| Metric | 5347803:algousd:triple_gx:zlema220_40_30 | 5347803:ALGOUSD |
|---|---|---|
| Time in Market | 33.0% | 99.0% |
| Cumulative Return | 568.39% | -8.97% |
| Max Drawdown | -23.82% | -69.78% |
| Sharpe | 2.22 | 0.43 |
| Sortino | 5.49 | 0.68 |
| Payoff Ratio | 1.77 | 1.31 |
| Profit Factor | 2.0 | 1.07 |
| Common Sense Ratio | 2.75 | 1.16 |
| CPC Index | 1.77 | 0.7 |
| Tail Ratio | 1.38 | 1.09 |
| Outlier Win Ratio | 17.02 | 4.25 |
| Outlier Loss Ratio | 3.56 | 2.46 |
| Volatility (ann.) | 65.94% | 100.95% |
| R^2 | 0.44 | 0.44 |
| Calmar | 10.64 | -0.09 |
| Skew | 4.54 | 1.2 |
| Kurtosis | 35.93 | 6.45 |
| Expected Daily % | 0.35% | -0.02% |
| Expected Monthly % | 10.52% | -0.49% |
| Expected Yearly % | 158.53% | -4.59% |
| Kelly Criterion | 22.12% | 11.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -8.57% |
| Expected Shortfall (cVaR) | -5.28% | -8.57% |
| Year | 5347803:ALGOUSD | 5347803:algousd:triple_gx:zlema220_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 483.57 | 5.28 | + |
| 2025 | -52.47 | 14.54 | -0.28 | + |
| Metric | 5347803:algousd:triple_gx:zlema220_40_30 | 5347803:ALGOUSD |
|---|---|---|
| MTD | -12.39% | -10.54% |
| 3M | -14.76% | -37.59% |
| 6M | 5.95% | -28.88% |
| YTD | 14.54% | -52.47% |
| 1Y | 199.16% | -14.54% |
| 3Y (ann.) | 253.6% | -6.05% |
| 5Y (ann.) | 253.6% | -6.05% |
| Metric | 5347803:algousd:triple_gx:zlema220_40_30 | 5347803:ALGOUSD |
|---|---|---|
| Max Drawdown | -23.82% | -69.78% |
| Longest DD Days | 91.0 | 343.0 |
| Avg. Drawdown | -6.07% | -16.11% |
| Avg. Drawdown Days | 18.0 | 53.0 |
| Recovery Factor | 23.86 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-11-16 | -23.82 | 33 |
| 2025-04-13 | 2025-07-13 | -18.79 | 91 |
| 2025-07-18 | 2025-10-13 | -17.85 | 87 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-07-17 | 2024-08-08 | -9.54 | 22 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-08-09 | 2024-09-09 | -8.19 | 31 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-12-04 | 2024-12-06 | -6.24 | 2 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| Metric | 5347803:algousd:triple_gx:zlema220_40_30 | 5347803:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -9.84% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -10.96% | -28.85% |
| Best Month | 278.9% | 288.79% |
| Worst Month | -14.28% | -37.29% |
| Best Year | 483.57% | 91.53% |
| Worst Year | 14.54% | -52.47% |
| Avg. Up Day | 4.95% | 4.99% |
| Avg. Down Day | -2.8% | -3.8% |
| Avg. Up Week | 19.07% | 20.65% |
| Avg. Down Week | -3.94% | -7.87% |
| Avg. Up Month | 85.79% | 87.87% |
| Avg. Down Month | -6.48% | -12.31% |
| Win Days % | 50.28% | 49.82% |
| Win Month % | 53.33% | 31.58% |
| Win Week % | 54.05% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |