| Metric | 5353288:algousd:triple_gx:zlema170_55_45 | 5353288:ALGOUSD |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 340.12% | 11.17% |
| Max Drawdown | -21.64% | -69.62% |
| Sharpe | 2.38 | 0.6 |
| Sortino | 6.68 | 0.99 |
| Payoff Ratio | 2.03 | 1.68 |
| Profit Factor | 2.26 | 1.09 |
| Common Sense Ratio | 3.22 | 1.22 |
| CPC Index | 2.23 | 0.93 |
| Tail Ratio | 1.43 | 1.11 |
| Outlier Win Ratio | 17.53 | 4.2 |
| Outlier Loss Ratio | 3.73 | 2.31 |
| Volatility (ann.) | 68.56% | 106.06% |
| R^2 | 0.43 | 0.43 |
| Calmar | 14.56 | 0.15 |
| Skew | 5.12 | 1.31 |
| Kurtosis | 40.46 | 7.05 |
| Expected Daily % | 0.39% | 0.03% |
| Expected Monthly % | 12.07% | 0.82% |
| Expected Yearly % | 109.79% | 5.44% |
| Kelly Criterion | 23.4% | 20.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.46% | -8.96% |
| Expected Shortfall (cVaR) | -5.46% | -8.96% |
| Year | 5353288:ALGOUSD | 5353288:algousd:triple_gx:zlema170_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 408.42 | 4.46 | + |
| 2025 | -41.96 | -13.43 | 0.32 | + |
| Metric | 5353288:algousd:triple_gx:zlema170_55_45 | 5353288:ALGOUSD |
|---|---|---|
| MTD | -21.21% | -11.91% |
| 3M | -13.43% | -18.26% |
| 6M | 30.79% | -39.93% |
| YTD | -13.43% | -41.96% |
| 1Y | 340.12% | 2.16% |
| 3Y (ann.) | 315.12% | 10.7% |
| 5Y (ann.) | 315.12% | 10.7% |
| Metric | 5353288:algousd:triple_gx:zlema170_55_45 | 5353288:ALGOUSD |
|---|---|---|
| Max Drawdown | -21.64% | -69.62% |
| Longest DD Days | 94.0 | 174.0 |
| Avg. Drawdown | -7.37% | -16.1% |
| Avg. Drawdown Days | 13.0 | 36.0 |
| Recovery Factor | 15.72 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-13 | 2025-05-31 | -21.64 | 18 |
| 2024-07-22 | 2024-08-21 | -18.56 | 30 |
| 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 |
| 2024-10-29 | 2024-11-06 | -7.28 | 8 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2025-04-15 | 2025-04-18 | -4.92 | 3 |
| 2024-07-10 | 2024-07-21 | -4.41 | 11 |
| Metric | 5353288:algousd:triple_gx:zlema170_55_45 | 5353288:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -8.8% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -13.45% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -21.21% | -37.29% |
| Best Year | 408.42% | 91.53% |
| Worst Year | -13.43% | -41.96% |
| Avg. Up Day | 5.57% | 5.59% |
| Avg. Down Day | -2.74% | -3.33% |
| Avg. Up Week | 22.44% | 21.59% |
| Avg. Down Week | -5.25% | -9.33% |
| Avg. Up Month | 146.04% | 155.54% |
| Avg. Down Month | -9.2% | -16.69% |
| Win Days % | 48.67% | 50.4% |
| Win Month % | 66.67% | 38.46% |
| Win Week % | 56.0% | 43.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |