| Metric | 5354708:algousd:triple_gx:zlema170_55_50 | 5354708:ALGOUSD |
|---|---|---|
| Time in Market | 25.0% | 99.0% |
| Cumulative Return | 249.04% | 11.17% |
| Max Drawdown | -31.13% | -69.62% |
| Sharpe | 2.04 | 0.6 |
| Sortino | 5.05 | 0.99 |
| Payoff Ratio | 1.87 | 1.65 |
| Profit Factor | 2.08 | 1.09 |
| Common Sense Ratio | 3.12 | 1.22 |
| CPC Index | 1.97 | 0.91 |
| Tail Ratio | 1.5 | 1.11 |
| Outlier Win Ratio | 19.48 | 4.2 |
| Outlier Loss Ratio | 3.08 | 2.37 |
| Volatility (ann.) | 69.52% | 106.06% |
| R^2 | 0.43 | 0.43 |
| Calmar | 7.46 | 0.15 |
| Skew | 4.71 | 1.31 |
| Kurtosis | 39.56 | 7.05 |
| Expected Daily % | 0.33% | 0.03% |
| Expected Monthly % | 10.09% | 0.82% |
| Expected Yearly % | 86.83% | 5.44% |
| Kelly Criterion | 24.12% | 20.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.6% | -8.96% |
| Expected Shortfall (cVaR) | -5.6% | -8.96% |
| Year | 5354708:ALGOUSD | 5354708:algousd:triple_gx:zlema170_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 291.92 | 3.19 | + |
| 2025 | -41.96 | -10.94 | 0.26 | + |
| Metric | 5354708:algousd:triple_gx:zlema170_55_50 | 5354708:ALGOUSD |
|---|---|---|
| MTD | -14.06% | -11.91% |
| 3M | -10.94% | -18.26% |
| 6M | 9.57% | -39.93% |
| YTD | -10.94% | -41.96% |
| 1Y | 249.04% | 2.16% |
| 3Y (ann.) | 232.24% | 10.7% |
| 5Y (ann.) | 232.24% | 10.7% |
| Metric | 5354708:algousd:triple_gx:zlema170_55_50 | 5354708:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.13% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -10.19% | -16.1% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 8.0 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -31.13 | 174 |
| 2024-07-09 | 2024-08-21 | -17.08 | 43 |
| 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 |
| 2024-08-25 | 2024-11-06 | -8.04 | 73 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-11-27 | 2024-11-28 | -1.40 | 1 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| Metric | 5354708:algousd:triple_gx:zlema170_55_50 | 5354708:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.3% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -16.72% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -14.06% | -37.29% |
| Best Year | 291.92% | 91.53% |
| Worst Year | -10.94% | -41.96% |
| Avg. Up Day | 5.94% | 5.95% |
| Avg. Down Day | -3.17% | -3.61% |
| Avg. Up Week | 21.27% | 21.59% |
| Avg. Down Week | -6.04% | -10.53% |
| Avg. Up Month | 146.21% | 155.54% |
| Avg. Down Month | -8.31% | -14.4% |
| Win Days % | 50.53% | 50.4% |
| Win Month % | 42.86% | 38.46% |
| Win Week % | 52.38% | 43.86% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 50.0% | 50.0% |