| Metric | xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | XYOUSD |
|---|---|---|
| Time in Market | 34.0% | 81.0% |
| Cumulative Return | 34.55% | -46.48% |
| Max Drawdown | -45.7% | -73.12% |
| Sharpe | 0.03 | 0.02 |
| Sortino | 0.05 | 0.03 |
| Payoff Ratio | 0.0 | 1.41 |
| Profit Factor | 1.45 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.71 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 608.47 | 2.56 |
| Outlier Loss Ratio | 0.25 | 1.71 |
| Volatility (ann.) | 2.78% | 7.65% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.17 | -0.81 |
| Skew | -17.45 | 1.57 |
| Kurtosis | 22451.14 | 78.72 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 3.35% | -6.71% |
| Expected Yearly % | 34.55% | -46.48% |
| Kelly Criterion | 43.68% | 14.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -0.66% |
| Expected Shortfall (cVaR) | -0.24% | -0.66% |
| Year | XYOUSD | xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -46.48 | 34.55 | -0.74 | + |
| Metric | xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | XYOUSD |
|---|---|---|
| MTD | 0.0% | 1.3% |
| 3M | -2.14% | -9.48% |
| 6M | -12.82% | -11.62% |
| YTD | 34.55% | -46.48% |
| 1Y | 34.55% | -46.48% |
| 3Y (ann.) | 53.45% | -59.42% |
| 5Y (ann.) | 53.45% | -59.42% |
| Metric | xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | XYOUSD |
|---|---|---|
| Max Drawdown | -45.7% | -73.12% |
| Longest DD Days | 191.0 | 225.0 |
| Avg. Drawdown | -5.84% | -6.15% |
| Avg. Drawdown Days | 20.0 | 9.0 |
| Recovery Factor | 0.76 | -0.64 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-09-11 | -45.70 | 191 |
| 2025-01-11 | 2025-01-23 | -11.83 | 11 |
| 2025-01-05 | 2025-01-06 | -0.15 | 0 |
| 2025-01-26 | 2025-01-26 | -0.15 | 0 |
| 2025-01-30 | 2025-01-30 | -0.14 | 0 |
| 2025-02-03 | 2025-02-04 | -0.11 | 0 |
| 2025-02-08 | 2025-02-08 | -0.09 | 0 |
| 2025-02-12 | 2025-02-12 | -0.09 | 0 |
| 2025-02-18 | 2025-02-18 | -0.09 | 0 |
| 2025-02-25 | 2025-02-26 | -0.08 | 1 |
| Metric | xyousd_div_0.25_tpm:0.03__tp__tep:1.0_ | XYOUSD |
|---|---|---|
| Best Day | 27.28% | 17.94% |
| Worst Day | -25.72% | -10.17% |
| Best Week | 34.76% | 69.08% |
| Worst Week | -23.07% | -26.46% |
| Best Month | 42.98% | 42.14% |
| Worst Month | -19.53% | -33.4% |
| Best Year | 34.55% | -46.48% |
| Worst Year | 34.55% | -46.48% |
| Avg. Up Day | 0.01% | 0.37% |
| Avg. Down Day | -3.84% | -0.26% |
| Avg. Up Week | 8.26% | 14.47% |
| Avg. Down Week | -8.56% | -7.64% |
| Avg. Up Month | 16.2% | 5.54% |
| Avg. Down Month | -13.42% | -15.03% |
| Win Days % | 99.91% | 49.74% |
| Win Month % | 55.56% | 44.44% |
| Win Week % | 71.43% | 40.54% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |