| Metric | 5356155:algousd:triple_gx:zlema220_60_55 | 5356155:ALGOUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 425.41% | -18.62% |
| Max Drawdown | -48.74% | -69.78% |
| Sharpe | 1.27 | 0.37 |
| Sortino | 2.42 | 0.56 |
| Payoff Ratio | 1.5 | 1.28 |
| Profit Factor | 1.51 | 1.06 |
| Common Sense Ratio | 2.04 | 1.1 |
| CPC Index | 1.09 | 0.68 |
| Tail Ratio | 1.35 | 1.05 |
| Outlier Win Ratio | 19.81 | 3.83 |
| Outlier Loss Ratio | 3.05 | 2.91 |
| Volatility (ann.) | 56.76% | 90.69% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.57 | -0.1 |
| Skew | 3.53 | 0.89 |
| Kurtosis | 37.46 | 5.71 |
| Expected Daily % | 0.16% | -0.02% |
| Expected Monthly % | 4.72% | -0.57% |
| Expected Yearly % | 51.4% | -5.02% |
| Kelly Criterion | 13.17% | 12.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.69% | -7.72% |
| Expected Shortfall (cVaR) | -4.69% | -7.72% |
| Year | 5356155:ALGOUSD | 5356155:algousd:triple_gx:zlema220_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.54 | 0.00 | -0.00 | + |
| 2023 | 29.16 | 50.86 | 1.74 | + |
| 2024 | 49.87 | 314.68 | 6.31 | + |
| 2025 | -52.47 | -16.01 | 0.31 | + |
| Metric | 5356155:algousd:triple_gx:zlema220_60_55 | 5356155:ALGOUSD |
|---|---|---|
| MTD | -11.48% | -10.54% |
| 3M | -28.27% | -37.59% |
| 6M | -16.01% | -28.88% |
| YTD | -16.01% | -52.47% |
| 1Y | 43.44% | -14.54% |
| 3Y (ann.) | 76.58% | -6.82% |
| 5Y (ann.) | 76.58% | -6.82% |
| Metric | 5356155:algousd:triple_gx:zlema220_60_55 | 5356155:ALGOUSD |
|---|---|---|
| Max Drawdown | -48.74% | -69.78% |
| Longest DD Days | 343.0 | 396.0 |
| Avg. Drawdown | -9.94% | -29.47% |
| Avg. Drawdown Days | 38.0 | 115.0 |
| Recovery Factor | 8.73 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -48.74 | 343 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2023-11-13 | 2023-12-02 | -15.54 | 19 |
| 2023-12-23 | 2024-03-06 | -14.62 | 74 |
| 2024-08-25 | 2024-11-10 | -13.88 | 77 |
| 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 |
| Metric | 5356155:algousd:triple_gx:zlema220_60_55 | 5356155: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 | 263.58% | 288.79% |
| Worst Month | -28.57% | -37.29% |
| Best Year | 314.68% | 49.87% |
| Worst Year | -16.01% | -52.47% |
| Avg. Up Day | 5.29% | 5.31% |
| Avg. Down Day | -3.54% | -4.17% |
| Avg. Up Week | 17.5% | 20.01% |
| Avg. Down Week | -7.15% | -8.84% |
| Avg. Up Month | 58.84% | 73.61% |
| Avg. Down Month | -12.16% | -14.52% |
| Win Days % | 47.95% | 50.71% |
| Win Month % | 68.75% | 38.89% |
| Win Week % | 52.94% | 42.31% |
| Win Quarter % | 77.78% | 46.15% |
| Win Year % | 66.67% | 50.0% |