| Metric | 5536026:algousd:triple_gx:lsma140_80_55 | 5536026:ALGOUSD |
|---|---|---|
| Time in Market | 40.0% | 99.0% |
| Cumulative Return | 268.36% | -8.97% |
| Max Drawdown | -47.42% | -69.78% |
| Sharpe | 1.5 | 0.43 |
| Sortino | 2.91 | 0.68 |
| Payoff Ratio | 1.45 | 1.37 |
| Profit Factor | 1.46 | 1.07 |
| Common Sense Ratio | 1.7 | 1.16 |
| CPC Index | 1.03 | 0.73 |
| Tail Ratio | 1.17 | 1.09 |
| Outlier Win Ratio | 13.07 | 4.25 |
| Outlier Loss Ratio | 3.06 | 2.8 |
| Volatility (ann.) | 75.66% | 100.95% |
| R^2 | 0.57 | 0.57 |
| Calmar | 2.91 | -0.09 |
| Skew | 2.88 | 1.2 |
| Kurtosis | 21.44 | 6.45 |
| Expected Daily % | 0.24% | -0.02% |
| Expected Monthly % | 7.1% | -0.49% |
| Expected Yearly % | 91.93% | -4.59% |
| Kelly Criterion | 13.17% | 13.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.2% | -8.57% |
| Expected Shortfall (cVaR) | -6.2% | -8.57% |
| Year | 5536026:ALGOUSD | 5536026:algousd:triple_gx:lsma140_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 220.48 | 2.41 | + |
| 2025 | -52.47 | 14.94 | -0.28 | + |
| Metric | 5536026:algousd:triple_gx:lsma140_80_55 | 5536026:ALGOUSD |
|---|---|---|
| MTD | -11.48% | -10.54% |
| 3M | -19.8% | -37.59% |
| 6M | 3.12% | -28.88% |
| YTD | 14.94% | -52.47% |
| 1Y | 102.72% | -14.54% |
| 3Y (ann.) | 137.95% | -6.05% |
| 5Y (ann.) | 137.95% | -6.05% |
| Metric | 5536026:algousd:triple_gx:lsma140_80_55 | 5536026:ALGOUSD |
|---|---|---|
| Max Drawdown | -47.42% | -69.78% |
| Longest DD Days | 221.0 | 343.0 |
| Avg. Drawdown | -11.27% | -16.11% |
| Avg. Drawdown Days | 29.0 | 53.0 |
| Recovery Factor | 5.66 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-17 | -47.42 | 221 |
| 2025-07-18 | 2025-11-16 | -33.49 | 121 |
| 2024-09-03 | 2024-11-09 | -17.64 | 67 |
| 2024-07-03 | 2024-07-14 | -15.67 | 11 |
| 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 |
| 2024-07-22 | 2024-08-08 | -8.03 | 17 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| Metric | 5536026:algousd:triple_gx:lsma140_80_55 | 5536026:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -20.48% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -26.24% | -37.29% |
| Best Year | 220.48% | 91.53% |
| Worst Year | 14.94% | -52.47% |
| Avg. Up Day | 5.13% | 5.14% |
| Avg. Down Day | -3.54% | -3.76% |
| Avg. Up Week | 18.82% | 19.97% |
| Avg. Down Week | -6.06% | -7.88% |
| Avg. Up Month | 157.69% | 160.19% |
| Avg. Down Month | -12.71% | -13.85% |
| Win Days % | 48.62% | 49.82% |
| Win Month % | 50.0% | 31.58% |
| Win Week % | 46.15% | 40.74% |
| Win Quarter % | 83.33% | 42.86% |
| Win Year % | 100.0% | 50.0% |