| Metric | 5536026:algousd:triple_gx:lsma140_80_55 | 5536026:ALGOUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 885.86% | -30.52% |
| Max Drawdown | -47.42% | -69.78% |
| Sharpe | 1.54 | 0.31 |
| Sortino | 2.89 | 0.47 |
| Payoff Ratio | 1.39 | 1.28 |
| Profit Factor | 1.48 | 1.05 |
| Common Sense Ratio | 1.9 | 1.13 |
| CPC Index | 1.03 | 0.68 |
| Tail Ratio | 1.28 | 1.08 |
| Outlier Win Ratio | 13.19 | 4.03 |
| Outlier Loss Ratio | 3.14 | 2.88 |
| Volatility (ann.) | 65.57% | 91.54% |
| R^2 | 0.52 | 0.52 |
| Calmar | 2.62 | -0.17 |
| Skew | 2.64 | 0.91 |
| Kurtosis | 22.28 | 5.64 |
| Expected Daily % | 0.22% | -0.04% |
| Expected Monthly % | 6.76% | -1.03% |
| Expected Yearly % | 114.42% | -11.43% |
| Kelly Criterion | 14.32% | 11.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -7.8% |
| Expected Shortfall (cVaR) | -5.37% | -7.8% |
| Year | 5536026:ALGOUSD | 5536026:algousd:triple_gx:lsma140_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | -2.45 | 169.48 | -69.12 | + |
| 2024 | 49.87 | 218.28 | 4.38 | + |
| 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.) | 124.29% | -12.06% |
| 5Y (ann.) | 124.29% | -12.06% |
| Metric | 5536026:algousd:triple_gx:lsma140_80_55 | 5536026:ALGOUSD |
|---|---|---|
| Max Drawdown | -47.42% | -69.78% |
| Longest DD Days | 241.0 | 396.0 |
| Avg. Drawdown | -10.35% | -27.25% |
| Avg. Drawdown Days | 37.0 | 113.0 |
| Recovery Factor | 18.68 | -0.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-17 | -47.42 | 221 |
| 2025-07-18 | 2025-11-16 | -33.49 | 121 |
| 2024-03-14 | 2024-11-10 | -33.37 | 241 |
| 2023-06-26 | 2023-11-05 | -22.90 | 132 |
| 2023-11-13 | 2023-12-02 | -15.54 | 19 |
| 2023-02-21 | 2023-03-29 | -13.82 | 36 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-01-12 | 2024-03-06 | -9.38 | 54 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 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 | 218.28% | 49.87% |
| Worst Year | 14.94% | -52.47% |
| Avg. Up Day | 4.58% | 4.59% |
| Avg. Down Day | -3.29% | -3.59% |
| Avg. Up Week | 14.32% | 14.89% |
| Avg. Down Week | -5.98% | -8.19% |
| Avg. Up Month | 54.19% | 56.08% |
| Avg. Down Month | -10.55% | -17.67% |
| Win Days % | 50.13% | 50.39% |
| Win Month % | 59.26% | 40.0% |
| Win Week % | 53.52% | 41.72% |
| Win Quarter % | 72.73% | 41.67% |
| Win Year % | 100.0% | 33.33% |