| Metric | sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | SUKUUSD |
|---|---|---|
| Time in Market | 33.0% | 64.0% |
| Cumulative Return | 13.29% | -55.39% |
| Max Drawdown | -33.13% | -70.35% |
| Sharpe | 0.04 | 0.02 |
| Sortino | 0.05 | 0.02 |
| Payoff Ratio | 0.0 | 1.11 |
| Profit Factor | 1.52 | 1.0 |
| Common Sense Ratio | inf | 0.97 |
| CPC Index | 0.01 | 0.57 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 963.09 | 3.13 |
| Outlier Loss Ratio | 0.42 | 1.47 |
| Volatility (ann.) | 2.33% | 10.61% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.59 | -0.97 |
| Skew | -140.83 | 0.8 |
| Kurtosis | 34704.07 | 314.8 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 1.4% | -8.58% |
| Expected Yearly % | 13.29% | -55.39% |
| Kelly Criterion | 80.65% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -0.91% |
| Expected Shortfall (cVaR) | -0.2% | -0.91% |
| Year | SUKUUSD | sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -55.39 | 13.29 | -0.24 | + |
| Metric | sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | SUKUUSD |
|---|---|---|
| MTD | -27.31% | -3.21% |
| 3M | -29.45% | -0.98% |
| 6M | -16.79% | -18.82% |
| YTD | 13.29% | -55.39% |
| 1Y | 13.29% | -55.39% |
| 3Y (ann.) | 19.47% | -68.37% |
| 5Y (ann.) | 19.47% | -68.37% |
| Metric | sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | SUKUUSD |
|---|---|---|
| Max Drawdown | -33.13% | -70.35% |
| Longest DD Days | 30.0 | 252.0 |
| Avg. Drawdown | -3.12% | -2.44% |
| Avg. Drawdown Days | 7.0 | 6.0 |
| Recovery Factor | 0.4 | -0.79 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-15 | 2025-09-14 | -33.13 | 30 |
| 2025-01-13 | 2025-01-13 | -0.15 | 0 |
| 2025-01-22 | 2025-01-23 | -0.14 | 1 |
| 2025-01-30 | 2025-01-30 | -0.13 | 0 |
| 2025-02-13 | 2025-02-15 | -0.12 | 2 |
| 2025-03-08 | 2025-03-22 | -0.12 | 13 |
| 2025-04-04 | 2025-04-05 | -0.11 | 0 |
| 2025-04-26 | 2025-04-29 | -0.11 | 3 |
| 2025-05-19 | 2025-05-21 | -0.10 | 1 |
| 2025-07-11 | 2025-07-12 | -0.10 | 0 |
| Metric | sukuusd_div_0.25_tpm:0.04__tp__tep:1.0_ | SUKUUSD |
|---|---|---|
| Best Day | 7.84% | 31.0% |
| Worst Day | -27.31% | -30.24% |
| Best Week | 7.76% | 37.01% |
| Worst Week | -27.31% | -27.29% |
| Best Month | 20.39% | 24.06% |
| Worst Month | -27.31% | -32.4% |
| Best Year | 13.29% | -55.39% |
| Worst Year | 13.29% | -55.39% |
| Avg. Up Day | 0.01% | 0.53% |
| Avg. Down Day | -1.36% | -0.48% |
| Avg. Up Week | 3.07% | 16.5% |
| Avg. Down Week | -5.53% | -9.67% |
| Avg. Up Month | 6.9% | 13.67% |
| Avg. Down Month | -17.37% | -4.33% |
| Win Days % | 99.91% | 50.76% |
| Win Month % | 75.0% | 22.22% |
| Win Week % | 74.07% | 34.21% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |