| Metric | d_sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SUSHIUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | 124.84% | -36.99% |
| Max Drawdown | -34.91% | -73.5% |
| Sharpe | 2.03 | -0.01 |
| Sortino | 2.69 | -0.01 |
| Payoff Ratio | 0.6 | 0.88 |
| Profit Factor | 1.76 | 1.0 |
| Common Sense Ratio | 38.95 | 0.9 |
| CPC Index | 0.88 | 0.46 |
| Tail Ratio | 22.07 | 0.9 |
| Outlier Win Ratio | 12.49 | 3.23 |
| Outlier Loss Ratio | 3.81 | 3.33 |
| Volatility (ann.) | 75.61% | 118.47% |
| R^2 | 0.05 | 0.05 |
| Calmar | 6.23 | -0.66 |
| Skew | -2.2 | 0.44 |
| Kurtosis | 15.06 | 2.14 |
| Expected Daily % | 0.34% | -0.19% |
| Expected Monthly % | 9.42% | -5.0% |
| Expected Yearly % | 124.84% | -36.99% |
| Kelly Criterion | 55.39% | -2.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.09% | -10.2% |
| Expected Shortfall (cVaR) | -6.09% | -10.2% |
| Year | SUSHIUSD | d_sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -36.99 | 124.84 | -3.38 | + |
| Metric | d_sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SUSHIUSD |
|---|---|---|
| MTD | 3.44% | 13.85% |
| 3M | 46.97% | 29.41% |
| 6M | 79.14% | 43.94% |
| YTD | 124.84% | -36.99% |
| 1Y | 124.84% | -36.99% |
| 3Y (ann.) | 217.46% | -48.23% |
| 5Y (ann.) | 217.46% | -48.23% |
| Metric | d_sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SUSHIUSD |
|---|---|---|
| Max Drawdown | -34.91% | -73.5% |
| Longest DD Days | 67.0 | 251.0 |
| Avg. Drawdown | -6.38% | -73.5% |
| Avg. Drawdown Days | 13.0 | 251.0 |
| Recovery Factor | 3.58 | -0.5 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-03-25 | -34.91 | 66 |
| 2025-03-28 | 2025-06-03 | -34.01 | 67 |
| 2025-07-31 | 2025-08-10 | -7.94 | 10 |
| 2025-08-26 | 2025-09-14 | -6.24 | 19 |
| 2025-08-21 | 2025-08-22 | -3.80 | 1 |
| 2025-06-25 | 2025-06-30 | -1.68 | 5 |
| 2025-01-10 | 2025-01-11 | -0.11 | 1 |
| 2025-06-07 | 2025-06-10 | -0.11 | 3 |
| 2025-06-19 | 2025-06-21 | -0.09 | 2 |
| 2025-01-06 | 2025-01-07 | -0.09 | 1 |
| Metric | d_sushiusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SUSHIUSD |
|---|---|---|
| Best Day | 12.07% | 26.78% |
| Worst Day | -26.14% | -18.14% |
| Best Week | 17.35% | 28.37% |
| Worst Week | -26.21% | -36.8% |
| Best Month | 48.1% | 31.59% |
| Worst Month | -21.03% | -36.18% |
| Best Year | 124.84% | -36.99% |
| Worst Year | 124.84% | -36.99% |
| Avg. Up Day | 2.13% | 4.97% |
| Avg. Down Day | -3.55% | -5.63% |
| Avg. Up Week | 7.89% | 10.34% |
| Avg. Down Week | -9.76% | -9.01% |
| Avg. Up Month | 18.14% | 22.72% |
| Avg. Down Month | -3.72% | -8.19% |
| Win Days % | 83.25% | 51.88% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 68.42% | 47.37% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 0.0% |