| Metric | 5347240:algousd:triple_gx:zlema230_100_25 | 5347240:ALGOUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 1,127.04% | 12.74% |
| Max Drawdown | -31.47% | -69.62% |
| Sharpe | 1.98 | 0.5 |
| Sortino | 4.01 | 0.77 |
| Payoff Ratio | 1.46 | 1.15 |
| Profit Factor | 1.78 | 1.08 |
| Common Sense Ratio | 2.59 | 1.18 |
| CPC Index | 1.36 | 0.63 |
| Tail Ratio | 1.46 | 1.1 |
| Outlier Win Ratio | 14.89 | 3.84 |
| Outlier Loss Ratio | 3.26 | 2.81 |
| Volatility (ann.) | 60.56% | 91.15% |
| R^2 | 0.45 | 0.45 |
| Calmar | 5.7 | 0.07 |
| Skew | 3.38 | 0.93 |
| Kurtosis | 31.93 | 6.29 |
| Expected Daily % | 0.28% | 0.01% |
| Expected Monthly % | 8.72% | 0.4% |
| Expected Yearly % | 87.16% | 3.04% |
| Kelly Criterion | 19.55% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -7.72% |
| Expected Shortfall (cVaR) | -4.89% | -7.72% |
| Year | 5347240:ALGOUSD | 5347240:algousd:triple_gx:zlema230_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 0.35 | 0.00 | 0.00 | - |
| 2023 | 29.16 | 78.16 | 2.68 | + |
| 2024 | 49.87 | 622.22 | 12.48 | + |
| 2025 | -41.96 | -4.64 | 0.11 | + |
| Metric | 5347240:algousd:triple_gx:zlema230_100_25 | 5347240:ALGOUSD |
|---|---|---|
| MTD | -9.47% | -11.91% |
| 3M | 9.72% | -18.26% |
| 6M | 29.13% | -39.93% |
| YTD | -4.64% | -41.96% |
| 1Y | 386.18% | 2.16% |
| 3Y (ann.) | 179.29% | 5.03% |
| 5Y (ann.) | 179.29% | 5.03% |
| Metric | 5347240:algousd:triple_gx:zlema230_100_25 | 5347240:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.47% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -7.05% | -25.54% |
| Avg. Drawdown Days | 20.0 | 86.0 |
| Recovery Factor | 35.82 | 0.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -31.47 | 174 |
| 2024-03-14 | 2024-04-20 | -27.59 | 37 |
| 2023-11-13 | 2023-12-14 | -15.54 | 31 |
| 2023-12-23 | 2024-03-02 | -15.00 | 70 |
| 2023-12-15 | 2023-12-21 | -11.98 | 6 |
| 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 |
| 2023-08-24 | 2023-10-30 | -10.40 | 67 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| Metric | 5347240:algousd:triple_gx:zlema230_100_25 | 5347240: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 | -9.47% | -37.29% |
| Best Year | 622.22% | 49.87% |
| Worst Year | -4.64% | -41.96% |
| Avg. Up Day | 4.74% | 4.76% |
| Avg. Down Day | -3.24% | -4.14% |
| Avg. Up Week | 14.54% | 17.18% |
| Avg. Down Week | -5.78% | -8.82% |
| Avg. Up Month | 54.55% | 63.03% |
| Avg. Down Month | -4.8% | -21.23% |
| Win Days % | 52.22% | 51.19% |
| Win Month % | 65.22% | 46.67% |
| Win Week % | 63.16% | 43.94% |
| Win Quarter % | 90.0% | 54.55% |
| Win Year % | 66.67% | 75.0% |