| Metric | 5353818:algousd:triple_gx:zlema225_75_45 | 5353818:ALGOUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 1,289.66% | -11.19% |
| Max Drawdown | -30.3% | -69.78% |
| Sharpe | 1.78 | 0.4 |
| Sortino | 3.47 | 0.61 |
| Payoff Ratio | 1.43 | 1.21 |
| Profit Factor | 1.62 | 1.06 |
| Common Sense Ratio | 2.15 | 1.12 |
| CPC Index | 1.2 | 0.65 |
| Tail Ratio | 1.33 | 1.06 |
| Outlier Win Ratio | 14.18 | 3.85 |
| Outlier Loss Ratio | 3.26 | 2.79 |
| Volatility (ann.) | 60.43% | 90.67% |
| R^2 | 0.45 | 0.45 |
| Calmar | 4.85 | -0.06 |
| Skew | 3.1 | 0.9 |
| Kurtosis | 29.03 | 5.73 |
| Expected Daily % | 0.25% | -0.01% |
| Expected Monthly % | 7.58% | -0.33% |
| Expected Yearly % | 93.08% | -2.92% |
| Kelly Criterion | 18.22% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.91% | -7.71% |
| Expected Shortfall (cVaR) | -4.91% | -7.71% |
| Year | 5353818:ALGOUSD | 5353818:algousd:triple_gx:zlema225_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.47 | -3.47 | 1.00 | - |
| 2023 | 29.16 | 115.87 | 3.97 | + |
| 2024 | 49.87 | 534.21 | 10.71 | + |
| 2025 | -52.47 | 5.15 | -0.10 | + |
| Metric | 5353818:algousd:triple_gx:zlema225_75_45 | 5353818:ALGOUSD |
|---|---|---|
| MTD | 0.89% | -10.54% |
| 3M | -7.86% | -37.59% |
| 6M | 5.15% | -28.88% |
| YTD | 5.15% | -52.47% |
| 1Y | 137.91% | -14.54% |
| 3Y (ann.) | 147.06% | -4.0% |
| 5Y (ann.) | 147.06% | -4.0% |
| Metric | 5353818:algousd:triple_gx:zlema225_75_45 | 5353818:ALGOUSD |
|---|---|---|
| Max Drawdown | -30.3% | -69.78% |
| Longest DD Days | 217.0 | 396.0 |
| Avg. Drawdown | -10.53% | -25.92% |
| Avg. Drawdown Days | 36.0 | 103.0 |
| Recovery Factor | 42.56 | -0.16 |
| Ulcer Index | inf | inf |
| 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 | 2025-07-13 | -22.54 | 217 |
| 2023-06-26 | 2023-11-11 | -17.91 | 138 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-02-09 | 2023-03-13 | -14.96 | 32 |
| 2023-03-30 | 2023-06-23 | -13.71 | 85 |
| 2023-12-23 | 2024-03-07 | -12.68 | 75 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| Metric | 5353818:algousd:triple_gx:zlema225_75_45 | 5353818: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 | -9.76% | -37.29% |
| Best Year | 534.21% | 49.87% |
| Worst Year | -3.47% | -52.47% |
| Avg. Up Day | 4.32% | 4.33% |
| Avg. Down Day | -3.03% | -3.57% |
| Avg. Up Week | 14.04% | 15.75% |
| Avg. Down Week | -5.2% | -7.76% |
| Avg. Up Month | 47.37% | 54.84% |
| Avg. Down Month | -5.13% | -13.22% |
| Win Days % | 51.91% | 50.76% |
| Win Month % | 68.0% | 38.89% |
| Win Week % | 58.33% | 42.31% |
| Win Quarter % | 66.67% | 46.15% |
| Win Year % | 75.0% | 50.0% |