| Metric | 5347222:algousd:triple_gx:zlema195_100_25 | 5347222:ALGOUSD |
|---|---|---|
| Time in Market | 33.0% | 99.0% |
| Cumulative Return | 331.63% | -8.97% |
| Max Drawdown | -27.99% | -69.78% |
| Sharpe | 1.73 | 0.43 |
| Sortino | 3.7 | 0.68 |
| Payoff Ratio | 1.52 | 1.19 |
| Profit Factor | 1.66 | 1.07 |
| Common Sense Ratio | 2.13 | 1.16 |
| CPC Index | 1.26 | 0.63 |
| Tail Ratio | 1.29 | 1.09 |
| Outlier Win Ratio | 16.49 | 4.25 |
| Outlier Loss Ratio | 3.08 | 2.58 |
| Volatility (ann.) | 68.94% | 100.95% |
| R^2 | 0.47 | 0.47 |
| Calmar | 5.87 | -0.09 |
| Skew | 3.81 | 1.2 |
| Kurtosis | 30.88 | 6.45 |
| Expected Daily % | 0.27% | -0.02% |
| Expected Monthly % | 8.0% | -0.49% |
| Expected Yearly % | 107.76% | -4.59% |
| Kelly Criterion | 17.51% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.61% | -8.57% |
| Expected Shortfall (cVaR) | -5.61% | -8.57% |
| Year | 5347222:ALGOUSD | 5347222:algousd:triple_gx:zlema195_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 299.58 | 3.27 | + |
| 2025 | -52.47 | 8.02 | -0.15 | + |
| Metric | 5347222:algousd:triple_gx:zlema195_100_25 | 5347222:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -10.54% |
| 3M | -10.22% | -37.59% |
| 6M | 13.27% | -28.88% |
| YTD | 8.02% | -52.47% |
| 1Y | 154.09% | -14.54% |
| 3Y (ann.) | 164.39% | -6.05% |
| 5Y (ann.) | 164.39% | -6.05% |
| Metric | 5347222:algousd:triple_gx:zlema195_100_25 | 5347222:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.99% | -69.78% |
| Longest DD Days | 217.0 | 343.0 |
| Avg. Drawdown | -12.62% | -16.11% |
| Avg. Drawdown Days | 45.0 | 53.0 |
| Recovery Factor | 11.85 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-13 | -27.99 | 217 |
| 2025-07-18 | 2025-11-16 | -26.97 | 121 |
| 2024-07-17 | 2024-10-29 | -14.25 | 104 |
| 2024-06-17 | 2024-07-14 | -12.33 | 27 |
| 2024-10-30 | 2024-11-08 | -11.79 | 9 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| Metric | 5347222:algousd:triple_gx:zlema195_100_25 | 5347222:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -12.57% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -10.48% | -37.29% |
| Best Year | 299.58% | 91.53% |
| Worst Year | 8.02% | -52.47% |
| Avg. Up Day | 4.98% | 5.0% |
| Avg. Down Day | -3.28% | -4.2% |
| Avg. Up Week | 18.21% | 22.07% |
| Avg. Down Week | -4.49% | -9.54% |
| Avg. Up Month | 82.64% | 87.87% |
| Avg. Down Month | -4.86% | -16.15% |
| Win Days % | 50.28% | 49.82% |
| Win Month % | 40.0% | 31.58% |
| Win Week % | 48.72% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |