| Metric | d_sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | SANDUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 28.35% | -44.13% |
| Max Drawdown | -29.83% | -66.74% |
| Sharpe | 1.11 | -0.46 |
| Sortino | 1.2 | -0.63 |
| Payoff Ratio | 0.3 | 0.68 |
| Profit Factor | 1.56 | 0.94 |
| Common Sense Ratio | 23.63 | 0.9 |
| CPC Index | 0.41 | 0.32 |
| Tail Ratio | 15.12 | 0.96 |
| Outlier Win Ratio | 19.1 | 2.28 |
| Outlier Loss Ratio | 3.73 | 2.53 |
| Volatility (ann.) | 46.29% | 96.1% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.45 | -0.85 |
| Skew | -9.1 | -0.12 |
| Kurtosis | 104.83 | 1.05 |
| Expected Daily % | 0.11% | -0.25% |
| Expected Monthly % | 2.81% | -6.26% |
| Expected Yearly % | 28.35% | -44.13% |
| Kelly Criterion | 47.3% | -23.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.84% | -8.39% |
| Expected Shortfall (cVaR) | -3.84% | -8.39% |
| Year | SANDUSD | d_sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -44.13 | 28.35 | -0.64 | + |
| Metric | d_sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | SANDUSD |
|---|---|---|
| MTD | 3.34% | 11.14% |
| 3M | 12.86% | 0.93% |
| 6M | 33.52% | 9.31% |
| YTD | 28.35% | -44.13% |
| 1Y | 28.35% | -44.13% |
| 3Y (ann.) | 43.15% | -56.68% |
| 5Y (ann.) | 43.15% | -56.68% |
| Metric | d_sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | SANDUSD |
|---|---|---|
| Max Drawdown | -29.83% | -66.74% |
| Longest DD Days | 134.0 | 247.0 |
| Avg. Drawdown | -7.98% | -35.15% |
| Avg. Drawdown Days | 38.0 | 124.0 |
| Recovery Factor | 0.95 | -0.66 |
| Ulcer Index | 1.24 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-06-17 | -29.83 | 134 |
| 2025-07-23 | 2025-09-12 | -9.67 | 51 |
| 2025-01-14 | 2025-01-16 | -0.15 | 2 |
| 2025-01-06 | 2025-01-07 | -0.13 | 1 |
| 2025-07-05 | 2025-07-07 | -0.11 | 2 |
| Metric | d_sandusd_div_0.25_tpm:0.01__tp__tep:1.0_ | SANDUSD |
|---|---|---|
| Best Day | 4.02% | 15.58% |
| Worst Day | -29.74% | -17.03% |
| Best Week | 5.27% | 22.08% |
| Worst Week | -29.83% | -30.47% |
| Best Month | 16.07% | 15.25% |
| Worst Month | -20.64% | -41.32% |
| Best Year | 28.35% | -44.13% |
| Worst Year | 28.35% | -44.13% |
| Avg. Up Day | 0.68% | 3.86% |
| Avg. Down Day | -2.25% | -5.63% |
| Avg. Up Week | 2.7% | 7.67% |
| Avg. Down Week | -9.43% | -13.18% |
| Avg. Up Month | 8.15% | 9.18% |
| Avg. Down Month | -13.36% | -24.21% |
| Win Days % | 87.78% | 50.0% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 83.78% | 48.65% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |