| Metric | sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | SANDUSD |
|---|---|---|
| Time in Market | 43.0% | 90.0% |
| Cumulative Return | 28.35% | -44.1% |
| Max Drawdown | -29.83% | -71.2% |
| Sharpe | 0.03 | -0.01 |
| Sortino | 0.03 | -0.01 |
| Payoff Ratio | 0.0 | 1.04 |
| Profit Factor | 1.49 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.52 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 627.65 | 2.22 |
| Outlier Loss Ratio | 0.26 | 1.79 |
| Volatility (ann.) | 1.27% | 2.98% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.45 | -0.8 |
| Skew | -313.88 | -0.1 |
| Kurtosis | 130361.98 | 116.41 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.81% | -6.26% |
| Expected Yearly % | 28.35% | -44.1% |
| Kelly Criterion | 57.38% | 2.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.11% | -0.26% |
| Expected Shortfall (cVaR) | -0.11% | -0.26% |
| Year | SANDUSD | sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -44.10 | 28.35 | -0.64 | + |
| Metric | sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | SANDUSD |
|---|---|---|
| MTD | 3.34% | 9.85% |
| 3M | 11.12% | 11.67% |
| 6M | 33.52% | 10.77% |
| YTD | 28.35% | -44.1% |
| 1Y | 28.35% | -44.1% |
| 3Y (ann.) | 43.15% | -56.64% |
| 5Y (ann.) | 43.15% | -56.64% |
| Metric | sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | SANDUSD |
|---|---|---|
| Max Drawdown | -29.83% | -71.2% |
| Longest DD Days | 133.0 | 249.0 |
| Avg. Drawdown | -2.7% | -2.19% |
| Avg. Drawdown Days | 12.0 | 4.0 |
| Recovery Factor | 0.95 | -0.62 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-06-15 | -29.83 | 133 |
| 2025-07-22 | 2025-09-12 | -11.38 | 52 |
| 2025-01-05 | 2025-01-06 | -0.16 | 1 |
| 2025-01-09 | 2025-01-09 | -0.15 | 0 |
| 2025-01-13 | 2025-01-15 | -0.15 | 2 |
| 2025-01-17 | 2025-01-17 | -0.15 | 0 |
| 2025-01-21 | 2025-01-21 | -0.15 | 0 |
| 2025-01-25 | 2025-01-25 | -0.14 | 0 |
| 2025-01-29 | 2025-01-29 | -0.14 | 0 |
| 2025-06-20 | 2025-06-20 | -0.14 | 0 |
| Metric | sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | SANDUSD |
|---|---|---|
| Best Day | 3.78% | 6.35% |
| Worst Day | -29.6% | -6.93% |
| Best Week | 5.39% | 19.27% |
| Worst Week | -28.44% | -29.46% |
| Best Month | 16.07% | 14.37% |
| Worst Month | -20.64% | -39.46% |
| Best Year | 28.35% | -44.1% |
| Worst Year | 28.35% | -44.1% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -0.94% | -0.1% |
| Avg. Up Week | 2.44% | 10.25% |
| Avg. Down Week | -12.03% | -16.16% |
| Avg. Up Month | 6.82% | 6.56% |
| Avg. Down Month | -13.36% | -23.68% |
| Win Days % | 99.94% | 50.01% |
| Win Month % | 66.67% | 44.44% |
| Win Week % | 86.49% | 35.14% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |