| Metric | 5347328:algousd:triple_gx:zlema225_105_25 | 5347328:ALGOUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 1,220.89% | 8.45% |
| Max Drawdown | -31.47% | -69.62% |
| Sharpe | 1.94 | 0.48 |
| Sortino | 3.69 | 0.75 |
| Payoff Ratio | 1.36 | 1.08 |
| Profit Factor | 1.63 | 1.07 |
| Common Sense Ratio | 2.1 | 1.18 |
| CPC Index | 1.15 | 0.59 |
| Tail Ratio | 1.29 | 1.1 |
| Outlier Win Ratio | 11.85 | 3.84 |
| Outlier Loss Ratio | 3.4 | 2.9 |
| Volatility (ann.) | 64.51% | 91.1% |
| R^2 | 0.51 | 0.51 |
| Calmar | 5.95 | 0.05 |
| Skew | 2.7 | 0.93 |
| Kurtosis | 24.67 | 6.29 |
| Expected Daily % | 0.29% | 0.01% |
| Expected Monthly % | 8.98% | 0.27% |
| Expected Yearly % | 90.64% | 2.05% |
| Kelly Criterion | 17.24% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.21% | -7.72% |
| Expected Shortfall (cVaR) | -5.21% | -7.72% |
| Year | 5347328:ALGOUSD | 5347328:algousd:triple_gx:zlema225_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.47 | -8.00 | 2.31 | - |
| 2023 | 29.16 | 113.59 | 3.90 | + |
| 2024 | 49.87 | 641.92 | 12.87 | + |
| 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.) | 187.17% | 3.37% |
| 5Y (ann.) | 187.17% | 3.37% |
| Metric | 5347328:algousd:triple_gx:zlema225_105_25 | 5347328:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.47% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -8.52% | -25.9% |
| Avg. Drawdown Days | 23.0 | 86.0 |
| Recovery Factor | 38.8 | 0.12 |
| 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 |
| 2023-03-18 | 2023-07-01 | -19.91 | 105 |
| 2023-01-30 | 2023-03-12 | -17.30 | 41 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-07-04 | 2023-09-30 | -14.10 | 88 |
| 2022-12-21 | 2023-01-22 | -13.11 | 32 |
| 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 |
| 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 | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -12.16% | -37.29% |
| Best Year | 641.92% | 49.87% |
| Worst Year | -9.4% | -41.96% |
| Avg. Up Day | 4.26% | 4.28% |
| Avg. Down Day | -3.14% | -3.98% |
| Avg. Up Week | 13.92% | 15.27% |
| Avg. Down Week | -5.69% | -8.84% |
| Avg. Up Month | 36.71% | 47.84% |
| Avg. Down Month | -5.14% | -17.8% |
| Win Days % | 52.38% | 51.19% |
| Win Month % | 64.29% | 43.33% |
| Win Week % | 60.27% | 43.94% |
| Win Quarter % | 81.82% | 45.45% |
| Win Year % | 50.0% | 50.0% |