| Metric | d_algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | ALGOUSD |
|---|---|---|
| Time in Market | 79.0% | 100.0% |
| Cumulative Return | 55.18% | -26.98% |
| Max Drawdown | -25.18% | -66.99% |
| Sharpe | 2.43 | 0.06 |
| Sortino | 2.78 | 0.08 |
| Payoff Ratio | 0.5 | 1.08 |
| Profit Factor | 2.28 | 1.01 |
| Common Sense Ratio | 35.83 | 1.06 |
| CPC Index | 1.01 | 0.56 |
| Tail Ratio | 15.73 | 1.05 |
| Outlier Win Ratio | 25.72 | 2.47 |
| Outlier Loss Ratio | 5.09 | 2.12 |
| Volatility (ann.) | 27.8% | 101.63% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.5 | -0.54 |
| Skew | -7.81 | 0.41 |
| Kurtosis | 89.04 | 2.19 |
| Expected Daily % | 0.17% | -0.12% |
| Expected Monthly % | 5.0% | -3.43% |
| Expected Yearly % | 55.18% | -26.98% |
| Kelly Criterion | 66.79% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -8.73% |
| Expected Shortfall (cVaR) | -2.21% | -8.73% |
| Year | ALGOUSD | d_algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -26.98 | 55.18 | -2.04 | + |
| Metric | d_algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | ALGOUSD |
|---|---|---|
| MTD | -2.56% | 4.45% |
| 3M | 26.19% | 17.3% |
| 6M | 14.2% | 26.82% |
| YTD | 55.18% | -26.98% |
| 1Y | 55.18% | -26.98% |
| 3Y (ann.) | 88.03% | -36.36% |
| 5Y (ann.) | 88.03% | -36.36% |
| Metric | d_algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | ALGOUSD |
|---|---|---|
| Max Drawdown | -25.18% | -66.99% |
| Longest DD Days | 116.0 | 236.0 |
| Avg. Drawdown | -5.07% | -42.86% |
| Avg. Drawdown Days | 22.0 | 124.0 |
| Recovery Factor | 2.19 | -0.4 |
| Ulcer Index | 1.09 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-04 | 2025-08-28 | -25.18 | 116 |
| 2025-09-01 | 2025-09-12 | -4.77 | 11 |
| 2025-01-10 | 2025-01-11 | -0.15 | 1 |
| 2025-02-19 | 2025-02-21 | -0.12 | 2 |
| 2025-04-29 | 2025-04-30 | -0.10 | 1 |
| 2025-04-21 | 2025-04-22 | -0.09 | 1 |
| Metric | d_algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | ALGOUSD |
|---|---|---|
| Best Day | 2.5% | 21.16% |
| Worst Day | -17.46% | -19.37% |
| Best Week | 4.15% | 50.47% |
| Worst Week | -16.6% | -31.08% |
| Best Month | 16.85% | 39.94% |
| Worst Month | -11.09% | -38.76% |
| Best Year | 55.18% | -26.98% |
| Worst Year | 55.18% | -26.98% |
| Avg. Up Day | 0.49% | 4.2% |
| Avg. Down Day | -0.99% | -3.88% |
| Avg. Up Week | 2.46% | 13.33% |
| Avg. Down Week | -9.07% | -12.28% |
| Avg. Up Month | 13.73% | 27.41% |
| Avg. Down Month | -10.22% | -9.22% |
| Win Days % | 88.94% | 51.59% |
| Win Month % | 66.67% | 44.44% |
| Win Week % | 89.19% | 43.24% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 0.0% |