| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Time in Market | 81.0% | 100.0% |
| Cumulative Return | 44.96% | 21.82% |
| Max Drawdown | -24.78% | -54.56% |
| Sharpe | 1.65 | 0.75 |
| Sortino | 1.98 | 1.25 |
| Payoff Ratio | 0.45 | 1.31 |
| Profit Factor | 1.59 | 1.12 |
| Common Sense Ratio | 27.66 | 1.68 |
| CPC Index | 0.58 | 0.75 |
| Tail Ratio | 17.38 | 1.5 |
| Outlier Win Ratio | 19.35 | 2.97 |
| Outlier Loss Ratio | 5.05 | 2.89 |
| Volatility (ann.) | 36.23% | 92.78% |
| R^2 | 0.03 | 0.03 |
| Calmar | 2.82 | 0.6 |
| Skew | -3.88 | 1.23 |
| Kurtosis | 26.33 | 6.28 |
| Expected Daily % | 0.14% | 0.08% |
| Expected Monthly % | 4.21% | 2.22% |
| Expected Yearly % | 44.96% | 21.82% |
| Kelly Criterion | 39.3% | 13.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.96% | -7.8% |
| Expected Shortfall (cVaR) | -2.96% | -7.8% |
| Year | XLMUSD | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 21.82 | 44.96 | 2.06 | + |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| MTD | -1.44% | 12.47% |
| 3M | -15.65% | 51.58% |
| 6M | 8.72% | 48.52% |
| YTD | 44.96% | 21.82% |
| 1Y | 44.96% | 21.82% |
| 3Y (ann.) | 69.79% | 32.51% |
| 5Y (ann.) | 69.79% | 32.51% |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Max Drawdown | -24.78% | -54.56% |
| Longest DD Days | 48.0 | 179.0 |
| Avg. Drawdown | -3.44% | -24.43% |
| Avg. Drawdown Days | 10.0 | 62.0 |
| Recovery Factor | 1.81 | 0.4 |
| Ulcer Index | 1.07 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-29 | 2025-09-14 | -24.78 | 47 |
| 2025-01-21 | 2025-02-15 | -15.42 | 25 |
| 2025-05-30 | 2025-07-17 | -6.75 | 48 |
| 2025-04-28 | 2025-05-19 | -6.75 | 21 |
| 2025-01-05 | 2025-01-07 | -0.16 | 2 |
| 2025-01-09 | 2025-01-12 | -0.15 | 3 |
| 2025-01-13 | 2025-01-14 | -0.15 | 1 |
| 2025-01-17 | 2025-01-18 | -0.14 | 1 |
| 2025-02-18 | 2025-02-20 | -0.14 | 2 |
| 2025-02-22 | 2025-02-23 | -0.14 | 1 |
| Metric | d_xlmusd_div_0.25_tpm:0.02__tp__tep:1.0_ | XLMUSD |
|---|---|---|
| Best Day | 4.19% | 28.1% |
| Worst Day | -14.92% | -17.69% |
| Best Week | 7.82% | 65.42% |
| Worst Week | -14.43% | -25.58% |
| Best Month | 20.8% | 69.5% |
| Worst Month | -20.48% | -33.93% |
| Best Year | 44.96% | 21.82% |
| Worst Year | 44.96% | 21.82% |
| Avg. Up Day | 0.83% | 3.98% |
| Avg. Down Day | -1.84% | -3.03% |
| Avg. Up Week | 3.92% | 12.45% |
| Avg. Down Week | -6.86% | -5.39% |
| Avg. Up Month | 8.33% | 34.12% |
| Avg. Down Month | -12.52% | -10.51% |
| Win Days % | 81.07% | 51.17% |
| Win Month % | 66.67% | 44.44% |
| Win Week % | 76.32% | 50.0% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 100.0% |