| Metric | 5349128:algousd:triple_gx:zlema220_95_30 | 5349128:ALGOUSD |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 484.08% | 11.17% |
| Max Drawdown | -18.19% | -69.62% |
| Sharpe | 2.68 | 0.6 |
| Sortino | 6.98 | 0.99 |
| Payoff Ratio | 1.91 | 1.5 |
| Profit Factor | 2.46 | 1.09 |
| Common Sense Ratio | 4.2 | 1.22 |
| CPC Index | 2.54 | 0.83 |
| Tail Ratio | 1.71 | 1.11 |
| Outlier Win Ratio | 16.75 | 4.36 |
| Outlier Loss Ratio | 3.3 | 2.31 |
| Volatility (ann.) | 71.81% | 106.06% |
| R^2 | 0.47 | 0.47 |
| Calmar | 24.45 | 0.15 |
| Skew | 4.41 | 1.31 |
| Kurtosis | 34.52 | 7.05 |
| Expected Daily % | 0.46% | 0.03% |
| Expected Monthly % | 14.54% | 0.82% |
| Expected Yearly % | 141.68% | 5.44% |
| Kelly Criterion | 29.88% | 17.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.65% | -8.96% |
| Expected Shortfall (cVaR) | -5.65% | -8.96% |
| Year | 5349128:ALGOUSD | 5349128:algousd:triple_gx:zlema220_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 467.94 | 5.11 | + |
| 2025 | -41.96 | 2.84 | -0.07 | + |
| Metric | 5349128:algousd:triple_gx:zlema220_95_30 | 5349128:ALGOUSD |
|---|---|---|
| MTD | -14.28% | -11.91% |
| 3M | 4.5% | -18.26% |
| 6M | 39.25% | -39.93% |
| YTD | 2.84% | -41.96% |
| 1Y | 484.08% | 2.16% |
| 3Y (ann.) | 444.77% | 10.7% |
| 5Y (ann.) | 444.77% | 10.7% |
| Metric | 5349128:algousd:triple_gx:zlema220_95_30 | 5349128:ALGOUSD |
|---|---|---|
| Max Drawdown | -18.19% | -69.62% |
| Longest DD Days | 125.0 | 174.0 |
| Avg. Drawdown | -6.2% | -16.1% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 26.61 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-12 | -18.19 | 125 |
| 2025-04-13 | 2025-05-31 | -15.95 | 48 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-07-17 | 2024-08-08 | -9.54 | 22 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-08-09 | 2024-09-07 | -5.65 | 29 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-11-02 | 2024-11-06 | -4.80 | 4 |
| Metric | 5349128:algousd:triple_gx:zlema220_95_30 | 5349128: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 | -14.28% | -37.29% |
| Best Year | 467.94% | 91.53% |
| Worst Year | 2.84% | -41.96% |
| Avg. Up Day | 5.56% | 5.58% |
| Avg. Down Day | -2.91% | -3.71% |
| Avg. Up Week | 20.87% | 22.2% |
| Avg. Down Week | -3.58% | -7.88% |
| Avg. Up Month | 107.28% | 106.63% |
| Avg. Down Month | -4.41% | -17.27% |
| Win Days % | 53.98% | 50.4% |
| Win Month % | 50.0% | 38.46% |
| Win Week % | 60.87% | 43.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |