| Metric | 5347222:algousd:triple_gx:zlema195_100_25 | 5347222:ALGOUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 1,305.99% | -32.84% |
| Max Drawdown | -27.99% | -69.78% |
| Sharpe | 1.73 | 0.29 |
| Sortino | 3.25 | 0.45 |
| Payoff Ratio | 1.37 | 1.06 |
| Profit Factor | 1.55 | 1.04 |
| Common Sense Ratio | 1.95 | 1.08 |
| CPC Index | 1.08 | 0.56 |
| Tail Ratio | 1.26 | 1.03 |
| Outlier Win Ratio | 12.71 | 3.86 |
| Outlier Loss Ratio | 3.42 | 2.89 |
| Volatility (ann.) | 62.6% | 90.64% |
| R^2 | 0.48 | 0.48 |
| Calmar | 5.18 | -0.18 |
| Skew | 2.74 | 0.88 |
| Kurtosis | 24.72 | 5.68 |
| Expected Daily % | 0.25% | -0.04% |
| Expected Monthly % | 7.62% | -1.1% |
| Expected Yearly % | 93.64% | -9.47% |
| Kelly Criterion | 15.51% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.09% | -7.73% |
| Expected Shortfall (cVaR) | -5.09% | -7.73% |
| Year | 5347222:ALGOUSD | 5347222:algousd:triple_gx:zlema195_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -27.00 | -11.86 | 0.44 | + |
| 2023 | 29.16 | 159.82 | 5.48 | + |
| 2024 | 49.87 | 468.35 | 9.39 | + |
| 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.) | 144.94% | -12.62% |
| 5Y (ann.) | 144.94% | -12.62% |
| Metric | 5347222:algousd:triple_gx:zlema195_100_25 | 5347222:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.99% | -69.78% |
| Longest DD Days | 217.0 | 396.0 |
| Avg. Drawdown | -10.23% | -31.11% |
| Avg. Drawdown Days | 31.0 | 117.0 |
| Recovery Factor | 46.66 | -0.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-13 | -27.99 | 217 |
| 2024-03-14 | 2024-04-20 | -27.59 | 37 |
| 2025-07-18 | 2025-11-16 | -26.97 | 121 |
| 2023-03-18 | 2023-07-01 | -20.13 | 105 |
| 2024-04-25 | 2024-07-15 | -18.03 | 81 |
| 2022-12-17 | 2023-01-22 | -15.69 | 36 |
| 2023-11-13 | 2023-12-14 | -15.54 | 31 |
| 2023-12-23 | 2024-03-02 | -15.00 | 70 |
| 2024-07-17 | 2024-10-29 | -14.25 | 104 |
| 2023-12-15 | 2023-12-21 | -11.98 | 6 |
| 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 | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -11.86% | -37.29% |
| Best Year | 468.35% | 49.87% |
| Worst Year | -11.86% | -52.47% |
| Avg. Up Day | 4.23% | 4.25% |
| Avg. Down Day | -3.09% | -3.99% |
| Avg. Up Week | 13.86% | 15.73% |
| Avg. Down Week | -4.46% | -8.78% |
| Avg. Up Month | 37.28% | 46.48% |
| Avg. Down Month | -5.21% | -17.78% |
| Win Days % | 51.2% | 50.61% |
| Win Month % | 58.06% | 38.89% |
| Win Week % | 51.72% | 41.77% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 50.0% |