| Metric | 5355094:algousd:triple_gx:zlema190_70_50 | 5355094:ALGOUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 942.76% | -20.61% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 1.83 | 0.34 |
| Sortino | 3.58 | 0.53 |
| Payoff Ratio | 1.46 | 1.22 |
| Profit Factor | 1.63 | 1.05 |
| Common Sense Ratio | 2.2 | 1.11 |
| CPC Index | 1.22 | 0.66 |
| Tail Ratio | 1.35 | 1.05 |
| Outlier Win Ratio | 13.41 | 3.84 |
| Outlier Loss Ratio | 3.45 | 2.79 |
| Volatility (ann.) | 61.19% | 90.93% |
| R^2 | 0.46 | 0.46 |
| Calmar | 5.65 | -0.13 |
| Skew | 3.17 | 0.91 |
| Kurtosis | 30.12 | 6.26 |
| Expected Daily % | 0.26% | -0.03% |
| Expected Monthly % | 8.13% | -0.77% |
| Expected Yearly % | 79.7% | -5.61% |
| Kelly Criterion | 18.05% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -7.74% |
| Expected Shortfall (cVaR) | -4.96% | -7.74% |
| Year | 5355094:ALGOUSD | 5355094:algousd:triple_gx:zlema190_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -29.33 | -8.51 | 0.29 | + |
| 2023 | 29.16 | 133.15 | 4.57 | + |
| 2024 | 49.87 | 418.78 | 8.40 | + |
| 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.) | 155.83% | -8.83% |
| 5Y (ann.) | 155.83% | -8.83% |
| Metric | 5355094:algousd:triple_gx:zlema190_70_50 | 5355094:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -9.8% | -33.56% |
| Avg. Drawdown Days | 30.0 | 112.0 |
| Recovery Factor | 34.17 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-12-08 | 2025-05-31 | -21.52 | 174 |
| 2023-02-09 | 2023-02-20 | -15.97 | 11 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2024-07-21 | 2024-08-21 | -15.60 | 31 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-06-26 | 2023-11-06 | -14.92 | 133 |
| 2024-08-25 | 2024-11-08 | -13.88 | 75 |
| 2022-12-18 | 2023-01-06 | -12.64 | 19 |
| 2023-03-30 | 2023-06-21 | -11.99 | 83 |
| 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 | -19.35% | -28.85% |
| Best Month | 305.86% | 288.79% |
| Worst Month | -8.51% | -37.29% |
| Best Year | 418.78% | 49.87% |
| Worst Year | -8.51% | -41.96% |
| Avg. Up Day | 4.23% | 4.25% |
| Avg. Down Day | -2.9% | -3.47% |
| Avg. Up Week | 14.04% | 15.19% |
| Avg. Down Week | -5.91% | -7.57% |
| Avg. Up Month | 51.41% | 57.75% |
| Avg. Down Month | -5.36% | -17.9% |
| Win Days % | 51.35% | 50.94% |
| Win Month % | 66.67% | 43.33% |
| Win Week % | 60.0% | 43.28% |
| Win Quarter % | 80.0% | 45.45% |
| Win Year % | 50.0% | 50.0% |