| Metric | d_sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | SUKUUSD |
|---|---|---|
| Time in Market | 46.0% | 98.0% |
| Cumulative Return | 55.75% | -53.6% |
| Max Drawdown | -8.0% | -66.84% |
| Sharpe | 4.86 | -0.94 |
| Sortino | 11.52 | -1.33 |
| Payoff Ratio | 10.42 | 0.98 |
| Profit Factor | 6.49 | 0.87 |
| Common Sense Ratio | 380.63 | 0.69 |
| CPC Index | 58.23 | 0.36 |
| Tail Ratio | 58.63 | 0.79 |
| Outlier Win Ratio | 25.81 | 2.4 |
| Outlier Loss Ratio | 8.38 | 1.98 |
| Volatility (ann.) | 36.83% | 167.34% |
| R^2 | 0.0 | 0.0 |
| Calmar | 11.07 | -1.0 |
| Skew | 1.24 | 0.24 |
| Kurtosis | 7.76 | 1.47 |
| Expected Daily % | 0.47% | -0.81% |
| Expected Monthly % | 5.05% | -8.18% |
| Expected Yearly % | 55.75% | -53.6% |
| Kelly Criterion | 84.71% | -16.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -14.84% |
| Expected Shortfall (cVaR) | -2.68% | -14.84% |
| Year | SUKUUSD | d_sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -53.60 | 55.75 | -1.04 | + |
| Metric | d_sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | SUKUUSD |
|---|---|---|
| MTD | 0.0% | -4.53% |
| 3M | -2.94% | -4.82% |
| 6M | 14.48% | -11.73% |
| YTD | 55.75% | -53.6% |
| 1Y | 55.75% | -53.6% |
| 3Y (ann.) | 88.55% | -66.68% |
| 5Y (ann.) | 88.55% | -66.68% |
| Metric | d_sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | SUKUUSD |
|---|---|---|
| Max Drawdown | -8.0% | -66.84% |
| Longest DD Days | 29.0 | 249.0 |
| Avg. Drawdown | -1.68% | -35.96% |
| Avg. Drawdown Days | 13.0 | 125.0 |
| Recovery Factor | 6.97 | -0.8 |
| Ulcer Index | 0.97 | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-16 | 2025-09-14 | -8.00 | 29 |
| 2025-04-29 | 2025-04-30 | -0.11 | 1 |
| 2025-02-15 | 2025-02-19 | -0.10 | 4 |
| 2025-08-01 | 2025-08-15 | -0.09 | 14 |
| 2025-03-09 | 2025-03-25 | -0.08 | 16 |
| Metric | d_sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | SUKUUSD |
|---|---|---|
| Best Day | 7.76% | 26.25% |
| Worst Day | -7.88% | -23.11% |
| Best Week | 7.76% | 28.62% |
| Worst Week | -7.88% | -24.15% |
| Best Month | 20.31% | 44.78% |
| Worst Month | -7.53% | -35.5% |
| Best Year | 55.75% | -53.6% |
| Worst Year | 55.75% | -53.6% |
| Avg. Up Day | 1.05% | 11.25% |
| Avg. Down Day | -0.1% | -11.47% |
| Avg. Up Week | 2.35% | 10.56% |
| Avg. Down Week | -2.05% | -15.64% |
| Avg. Up Month | 6.95% | 22.96% |
| Avg. Down Month | -7.53% | -14.69% |
| Win Days % | 86.05% | 42.39% |
| Win Month % | 87.5% | 22.22% |
| Win Week % | 83.33% | 48.48% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |