| Metric | 5353802:algousd:triple_gx:zlema200_75_45 | 5353802:ALGOUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 1,106.17% | -28.22% |
| Max Drawdown | -30.3% | -69.78% |
| Sharpe | 1.71 | 0.32 |
| Sortino | 3.35 | 0.49 |
| Payoff Ratio | 1.45 | 1.21 |
| Profit Factor | 1.6 | 1.05 |
| Common Sense Ratio | 2.01 | 1.08 |
| CPC Index | 1.18 | 0.64 |
| Tail Ratio | 1.26 | 1.03 |
| Outlier Win Ratio | 14.77 | 3.86 |
| Outlier Loss Ratio | 3.33 | 2.75 |
| Volatility (ann.) | 59.31% | 90.67% |
| R^2 | 0.43 | 0.43 |
| Calmar | 4.39 | -0.15 |
| Skew | 3.28 | 0.88 |
| Kurtosis | 30.86 | 5.68 |
| Expected Daily % | 0.23% | -0.03% |
| Expected Monthly % | 7.16% | -0.92% |
| Expected Yearly % | 86.36% | -7.96% |
| Kelly Criterion | 16.89% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.83% | -7.73% |
| Expected Shortfall (cVaR) | -4.83% | -7.73% |
| Year | 5353802:ALGOUSD | 5353802:algousd:triple_gx:zlema200_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -21.98 | -1.15 | 0.05 | + |
| 2023 | 29.16 | 115.24 | 3.95 | + |
| 2024 | 49.87 | 476.30 | 9.55 | + |
| 2025 | -52.47 | -1.63 | 0.03 | + |
| Metric | 5353802:algousd:triple_gx:zlema200_75_45 | 5353802:ALGOUSD |
|---|---|---|
| MTD | 0.89% | -10.54% |
| 3M | -7.86% | -37.59% |
| 6M | 4.36% | -28.88% |
| YTD | -1.63% | -52.47% |
| 1Y | 122.57% | -14.54% |
| 3Y (ann.) | 132.9% | -10.65% |
| 5Y (ann.) | 132.9% | -10.65% |
| Metric | 5353802:algousd:triple_gx:zlema200_75_45 | 5353802:ALGOUSD |
|---|---|---|
| Max Drawdown | -30.3% | -69.78% |
| Longest DD Days | 219.0 | 396.0 |
| Avg. Drawdown | -9.6% | -30.78% |
| Avg. Drawdown Days | 33.0 | 117.0 |
| Recovery Factor | 36.51 | -0.4 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -30.30 | 121 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-12-08 | 2025-07-15 | -25.02 | 219 |
| 2023-06-26 | 2023-11-12 | -21.08 | 139 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2024-07-22 | 2024-08-21 | -14.36 | 30 |
| 2023-12-23 | 2024-03-07 | -12.68 | 75 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| Metric | 5353802:algousd:triple_gx:zlema200_75_45 | 5353802:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -19.35% | -28.85% |
| Best Month | 304.75% | 288.79% |
| Worst Month | -9.39% | -37.29% |
| Best Year | 476.3% | 49.87% |
| Worst Year | -1.63% | -52.47% |
| Avg. Up Day | 4.32% | 4.34% |
| Avg. Down Day | -2.98% | -3.59% |
| Avg. Up Week | 14.12% | 15.24% |
| Avg. Down Week | -5.22% | -7.56% |
| Avg. Up Month | 46.75% | 54.84% |
| Avg. Down Month | -4.16% | -14.33% |
| Win Days % | 50.83% | 50.7% |
| Win Month % | 61.54% | 38.89% |
| Win Week % | 56.16% | 42.41% |
| Win Quarter % | 66.67% | 46.15% |
| Win Year % | 50.0% | 50.0% |