| Metric | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | ALGOUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 342.57% | -7.06% |
| Max Drawdown | -20.46% | -68.2% |
| Sharpe | 2.63 | 0.45 |
| Sortino | 7.41 | 0.72 |
| Payoff Ratio | 2.63 | 1.23 |
| Profit Factor | 2.52 | 1.07 |
| Common Sense Ratio | 5.79 | 1.11 |
| CPC Index | 3.14 | 0.65 |
| Tail Ratio | 2.3 | 1.04 |
| Outlier Win Ratio | 15.61 | 4.39 |
| Outlier Loss Ratio | 6.42 | 2.33 |
| Volatility (ann.) | 72.24% | 108.78% |
| R^2 | 0.5 | 0.5 |
| Calmar | 21.09 | -0.12 |
| Skew | 4.9 | 1.34 |
| Kurtosis | 38.46 | 7.31 |
| Expected Daily % | 0.46% | -0.02% |
| Expected Monthly % | 13.2% | -0.61% |
| Expected Yearly % | 110.37% | -3.59% |
| Kelly Criterion | 27.37% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -9.23% |
| Expected Shortfall (cVaR) | -5.7% | -9.23% |
| Year | ALGOUSD | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.57 | 357.43 | 3.90 | + |
| 2025 | -51.48 | -3.25 | 0.06 | + |
| Metric | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | ALGOUSD |
|---|---|---|
| MTD | 0.0% | -9.95% |
| 3M | -3.25% | -61.31% |
| 6M | 256.95% | 28.57% |
| YTD | -3.25% | -51.48% |
| 1Y | 342.57% | -7.06% |
| 3Y (ann.) | 431.48% | -7.89% |
| 5Y (ann.) | 431.48% | -7.89% |
| Metric | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | ALGOUSD |
|---|---|---|
| Max Drawdown | -20.46% | -68.2% |
| Longest DD Days | 119.0 | 172.0 |
| Avg. Drawdown | -6.49% | -15.95% |
| Avg. Drawdown Days | 20.0 | 31.0 |
| Recovery Factor | 16.75 | -0.1 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-06 | -20.46 | 119 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -10.35 | 3 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-08-25 | 2024-11-06 | -5.92 | 73 |
| 2024-08-09 | 2024-08-20 | -5.65 | 11 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-17 | 2024-08-08 | -4.31 | 22 |
| 2024-06-20 | 2024-07-08 | -2.04 | 18 |
| Metric | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -14.71% | -18.25% |
| Best Week | 70.3% | 70.29% |
| Worst Week | -11.73% | -28.85% |
| Best Month | 286.81% | 288.79% |
| Worst Month | -5.35% | -37.29% |
| Best Year | 357.43% | 91.57% |
| Worst Year | -3.25% | -51.48% |
| Avg. Up Day | 3.92% | 5.04% |
| Avg. Down Day | -1.49% | -4.11% |
| Avg. Up Week | 18.73% | 22.61% |
| Avg. Down Week | -2.25% | -10.8% |
| Avg. Up Month | 144.7% | 148.82% |
| Avg. Down Month | -2.72% | -28.46% |
| Win Days % | 47.37% | 49.85% |
| Win Month % | 60.0% | 33.33% |
| Win Week % | 50.0% | 40.82% |
| Win Quarter % | 50.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |