| Metric | 5355079:algousd:triple_gx:zlema170_70_50 | 5355079:ALGOUSD |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 287.49% | -8.97% |
| Max Drawdown | -39.86% | -69.78% |
| Sharpe | 1.64 | 0.43 |
| Sortino | 3.5 | 0.68 |
| Payoff Ratio | 1.58 | 1.41 |
| Profit Factor | 1.66 | 1.07 |
| Common Sense Ratio | 2.2 | 1.16 |
| CPC Index | 1.31 | 0.75 |
| Tail Ratio | 1.32 | 1.09 |
| Outlier Win Ratio | 17.35 | 4.08 |
| Outlier Loss Ratio | 3.06 | 2.64 |
| Volatility (ann.) | 67.56% | 100.95% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.67 | -0.09 |
| Skew | 3.92 | 1.2 |
| Kurtosis | 33.27 | 6.45 |
| Expected Daily % | 0.25% | -0.02% |
| Expected Monthly % | 7.39% | -0.49% |
| Expected Yearly % | 96.85% | -4.59% |
| Kelly Criterion | 17.91% | 14.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.51% | -8.57% |
| Expected Shortfall (cVaR) | -5.51% | -8.57% |
| Year | 5355079:ALGOUSD | 5355079:algousd:triple_gx:zlema170_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 308.46 | 3.37 | + |
| 2025 | -52.47 | -5.13 | 0.10 | + |
| Metric | 5355079:algousd:triple_gx:zlema170_70_50 | 5355079:ALGOUSD |
|---|---|---|
| MTD | -9.85% | -10.54% |
| 3M | -20.92% | -37.59% |
| 6M | -7.14% | -28.88% |
| YTD | -5.13% | -52.47% |
| 1Y | 118.36% | -14.54% |
| 3Y (ann.) | 146.1% | -6.05% |
| 5Y (ann.) | 146.1% | -6.05% |
| Metric | 5355079:algousd:triple_gx:zlema170_70_50 | 5355079:ALGOUSD |
|---|---|---|
| Max Drawdown | -39.86% | -69.78% |
| Longest DD Days | 217.0 | 343.0 |
| Avg. Drawdown | -11.75% | -16.11% |
| Avg. Drawdown Days | 36.0 | 53.0 |
| Recovery Factor | 7.21 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -39.86 | 121 |
| 2024-12-08 | 2025-07-13 | -25.82 | 217 |
| 2024-07-21 | 2024-08-21 | -15.60 | 31 |
| 2024-08-25 | 2024-11-08 | -13.88 | 75 |
| 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 |
| 2024-07-07 | 2024-07-09 | -8.73 | 2 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| Metric | 5355079:algousd:triple_gx:zlema170_70_50 | 5355079:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -14.45% | -28.85% |
| Best Month | 305.86% | 288.79% |
| Worst Month | -14.06% | -37.29% |
| Best Year | 308.46% | 91.53% |
| Worst Year | -5.13% | -52.47% |
| Avg. Up Day | 5.26% | 5.27% |
| Avg. Down Day | -3.32% | -3.74% |
| Avg. Up Week | 19.91% | 22.23% |
| Avg. Down Week | -6.9% | -9.5% |
| Avg. Up Month | 113.32% | 114.22% |
| Avg. Down Month | -7.93% | -12.17% |
| Win Days % | 49.69% | 49.82% |
| Win Month % | 45.45% | 31.58% |
| Win Week % | 53.12% | 40.74% |
| Win Quarter % | 60.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |