| Metric | 5353810:algousd:triple_gx:zlema210_75_45 | 5353810:ALGOUSD |
|---|---|---|
| Time in Market | 26.0% | 99.0% |
| Cumulative Return | 431.7% | -8.97% |
| Max Drawdown | -30.93% | -69.78% |
| Sharpe | 2.01 | 0.43 |
| Sortino | 4.68 | 0.68 |
| Payoff Ratio | 1.82 | 1.4 |
| Profit Factor | 1.98 | 1.07 |
| Common Sense Ratio | 2.67 | 1.16 |
| CPC Index | 1.83 | 0.74 |
| Tail Ratio | 1.35 | 1.09 |
| Outlier Win Ratio | 18.89 | 4.08 |
| Outlier Loss Ratio | 3.04 | 2.47 |
| Volatility (ann.) | 64.92% | 100.95% |
| R^2 | 0.42 | 0.42 |
| Calmar | 6.59 | -0.09 |
| Skew | 4.46 | 1.2 |
| Kurtosis | 38.74 | 6.45 |
| Expected Daily % | 0.3% | -0.02% |
| Expected Monthly % | 9.19% | -0.49% |
| Expected Yearly % | 130.59% | -4.59% |
| Kelly Criterion | 24.13% | 13.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.23% | -8.57% |
| Expected Shortfall (cVaR) | -5.23% | -8.57% |
| Year | 5353810:ALGOUSD | 5353810:algousd:triple_gx:zlema210_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 414.54 | 4.53 | + |
| 2025 | -52.47 | 3.33 | -0.06 | + |
| Metric | 5353810:algousd:triple_gx:zlema210_75_45 | 5353810:ALGOUSD |
|---|---|---|
| MTD | 0.89% | -10.54% |
| 3M | -8.69% | -37.59% |
| 6M | 2.73% | -28.88% |
| YTD | 3.33% | -52.47% |
| 1Y | 133.79% | -14.54% |
| 3Y (ann.) | 203.71% | -6.05% |
| 5Y (ann.) | 203.71% | -6.05% |
| Metric | 5353810:algousd:triple_gx:zlema210_75_45 | 5353810:ALGOUSD |
|---|---|---|
| Max Drawdown | -30.93% | -69.78% |
| Longest DD Days | 218.0 | 343.0 |
| Avg. Drawdown | -9.35% | -16.11% |
| Avg. Drawdown Days | 39.0 | 53.0 |
| Recovery Factor | 13.96 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -30.93 | 121 |
| 2024-12-08 | 2025-07-14 | -20.53 | 218 |
| 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 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-08-09 | 2024-08-19 | -5.65 | 10 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-10 | 2024-08-08 | -5.41 | 29 |
| 2024-08-25 | 2024-11-05 | -4.10 | 72 |
| Metric | 5353810:algousd:triple_gx:zlema210_75_45 | 5353810: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 | 304.75% | 288.79% |
| Worst Month | -9.39% | -37.29% |
| Best Year | 414.54% | 91.53% |
| Worst Year | 3.33% | -52.47% |
| Avg. Up Day | 5.59% | 5.6% |
| Avg. Down Day | -3.08% | -4.0% |
| Avg. Up Week | 22.04% | 22.4% |
| Avg. Down Week | -4.98% | -10.06% |
| Avg. Up Month | 106.09% | 114.22% |
| Avg. Down Month | -5.56% | -14.61% |
| Win Days % | 51.08% | 49.82% |
| Win Month % | 70.0% | 31.58% |
| Win Week % | 51.72% | 40.74% |
| Win Quarter % | 60.0% | 42.86% |
| Win Year % | 100.0% | 50.0% |