| Metric | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | ALGOUSD |
|---|---|---|
| Time in Market | 55.0% | 99.0% |
| Cumulative Return | 354.71% | 31.1% |
| Max Drawdown | -26.21% | -69.62% |
| Sharpe | 2.55 | 0.78 |
| Sortino | 6.92 | 1.29 |
| Payoff Ratio | 2.3 | 1.16 |
| Profit Factor | 2.27 | 1.12 |
| Common Sense Ratio | 4.21 | 1.22 |
| CPC Index | 2.51 | 0.67 |
| Tail Ratio | 1.86 | 1.09 |
| Outlier Win Ratio | 13.96 | 4.34 |
| Outlier Loss Ratio | 6.36 | 2.32 |
| Volatility (ann.) | 71.75% | 108.26% |
| R^2 | 0.53 | 0.53 |
| Calmar | 15.12 | 0.48 |
| Skew | 4.73 | 1.3 |
| Kurtosis | 37.41 | 7.02 |
| Expected Daily % | 0.44% | 0.08% |
| Expected Monthly % | 13.45% | 2.28% |
| Expected Yearly % | 113.24% | 14.5% |
| Kelly Criterion | 25.54% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.68% | -9.09% |
| Expected Shortfall (cVaR) | -5.68% | -9.09% |
| Year | ALGOUSD | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.57 | 340.21 | 3.72 | + |
| 2025 | -31.57 | 3.30 | -0.10 | + |
| Metric | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | ALGOUSD |
|---|---|---|
| MTD | 8.37% | 27.02% |
| 3M | 5.71% | -44.31% |
| 6M | 267.55% | 87.3% |
| YTD | 3.3% | -31.57% |
| 1Y | 354.71% | 31.1% |
| 3Y (ann.) | 396.44% | 33.17% |
| 5Y (ann.) | 396.44% | 33.17% |
| Metric | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | ALGOUSD |
|---|---|---|
| Max Drawdown | -26.21% | -69.62% |
| Longest DD Days | 139.0 | 172.0 |
| Avg. Drawdown | -5.92% | -16.09% |
| Avg. Drawdown Days | 16.0 | 33.0 |
| Recovery Factor | 13.53 | 0.45 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-26 | -26.21 | 139 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -10.82 | 3 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-07-17 | 2024-08-08 | -8.10 | 22 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-08-25 | 2024-10-29 | -6.29 | 65 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-08-09 | 2024-08-21 | -5.40 | 12 |
| 2024-10-30 | 2024-11-06 | -4.12 | 7 |
| Metric | configs_sql/hl_close/c/algousd/uniq_fwd_daily_ | ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -15.21% | -18.25% |
| Best Week | 70.3% | 70.29% |
| Worst Week | -12.19% | -28.85% |
| Best Month | 289.7% | 288.79% |
| Worst Month | -8.8% | -37.29% |
| Best Year | 340.21% | 91.57% |
| Worst Year | 3.3% | -31.57% |
| Avg. Up Day | 3.45% | 4.79% |
| Avg. Down Day | -1.5% | -4.14% |
| Avg. Up Week | 17.89% | 21.17% |
| Avg. Down Week | -3.02% | -11.38% |
| Avg. Up Month | 100.3% | 108.22% |
| Avg. Down Month | -4.14% | -28.46% |
| Win Days % | 48.13% | 51.46% |
| Win Month % | 63.64% | 41.67% |
| Win Week % | 57.58% | 44.23% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |