| Metric | 5346874:algousd:triple_gx:zlema145_85_25 | 5346874:ALGOUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 589.97% | -39.42% |
| Max Drawdown | -47.28% | -72.24% |
| Sharpe | 1.5 | 0.23 |
| Sortino | 2.69 | 0.35 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.49 | 1.03 |
| Common Sense Ratio | 1.94 | 1.1 |
| CPC Index | 1.0 | 0.59 |
| Tail Ratio | 1.3 | 1.06 |
| Outlier Win Ratio | 13.56 | 3.79 |
| Outlier Loss Ratio | 3.23 | 3.0 |
| Volatility (ann.) | 63.18% | 91.15% |
| R^2 | 0.49 | 0.49 |
| Calmar | 2.39 | -0.25 |
| Skew | 2.56 | 0.88 |
| Kurtosis | 26.93 | 6.12 |
| Expected Daily % | 0.21% | -0.05% |
| Expected Monthly % | 6.43% | -1.6% |
| Expected Yearly % | 62.07% | -11.78% |
| Kelly Criterion | 14.87% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -7.79% |
| Expected Shortfall (cVaR) | -5.18% | -7.79% |
| Year | 5346874:ALGOUSD | 5346874:algousd:triple_gx:zlema145_85_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.08 | 0.00 | -0.00 | + |
| 2023 | 29.16 | 107.42 | 3.68 | + |
| 2024 | 49.87 | 389.46 | 7.81 | + |
| 2025 | -41.96 | -32.04 | 0.76 | + |
| Metric | 5346874:algousd:triple_gx:zlema145_85_25 | 5346874:ALGOUSD |
|---|---|---|
| MTD | -8.09% | -11.91% |
| 3M | -27.99% | -18.26% |
| 6M | -4.82% | -39.93% |
| YTD | -32.04% | -41.96% |
| 1Y | 167.89% | 2.16% |
| 3Y (ann.) | 112.89% | -17.8% |
| 5Y (ann.) | 112.89% | -17.8% |
| Metric | 5346874:algousd:triple_gx:zlema145_85_25 | 5346874:ALGOUSD |
|---|---|---|
| Max Drawdown | -47.28% | -72.24% |
| Longest DD Days | 174.0 | 748.0 |
| Avg. Drawdown | -9.42% | -50.98% |
| Avg. Drawdown Days | 22.0 | 308.0 |
| Recovery Factor | 12.48 | -0.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -47.28 | 174 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-04-25 | 2024-07-15 | -20.69 | 81 |
| 2023-12-23 | 2024-03-06 | -20.28 | 74 |
| 2023-11-13 | 2023-12-14 | -15.54 | 31 |
| 2024-07-17 | 2024-10-04 | -14.25 | 79 |
| 2024-10-22 | 2024-11-08 | -12.16 | 17 |
| 2023-12-15 | 2023-12-21 | -11.98 | 6 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2023-06-07 | 2023-06-21 | -11.60 | 14 |
| Metric | 5346874:algousd:triple_gx:zlema145_85_25 | 5346874:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -18.26% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -20.04% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -32.05% | -37.29% |
| Best Year | 389.46% | 49.87% |
| Worst Year | -32.04% | -46.08% |
| Avg. Up Day | 4.37% | 4.39% |
| Avg. Down Day | -3.38% | -3.92% |
| Avg. Up Week | 13.13% | 15.74% |
| Avg. Down Week | -6.04% | -9.13% |
| Avg. Up Month | 43.88% | 53.89% |
| Avg. Down Month | -11.07% | -19.91% |
| Win Days % | 52.01% | 50.65% |
| Win Month % | 65.22% | 41.94% |
| Win Week % | 59.7% | 42.75% |
| Win Quarter % | 90.0% | 45.45% |
| Win Year % | 66.67% | 50.0% |