| Metric | 5348928:algousd:triple_gx:zlema235_85_30 | 5348928:ALGOUSD |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 359.99% | -8.97% |
| Max Drawdown | -37.1% | -69.78% |
| Sharpe | 1.82 | 0.43 |
| Sortino | 4.09 | 0.68 |
| Payoff Ratio | 1.63 | 1.3 |
| Profit Factor | 1.8 | 1.07 |
| Common Sense Ratio | 2.03 | 1.16 |
| CPC Index | 1.46 | 0.69 |
| Tail Ratio | 1.12 | 1.09 |
| Outlier Win Ratio | 18.47 | 4.25 |
| Outlier Loss Ratio | 3.25 | 2.53 |
| Volatility (ann.) | 66.95% | 100.95% |
| R^2 | 0.45 | 0.45 |
| Calmar | 4.74 | -0.09 |
| Skew | 4.18 | 1.2 |
| Kurtosis | 34.91 | 6.45 |
| Expected Daily % | 0.28% | -0.02% |
| Expected Monthly % | 8.36% | -0.49% |
| Expected Yearly % | 114.47% | -4.59% |
| Kelly Criterion | 18.4% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.43% | -8.57% |
| Expected Shortfall (cVaR) | -5.43% | -8.57% |
| Year | 5348928:ALGOUSD | 5348928:algousd:triple_gx:zlema235_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 401.57 | 4.39 | + |
| 2025 | -52.47 | -8.29 | 0.16 | + |
| Metric | 5348928:algousd:triple_gx:zlema235_85_30 | 5348928:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -10.54% |
| 3M | -14.0% | -37.59% |
| 6M | -6.81% | -28.88% |
| YTD | -8.29% | -52.47% |
| 1Y | 115.72% | -14.54% |
| 3Y (ann.) | 175.82% | -6.05% |
| 5Y (ann.) | 175.82% | -6.05% |
| Metric | 5348928:algousd:triple_gx:zlema235_85_30 | 5348928:ALGOUSD |
|---|---|---|
| Max Drawdown | -37.1% | -69.78% |
| Longest DD Days | 218.0 | 343.0 |
| Avg. Drawdown | -7.75% | -16.11% |
| Avg. Drawdown Days | 26.0 | 53.0 |
| Recovery Factor | 9.7 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -37.10 | 121 |
| 2024-12-08 | 2025-07-14 | -27.98 | 218 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 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 |
| 2024-08-09 | 2024-09-08 | -5.65 | 30 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-17 | 2024-08-08 | -4.87 | 22 |
| 2024-11-02 | 2024-11-06 | -4.80 | 4 |
| Metric | 5348928:algousd:triple_gx:zlema235_85_30 | 5348928:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -12.57% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -9.17% | -37.29% |
| Best Year | 401.57% | 91.53% |
| Worst Year | -8.29% | -52.47% |
| Avg. Up Day | 5.22% | 5.24% |
| Avg. Down Day | -3.19% | -4.03% |
| Avg. Up Week | 15.8% | 19.96% |
| Avg. Down Week | -6.21% | -11.12% |
| Avg. Up Month | 82.31% | 87.87% |
| Avg. Down Month | -5.03% | -17.34% |
| Win Days % | 49.38% | 49.82% |
| Win Month % | 46.67% | 31.58% |
| Win Week % | 61.76% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |