| Metric | 5347328:algousd:triple_gx:zlema225_105_25 | 5347328:ALGOUSD |
|---|---|---|
| Time in Market | 33.0% | 99.0% |
| Cumulative Return | 345.87% | 11.17% |
| Max Drawdown | -31.47% | -69.62% |
| Sharpe | 2.28 | 0.6 |
| Sortino | 5.42 | 0.99 |
| Payoff Ratio | 1.64 | 1.28 |
| Profit Factor | 2.0 | 1.09 |
| Common Sense Ratio | 2.84 | 1.22 |
| CPC Index | 1.71 | 0.71 |
| Tail Ratio | 1.42 | 1.11 |
| Outlier Win Ratio | 15.77 | 4.36 |
| Outlier Loss Ratio | 3.15 | 2.43 |
| Volatility (ann.) | 73.7% | 106.06% |
| R^2 | 0.49 | 0.49 |
| Calmar | 10.18 | 0.15 |
| Skew | 4.07 | 1.31 |
| Kurtosis | 31.23 | 7.05 |
| Expected Daily % | 0.39% | 0.03% |
| Expected Monthly % | 12.19% | 0.82% |
| Expected Yearly % | 111.16% | 5.44% |
| Kelly Criterion | 22.76% | 11.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.88% | -8.96% |
| Expected Shortfall (cVaR) | -5.88% | -8.96% |
| Year | 5347328:ALGOUSD | 5347328:algousd:triple_gx:zlema225_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 392.12 | 4.28 | + |
| 2025 | -41.96 | -9.40 | 0.22 | + |
| Metric | 5347328:algousd:triple_gx:zlema225_105_25 | 5347328:ALGOUSD |
|---|---|---|
| MTD | -9.47% | -11.91% |
| 3M | 9.72% | -18.26% |
| 6M | 22.68% | -39.93% |
| YTD | -9.4% | -41.96% |
| 1Y | 345.87% | 2.16% |
| 3Y (ann.) | 320.32% | 10.7% |
| 5Y (ann.) | 320.32% | 10.7% |
| Metric | 5347328:algousd:triple_gx:zlema225_105_25 | 5347328:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.47% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -6.62% | -16.1% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 10.99 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -31.47 | 174 |
| 2024-10-30 | 2024-11-08 | -11.79 | 9 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-07-17 | 2024-09-10 | -11.47 | 55 |
| 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 |
| 2024-10-01 | 2024-10-04 | -3.06 | 3 |
| 2024-07-10 | 2024-07-13 | -1.75 | 3 |
| Metric | 5347328:algousd:triple_gx:zlema225_105_25 | 5347328:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -14.01% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -12.16% | -37.29% |
| Best Year | 392.12% | 91.53% |
| Worst Year | -9.4% | -41.96% |
| Avg. Up Day | 5.41% | 5.44% |
| Avg. Down Day | -3.29% | -4.24% |
| Avg. Up Week | 18.44% | 21.17% |
| Avg. Down Week | -6.51% | -10.49% |
| Avg. Up Month | 102.5% | 106.63% |
| Avg. Down Month | -5.24% | -19.59% |
| Win Days % | 52.0% | 50.4% |
| Win Month % | 50.0% | 38.46% |
| Win Week % | 66.67% | 43.86% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |