| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 96.88% | -22.14% |
| Max Drawdown | -21.09% | -61.02% |
| Sharpe | 0.1 | -0.0 |
| Sortino | 0.14 | -0.0 |
| Payoff Ratio | 0.0 | 0.88 |
| Profit Factor | 2.71 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.44 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 403.48 | 2.1 |
| Outlier Loss Ratio | 0.3 | 2.04 |
| Volatility (ann.) | 1.1% | 2.67% |
| R^2 | 0.0 | 0.0 |
| Calmar | 16.67 | -0.7 |
| Skew | -81.02 | -0.02 |
| Kurtosis | 28310.76 | 52.27 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 11.95% | -4.09% |
| Expected Yearly % | 96.88% | -22.14% |
| Kelly Criterion | 76.91% | -6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.09% | -0.23% |
| Expected Shortfall (cVaR) | -0.09% | -0.23% |
| Year | XLMUSD | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -22.14 | 96.88 | -4.37 | + |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| MTD | -0.98% | -2.05% |
| 3M | 37.35% | -5.52% |
| 6M | 96.88% | -22.14% |
| YTD | 96.88% | -22.14% |
| 1Y | 96.88% | -22.14% |
| 3Y (ann.) | 351.62% | -42.71% |
| 5Y (ann.) | 351.62% | -42.71% |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Max Drawdown | -21.09% | -61.02% |
| Longest DD Days | 32.0 | 148.0 |
| Avg. Drawdown | -1.65% | -2.13% |
| Avg. Drawdown Days | 3.0 | 2.0 |
| Recovery Factor | 4.59 | -0.36 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-02-22 | -21.09 | 32 |
| 2025-04-27 | 2025-05-13 | -8.54 | 16 |
| 2025-05-29 | 2025-06-14 | -7.21 | 16 |
| 2025-04-15 | 2025-04-19 | -0.42 | 4 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-08 | 2025-01-11 | -0.15 | 2 |
| 2025-01-12 | 2025-01-13 | -0.14 | 0 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-02-25 | 2025-03-01 | -0.13 | 3 |
| 2025-03-02 | 2025-03-02 | -0.12 | 0 |
| Metric | xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Best Day | 4.44% | 5.48% |
| Worst Day | -15.62% | -6.07% |
| Best Week | 12.34% | 34.77% |
| Worst Week | -12.22% | -21.06% |
| Best Month | 28.3% | 24.56% |
| Worst Month | -0.98% | -30.87% |
| Best Year | 96.88% | -22.14% |
| Worst Year | 96.88% | -22.14% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -0.78% | -0.11% |
| Avg. Up Week | 6.15% | 14.29% |
| Avg. Down Week | -5.44% | -4.08% |
| Avg. Up Month | 7.69% | 13.63% |
| Avg. Down Month | -0.98% | -2.05% |
| Win Days % | 99.9% | 49.87% |
| Win Month % | 83.33% | 33.33% |
| Win Week % | 76.0% | 28.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |