (ann.) | 38.71% | 92.32% |
| R^2 | 0.04 | 0.04 |
| Calmar | 16.67 | -0.77 |
| Skew | -3.03 | 1.12 |
| Kurtosis | 25.41 | 7.78 |
| Expected Daily % | 0.41% | -0.15% |
| Expected Monthly % | 11.95% | -3.97% |
| Expected Yearly % | 96.88% | -21.56% |
| Kelly Criterion | 49.52% | 16.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.9% | -7.98% |
| Expected Shortfall (cVaR) | -2.9% | -7.98% |
| Year | XLMUSD | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.56 | 96.88 | -4.49 | + |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| MTD | -0.98% | -1.73% |
| 3M | 37.35% | 0.53% |
| 6M | 96.88% | -21.56% |
| YTD | 96.88% | -21.56% |
| 1Y | 96.88% | -21.56% |
| 3Y (ann.) | 351.62% | -41.76% |
| 5Y (ann.) | 351.62% | -41.76% |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Max Drawdown | -21.09% | -54.56% |
| Longest DD Days | 33.0 | 145.0 |
| Avg. Drawdown | -1.98% | -22.73% |
| Avg. Drawdown Days | 5.0 | 52.0 |
| Recovery Factor | 4.59 | -0.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-02-23 | -21.09 | 33 |
| 2025-04-28 | 2025-05-14 | -5.88 | 16 |
| 2025-05-30 | 2025-06-14 | -5.10 | 15 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-09 | 2025-01-12 | -0.15 | 3 |
| 2025-01-13 | 2025-01-14 | -0.14 | 1 |
| 2025-01-17 | 2025-01-18 | -0.14 | 1 |
| 2025-02-26 | 2025-03-02 | -0.13 | 4 |
| 2025-03-06 | 2025-03-07 | -0.12 | 1 |
| 2025-03-10 | 2025-03-11 | -0.12 | 1 |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Best Day | 4.44% | 28.1% |
| Worst Day | -15.76% | -17.69% |
| Best Week | 10.59% | 30.07% |
| Worst Week | -17.55% | -25.58% |
| Best Month | 28.3% | 28.94% |
| Worst Month | -0.98% | -33.93% |
| Best Year | 96.88% | -21.56% |
| Worst Year | 96.88% | -21.56% |
| Avg. Up Day | 1.4% | 3.93% |
| Avg. Down Day | -1.33% | -2.8% |
| Avg. Up Week | 5.28% | 8.24% |
| Avg. Down Week | -9.46% | -3.73% |
| Avg. Up Month | 7.69% | 16.44% |
| Avg. Down Month | -0.98% | -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% |