| Metric | 5356171:algousd:triple_gx:zlema230_60_55 | 5356171:ALGOUSD |
|---|---|---|
| Time in Market | 25.0% | 99.0% |
| Cumulative Return | 174.9% | -8.97% |
| Max Drawdown | -46.27% | -69.78% |
| Sharpe | 1.31 | 0.43 |
| Sortino | 2.65 | 0.68 |
| Payoff Ratio | 1.55 | 1.4 |
| Profit Factor | 1.54 | 1.07 |
| Common Sense Ratio | 1.72 | 1.16 |
| CPC Index | 1.13 | 0.74 |
| Tail Ratio | 1.12 | 1.09 |
| Outlier Win Ratio | 19.73 | 4.08 |
| Outlier Loss Ratio | 2.92 | 2.82 |
| Volatility (ann.) | 67.27% | 100.95% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.07 | -0.09 |
| Skew | 3.87 | 1.2 |
| Kurtosis | 34.39 | 6.45 |
| Expected Daily % | 0.18% | -0.02% |
| Expected Monthly % | 5.47% | -0.49% |
| Expected Yearly % | 65.8% | -4.59% |
| Kelly Criterion | 13.37% | 13.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.55% | -8.57% |
| Expected Shortfall (cVaR) | -5.55% | -8.57% |
| Year | 5356171:ALGOUSD | 5356171:algousd:triple_gx:zlema230_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 212.28 | 2.32 | + |
| 2025 | -52.47 | -11.97 | 0.23 | + |
| Metric | 5356171:algousd:triple_gx:zlema230_60_55 | 5356171:ALGOUSD |
|---|---|---|
| MTD | -11.48% | -10.54% |
| 3M | -24.82% | -37.59% |
| 6M | -11.97% | -28.88% |
| YTD | -11.97% | -52.47% |
| 1Y | 50.34% | -14.54% |
| 3Y (ann.) | 95.88% | -6.05% |
| 5Y (ann.) | 95.88% | -6.05% |
| Metric | 5356171:algousd:triple_gx:zlema230_60_55 | 5356171:ALGOUSD |
|---|---|---|
| Max Drawdown | -46.27% | -69.78% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -9.54% | -16.11% |
| Avg. Drawdown Days | 37.0 | 53.0 |
| Recovery Factor | 3.78 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -46.27 | 343 |
| 2024-08-25 | 2024-11-09 | -13.88 | 76 |
| 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 |
| 2024-08-09 | 2024-08-19 | -5.65 | 10 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-08-06 | 2024-08-08 | -2.92 | 2 |
| 2024-11-27 | 2024-11-28 | -1.40 | 1 |
| Metric | 5356171:algousd:triple_gx:zlema230_60_55 | 5356171:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -18.06% | -28.85% |
| Best Month | 288.43% | 288.79% |
| Worst Month | -28.57% | -37.29% |
| Best Year | 212.28% | 91.53% |
| Worst Year | -11.97% | -52.47% |
| Avg. Up Day | 6.01% | 6.03% |
| Avg. Down Day | -3.88% | -4.32% |
| Avg. Up Week | 22.43% | 24.21% |
| Avg. Down Week | -9.07% | -10.08% |
| Avg. Up Month | 153.16% | 160.19% |
| Avg. Down Month | -14.09% | -13.77% |
| Win Days % | 47.37% | 49.82% |
| Win Month % | 50.0% | 31.58% |
| Win Week % | 50.0% | 40.74% |
| Win Quarter % | 75.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |