| Metric | 5353288:algousd:triple_gx:zlema170_55_45 | 5353288:ALGOUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 946.98% | -19.59% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 1.83 | 0.35 |
| Sortino | 3.79 | 0.53 |
| Payoff Ratio | 1.5 | 1.31 |
| Profit Factor | 1.64 | 1.05 |
| Common Sense Ratio | 2.05 | 1.1 |
| CPC Index | 1.22 | 0.7 |
| Tail Ratio | 1.25 | 1.05 |
| Outlier Win Ratio | 13.8 | 3.88 |
| Outlier Loss Ratio | 3.66 | 2.78 |
| Volatility (ann.) | 60.08% | 90.51% |
| R^2 | 0.45 | 0.45 |
| Calmar | 5.57 | -0.12 |
| Skew | 3.59 | 0.91 |
| Kurtosis | 31.7 | 6.32 |
| Expected Daily % | 0.26% | -0.02% |
| Expected Monthly % | 7.87% | -0.7% |
| Expected Yearly % | 79.88% | -5.3% |
| Kelly Criterion | 15.99% | 13.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.71% |
| Expected Shortfall (cVaR) | -4.87% | -7.71% |
| Year | 5353288:ALGOUSD | 5353288:algousd:triple_gx:zlema170_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.42 | -1.74 | 0.06 | + |
| 2023 | 29.16 | 119.70 | 4.10 | + |
| 2024 | 49.87 | 460.27 | 9.23 | + |
| 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.) | 153.64% | -8.28% |
| 5Y (ann.) | 153.64% | -8.28% |
| Metric | 5353288:algousd:triple_gx:zlema170_55_45 | 5353288:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 133.0 | 396.0 |
| Avg. Drawdown | -8.51% | -30.45% |
| Avg. Drawdown Days | 25.0 | 100.0 |
| Recovery Factor | 34.33 | -0.28 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-07-09 | -27.59 | 117 |
| 2025-05-13 | 2025-05-31 | -21.64 | 18 |
| 2024-07-22 | 2024-08-21 | -18.56 | 30 |
| 2023-12-23 | 2024-03-11 | -17.77 | 79 |
| 2023-06-26 | 2023-11-06 | -15.57 | 133 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-03-30 | 2023-06-23 | -12.43 | 85 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| Metric | 5353288:algousd:triple_gx:zlema170_55_45 | 5353288:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -12.67% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -21.21% | -37.29% |
| Best Year | 460.27% | 49.87% |
| Worst Year | -13.43% | -41.96% |
| Avg. Up Day | 4.28% | 4.31% |
| Avg. Down Day | -2.85% | -3.29% |
| Avg. Up Week | 12.72% | 13.53% |
| Avg. Down Week | -5.49% | -7.07% |
| Avg. Up Month | 43.68% | 53.81% |
| Avg. Down Month | -6.13% | -22.25% |
| Win Days % | 49.55% | 50.93% |
| Win Month % | 61.54% | 45.16% |
| Win Week % | 58.57% | 44.12% |
| Win Quarter % | 72.73% | 45.45% |
| Win Year % | 50.0% | 50.0% |