| Metric | 5349485:algousd:triple_gx:zlema220_115_30 | 5349485:ALGOUSD |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 464.29% | 11.17% |
| Max Drawdown | -18.19% | -69.62% |
| Sharpe | 2.63 | 0.6 |
| Sortino | 6.74 | 0.99 |
| Payoff Ratio | 1.84 | 1.48 |
| Profit Factor | 2.37 | 1.09 |
| Common Sense Ratio | 3.88 | 1.22 |
| CPC Index | 2.37 | 0.81 |
| Tail Ratio | 1.64 | 1.11 |
| Outlier Win Ratio | 16.55 | 4.36 |
| Outlier Loss Ratio | 3.13 | 2.31 |
| Volatility (ann.) | 72.14% | 106.06% |
| R^2 | 0.48 | 0.48 |
| Calmar | 23.47 | 0.15 |
| Skew | 4.35 | 1.31 |
| Kurtosis | 33.88 | 7.05 |
| Expected Daily % | 0.46% | 0.03% |
| Expected Monthly % | 14.24% | 0.82% |
| Expected Yearly % | 137.55% | 5.44% |
| Kelly Criterion | 29.61% | 16.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.69% | -8.96% |
| Expected Shortfall (cVaR) | -5.69% | -8.96% |
| Year | 5349485:ALGOUSD | 5349485:algousd:triple_gx:zlema220_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 439.99 | 4.81 | + |
| 2025 | -41.96 | 4.50 | -0.11 | + |
| Metric | 5349485:algousd:triple_gx:zlema220_115_30 | 5349485:ALGOUSD |
|---|---|---|
| MTD | -14.28% | -11.91% |
| 3M | 4.5% | -18.26% |
| 6M | 36.1% | -39.93% |
| YTD | 4.5% | -41.96% |
| 1Y | 464.29% | 2.16% |
| 3Y (ann.) | 427.04% | 10.7% |
| 5Y (ann.) | 427.04% | 10.7% |
| Metric | 5349485:algousd:triple_gx:zlema220_115_30 | 5349485:ALGOUSD |
|---|---|---|
| Max Drawdown | -18.19% | -69.62% |
| Longest DD Days | 125.0 | 174.0 |
| Avg. Drawdown | -6.15% | -16.1% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 25.52 | 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 | 2024-08-19 | -5.65 | 10 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-09-04 | 2024-09-08 | -5.24 | 4 |
| Metric | 5349485:algousd:triple_gx:zlema220_115_30 | 5349485:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -12.41% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -14.28% | -37.29% |
| Best Year | 439.99% | 91.53% |
| Worst Year | 4.5% | -41.96% |
| Avg. Up Day | 5.53% | 5.56% |
| Avg. Down Day | -3.01% | -3.76% |
| Avg. Up Week | 21.26% | 22.2% |
| Avg. Down Week | -4.49% | -8.61% |
| Avg. Up Month | 105.41% | 106.63% |
| Avg. Down Month | -6.58% | -20.0% |
| Win Days % | 54.39% | 50.4% |
| Win Month % | 66.67% | 38.46% |
| Win Week % | 60.87% | 43.86% |
| Win Quarter % | 75.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |