| Metric | configs_sql/hl_close/c/algousd/uniq_daily_ | ALGOUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 986.17% | -2.17% |
| Max Drawdown | -27.03% | -69.38% |
| Sharpe | 2.09 | 0.44 |
| Sortino | 4.48 | 0.67 |
| Payoff Ratio | 1.61 | 1.04 |
| Profit Factor | 1.76 | 1.07 |
| Common Sense Ratio | 2.58 | 1.15 |
| CPC Index | 1.44 | 0.57 |
| Tail Ratio | 1.47 | 1.07 |
| Outlier Win Ratio | 11.9 | 3.72 |
| Outlier Loss Ratio | 5.59 | 2.54 |
| Volatility (ann.) | 57.29% | 91.48% |
| R^2 | 0.52 | 0.52 |
| Calmar | 6.82 | -0.01 |
| Skew | 4.09 | 0.92 |
| Kurtosis | 41.01 | 6.51 |
| Expected Daily % | 0.29% | -0.0% |
| Expected Monthly % | 8.57% | -0.08% |
| Expected Yearly % | 81.54% | -0.55% |
| Kelly Criterion | 20.42% | 4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.6% | -7.77% |
| Expected Shortfall (cVaR) | -4.6% | -7.77% |
| Year | ALGOUSD | configs_sql/hl_close/c/algousd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 4.17 | 2.50 | 0.60 | - |
| 2023 | 29.16 | 89.59 | 3.07 | + |
| 2024 | 49.87 | 477.70 | 9.58 | + |
| 2025 | -51.48 | -3.25 | 0.06 | + |
| Metric | configs_sql/hl_close/c/algousd/uniq_daily_ | ALGOUSD |
|---|---|---|
| MTD | 0.0% | -9.95% |
| 3M | -3.25% | -61.31% |
| 6M | 256.95% | 28.57% |
| YTD | -3.25% | -51.48% |
| 1Y | 390.37% | -29.38% |
| 3Y (ann.) | 184.38% | -0.96% |
| 5Y (ann.) | 184.38% | -0.96% |
| Metric | configs_sql/hl_close/c/algousd/uniq_daily_ | ALGOUSD |
|---|---|---|
| Max Drawdown | -27.03% | -69.38% |
| Longest DD Days | 132.0 | 396.0 |
| Avg. Drawdown | -6.76% | -25.37% |
| Avg. Drawdown Days | 25.0 | 80.0 |
| Recovery Factor | 36.49 | -0.03 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.03 | 41 |
| 2024-12-08 | 2025-04-06 | -20.46 | 119 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2024-04-25 | 2024-07-15 | -12.33 | 81 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2023-06-26 | 2023-11-05 | -10.48 | 132 |
| 2024-12-04 | 2024-12-07 | -10.35 | 3 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2023-03-18 | 2023-06-21 | -8.42 | 95 |
| 2023-12-23 | 2024-03-06 | -7.82 | 74 |
| Metric | configs_sql/hl_close/c/algousd/uniq_daily_ | ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -14.71% | -18.25% |
| Best Week | 70.3% | 70.29% |
| Worst Week | -18.7% | -28.85% |
| Best Month | 286.81% | 288.79% |
| Worst Month | -5.35% | -37.29% |
| Best Year | 477.7% | 49.87% |
| Worst Year | -3.25% | -51.48% |
| Avg. Up Day | 2.64% | 3.91% |
| Avg. Down Day | -1.64% | -3.75% |
| Avg. Up Week | 9.91% | 14.87% |
| Avg. Down Week | -2.92% | -8.89% |
| Avg. Up Month | 37.73% | 47.49% |
| Avg. Down Month | -2.06% | -22.75% |
| Win Days % | 50.94% | 51.21% |
| Win Month % | 62.96% | 44.83% |
| Win Week % | 58.89% | 43.9% |
| Win Quarter % | 90.0% | 45.45% |
| Win Year % | 75.0% | 75.0% |