| Metric | 5355079:algousd:triple_gx:zlema170_70_50 | 5355079:ALGOUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 932.88% | -34.15% |
| Max Drawdown | -39.86% | -69.78% |
| Sharpe | 1.58 | 0.29 |
| Sortino | 3.03 | 0.44 |
| Payoff Ratio | 1.43 | 1.26 |
| Profit Factor | 1.53 | 1.04 |
| Common Sense Ratio | 1.96 | 1.08 |
| CPC Index | 1.1 | 0.66 |
| Tail Ratio | 1.28 | 1.04 |
| Outlier Win Ratio | 14.19 | 3.87 |
| Outlier Loss Ratio | 3.43 | 2.86 |
| Volatility (ann.) | 60.36% | 90.18% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.97 | -0.19 |
| Skew | 3.05 | 0.88 |
| Kurtosis | 28.7 | 5.76 |
| Expected Daily % | 0.21% | -0.04% |
| Expected Monthly % | 6.51% | -1.12% |
| Expected Yearly % | 79.27% | -9.92% |
| Kelly Criterion | 15.49% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.93% | -7.69% |
| Expected Shortfall (cVaR) | -4.93% | -7.69% |
| Year | 5355079:ALGOUSD | 5355079:algousd:triple_gx:zlema170_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.42 | 2.23 | -0.08 | + |
| 2023 | 29.16 | 112.12 | 3.85 | + |
| 2024 | 49.87 | 402.11 | 8.06 | + |
| 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.) | 118.56% | -13.06% |
| 5Y (ann.) | 118.56% | -13.06% |
| Metric | 5355079:algousd:triple_gx:zlema170_70_50 | 5355079:ALGOUSD |
|---|---|---|
| Max Drawdown | -39.86% | -69.78% |
| Longest DD Days | 217.0 | 396.0 |
| Avg. Drawdown | -10.76% | -30.47% |
| Avg. Drawdown Days | 39.0 | 119.0 |
| Recovery Factor | 23.4 | -0.49 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -39.86 | 121 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-12-08 | 2025-07-13 | -25.82 | 217 |
| 2024-04-25 | 2024-08-21 | -17.15 | 118 |
| 2023-02-09 | 2023-02-20 | -15.97 | 11 |
| 2023-06-26 | 2023-11-11 | -15.80 | 138 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2024-08-25 | 2024-11-08 | -13.88 | 75 |
| 2023-12-23 | 2024-03-07 | -11.87 | 75 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 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 | -19.35% | -28.85% |
| Best Month | 305.86% | 288.79% |
| Worst Month | -14.06% | -37.29% |
| Best Year | 402.11% | 49.87% |
| Worst Year | -5.13% | -52.47% |
| Avg. Up Day | 4.24% | 4.25% |
| Avg. Down Day | -2.96% | -3.38% |
| Avg. Up Week | 13.73% | 15.37% |
| Avg. Down Week | -5.68% | -7.61% |
| Avg. Up Month | 40.01% | 47.15% |
| Avg. Down Month | -6.2% | -15.41% |
| Win Days % | 50.26% | 50.55% |
| Win Month % | 64.29% | 40.54% |
| Win Week % | 55.84% | 42.5% |
| Win Quarter % | 83.33% | 46.15% |
| Win Year % | 75.0% | 50.0% |