| Metric | sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SUSHIUSD |
|---|---|---|
| Time in Market | 55.0% | 96.0% |
| Cumulative Return | 124.84% | -37.89% |
| Max Drawdown | -41.88% | -76.27% |
| Sharpe | 0.06 | 0.0 |
| Sortino | 0.08 | 0.0 |
| Payoff Ratio | 0.0 | 0.85 |
| Profit Factor | 1.69 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.43 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 292.98 | 1.99 |
| Outlier Loss Ratio | 0.13 | 1.81 |
| Volatility (ann.) | 2.22% | 3.79% |
| R^2 | 0.0 | 0.0 |
| Calmar | 5.19 | -0.65 |
| Skew | -58.3 | 0.04 |
| Kurtosis | 18817.86 | 307.84 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 9.42% | -5.15% |
| Expected Yearly % | 124.84% | -37.89% |
| Kelly Criterion | 83.74% | -7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -0.33% |
| Expected Shortfall (cVaR) | -0.19% | -0.33% |
| Year | SUSHIUSD | sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -37.89 | 124.84 | -3.29 | + |
| Metric | sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SUSHIUSD |
|---|---|---|
| MTD | 3.23% | 10.72% |
| 3M | 45.97% | 36.07% |
| 6M | 79.14% | 36.07% |
| YTD | 124.84% | -37.89% |
| 1Y | 124.84% | -37.89% |
| 3Y (ann.) | 217.46% | -49.29% |
| 5Y (ann.) | 217.46% | -49.29% |
| Metric | sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SUSHIUSD |
|---|---|---|
| Max Drawdown | -41.88% | -76.27% |
| Longest DD Days | 67.0 | 251.0 |
| Avg. Drawdown | -4.88% | -1.81% |
| Avg. Drawdown Days | 8.0 | 3.0 |
| Recovery Factor | 2.98 | -0.5 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-03-24 | -41.88 | 65 |
| 2025-03-27 | 2025-06-02 | -34.10 | 67 |
| 2025-07-30 | 2025-08-09 | -8.01 | 9 |
| 2025-08-25 | 2025-09-14 | -6.43 | 20 |
| 2025-08-20 | 2025-08-21 | -4.08 | 0 |
| 2025-06-24 | 2025-06-28 | -1.69 | 3 |
| 2025-01-05 | 2025-01-06 | -0.14 | 0 |
| 2025-01-09 | 2025-01-10 | -0.13 | 0 |
| 2025-01-13 | 2025-01-14 | -0.12 | 0 |
| 2025-06-06 | 2025-06-07 | -0.11 | 0 |
| Metric | sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SUSHIUSD |
|---|---|---|
| Best Day | 13.82% | 14.84% |
| Worst Day | -26.02% | -15.16% |
| Best Week | 23.61% | 32.09% |
| Worst Week | -26.12% | -36.13% |
| Best Month | 48.1% | 29.32% |
| Worst Month | -21.03% | -37.87% |
| Best Year | 124.84% | -37.89% |
| Worst Year | 124.84% | -37.89% |
| Avg. Up Day | 0.0% | 0.13% |
| Avg. Down Day | -0.94% | -0.16% |
| Avg. Up Week | 5.96% | 12.55% |
| Avg. Down Week | -10.67% | -8.41% |
| Avg. Up Month | 18.11% | 20.02% |
| Avg. Down Month | -3.65% | -4.09% |
| Win Days % | 99.95% | 50.41% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 73.68% | 39.47% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 0.0% |