| Metric | 5355094:algousd:triple_gx:zlema190_70_50 | 5355094:ALGOUSD |
|---|---|---|
| Time in Market | 23.0% | 99.0% |
| Cumulative Return | 297.66% | 11.17% |
| Max Drawdown | -21.52% | -69.62% |
| Sharpe | 2.22 | 0.6 |
| Sortino | 5.65 | 0.99 |
| Payoff Ratio | 2.06 | 1.76 |
| Profit Factor | 2.26 | 1.09 |
| Common Sense Ratio | 4.08 | 1.22 |
| CPC Index | 2.39 | 0.97 |
| Tail Ratio | 1.8 | 1.11 |
| Outlier Win Ratio | 19.59 | 4.2 |
| Outlier Loss Ratio | 2.81 | 2.31 |
| Volatility (ann.) | 69.47% | 106.06% |
| R^2 | 0.44 | 0.44 |
| Calmar | 12.85 | 0.15 |
| Skew | 4.73 | 1.31 |
| Kurtosis | 39.43 | 7.05 |
| Expected Daily % | 0.36% | 0.03% |
| Expected Monthly % | 11.2% | 0.82% |
| Expected Yearly % | 99.41% | 5.44% |
| Kelly Criterion | 27.49% | 22.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.56% | -8.96% |
| Expected Shortfall (cVaR) | -5.56% | -8.96% |
| Year | 5355094:ALGOUSD | 5355094:algousd:triple_gx:zlema190_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 322.02 | 3.52 | + |
| 2025 | -41.96 | -5.77 | 0.14 | + |
| Metric | 5355094:algousd:triple_gx:zlema190_70_50 | 5355094:ALGOUSD |
|---|---|---|
| MTD | -5.77% | -11.91% |
| 3M | -5.77% | -18.26% |
| 6M | 24.85% | -39.93% |
| YTD | -5.77% | -41.96% |
| 1Y | 297.66% | 2.16% |
| 3Y (ann.) | 276.57% | 10.7% |
| 5Y (ann.) | 276.57% | 10.7% |
| Metric | 5355094:algousd:triple_gx:zlema190_70_50 | 5355094:ALGOUSD |
|---|---|---|
| Max Drawdown | -21.52% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -9.07% | -16.1% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 13.83 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -21.52 | 174 |
| 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 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-10 | 2024-07-19 | -3.17 | 9 |
| 2024-11-27 | 2024-11-28 | -1.40 | 1 |
| Metric | 5355094:algousd:triple_gx:zlema190_70_50 | 5355094: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 | -5.77% | -37.29% |
| Best Year | 322.02% | 91.53% |
| Worst Year | -5.77% | -41.96% |
| Avg. Up Day | 6.71% | 6.72% |
| Avg. Down Day | -3.26% | -3.82% |
| Avg. Up Week | 24.52% | 24.94% |
| Avg. Down Week | -7.18% | -9.72% |
| Avg. Up Month | 305.86% | 288.79% |
| Avg. Down Month | -4.38% | -14.25% |
| Win Days % | 51.19% | 50.4% |
| Win Month % | 40.0% | 38.46% |
| Win Week % | 58.82% | 43.86% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 50.0% | 50.0% |