| Metric | 5527289:algousd:triple_gx:lsma185_45_35 | 5527289:ALGOUSD |
|---|---|---|
| Time in Market | 27.0% | 99.0% |
| Cumulative Return | 398.97% | 11.17% |
| Max Drawdown | -12.72% | -69.62% |
| Sharpe | 2.62 | 0.6 |
| Sortino | 7.86 | 0.99 |
| Payoff Ratio | 2.01 | 1.71 |
| Profit Factor | 2.63 | 1.09 |
| Common Sense Ratio | 4.84 | 1.22 |
| CPC Index | 2.86 | 0.94 |
| Tail Ratio | 1.84 | 1.11 |
| Outlier Win Ratio | 19.0 | 4.2 |
| Outlier Loss Ratio | 3.61 | 2.31 |
| Volatility (ann.) | 66.44% | 106.06% |
| R^2 | 0.4 | 0.4 |
| Calmar | 28.96 | 0.15 |
| Skew | 5.54 | 1.31 |
| Kurtosis | 45.69 | 7.05 |
| Expected Daily % | 0.42% | 0.03% |
| Expected Monthly % | 13.16% | 0.82% |
| Expected Yearly % | 123.38% | 5.44% |
| Kelly Criterion | 31.15% | 21.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -8.96% |
| Expected Shortfall (cVaR) | -5.24% | -8.96% |
| Year | 5527289:ALGOUSD | 5527289:algousd:triple_gx:lsma185_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 460.01 | 5.03 | + |
| 2025 | -41.96 | -10.90 | 0.26 | + |
| Metric | 5527289:algousd:triple_gx:lsma185_45_35 | 5527289:ALGOUSD |
|---|---|---|
| MTD | -9.04% | -11.91% |
| 3M | -7.5% | -18.26% |
| 6M | 40.46% | -39.93% |
| YTD | -10.9% | -41.96% |
| 1Y | 398.97% | 2.16% |
| 3Y (ann.) | 368.29% | 10.7% |
| 5Y (ann.) | 368.29% | 10.7% |
| Metric | 5527289:algousd:triple_gx:lsma185_45_35 | 5527289:ALGOUSD |
|---|---|---|
| Max Drawdown | -12.72% | -69.62% |
| Longest DD Days | 116.0 | 174.0 |
| Avg. Drawdown | -4.96% | -16.1% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 31.37 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-05-31 | -12.72 | 116 |
| 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 |
| 2024-09-14 | 2024-10-03 | -7.35 | 19 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-08-11 | 2024-08-19 | -4.88 | 8 |
| 2024-06-22 | 2024-06-25 | -3.99 | 3 |
| 2024-10-15 | 2024-11-06 | -3.43 | 22 |
| Metric | 5527289:algousd:triple_gx:lsma185_45_35 | 5527289:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -8.8% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -8.0% | -28.85% |
| Best Month | 288.43% | 288.79% |
| Worst Month | -9.04% | -37.29% |
| Best Year | 460.01% | 91.53% |
| Worst Year | -10.9% | -41.96% |
| Avg. Up Day | 5.43% | 5.44% |
| Avg. Down Day | -2.7% | -3.19% |
| Avg. Up Week | 18.52% | 22.35% |
| Avg. Down Week | -2.58% | -8.31% |
| Avg. Up Month | 97.94% | 106.63% |
| Avg. Down Month | -6.36% | -24.6% |
| Win Days % | 54.0% | 50.4% |
| Win Month % | 77.78% | 38.46% |
| Win Week % | 63.64% | 43.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |