| Metric | configs_sql/hl_close/c/algousd/uniq_ | ALGOUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 1,118.03% | 28.85% |
| Max Drawdown | -27.22% | -69.62% |
| Sharpe | 2.13 | 0.56 |
| Sortino | 4.55 | 0.88 |
| Payoff Ratio | 1.61 | 1.07 |
| Profit Factor | 1.74 | 1.09 |
| Common Sense Ratio | 2.59 | 1.19 |
| CPC Index | 1.41 | 0.6 |
| Tail Ratio | 1.49 | 1.1 |
| Outlier Win Ratio | 11.36 | 3.8 |
| Outlier Loss Ratio | 5.81 | 2.52 |
| Volatility (ann.) | 57.36% | 91.51% |
| R^2 | 0.54 | 0.54 |
| Calmar | 6.98 | 0.16 |
| Skew | 4.0 | 0.92 |
| Kurtosis | 39.84 | 6.39 |
| Expected Daily % | 0.29% | 0.03% |
| Expected Monthly % | 9.0% | 0.88% |
| Expected Yearly % | 86.82% | 6.54% |
| Kelly Criterion | 19.83% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.6% | -7.74% |
| Expected Shortfall (cVaR) | -4.6% | -7.74% |
| Year | ALGOUSD | configs_sql/hl_close/c/algousd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 0.35 | 0.64 | 1.84 | + |
| 2023 | 29.16 | 100.69 | 3.45 | + |
| 2024 | 49.87 | 483.82 | 9.70 | + |
| 2025 | -33.66 | 3.30 | -0.10 | + |
| Metric | configs_sql/hl_close/c/algousd/uniq_ | ALGOUSD |
|---|---|---|
| MTD | 8.37% | 23.12% |
| 3M | 5.71% | -44.67% |
| 6M | 267.89% | 93.96% |
| YTD | 3.3% | -33.66% |
| 1Y | 349.71% | 11.93% |
| 3Y (ann.) | 189.99% | 11.4% |
| 5Y (ann.) | 189.99% | 11.4% |
| Metric | configs_sql/hl_close/c/algousd/uniq_ | ALGOUSD |
|---|---|---|
| Max Drawdown | -27.22% | -69.62% |
| Longest DD Days | 140.0 | 396.0 |
| Avg. Drawdown | -6.46% | -25.54% |
| Avg. Drawdown Days | 22.0 | 82.0 |
| Recovery Factor | 41.08 | 0.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.22 | 41 |
| 2024-12-08 | 2025-04-27 | -26.21 | 140 |
| 2023-11-13 | 2023-12-14 | -15.54 | 31 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-04-25 | 2024-07-13 | -10.82 | 79 |
| 2024-12-04 | 2024-12-07 | -10.82 | 3 |
| 2023-06-26 | 2023-11-05 | -9.99 | 132 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2023-03-18 | 2023-06-21 | -8.66 | 95 |
| 2024-07-17 | 2024-08-08 | -8.10 | 22 |
| Metric | configs_sql/hl_close/c/algousd/uniq_ | ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -15.21% | -18.25% |
| Best Week | 70.3% | 70.29% |
| Worst Week | -18.75% | -28.85% |
| Best Month | 289.7% | 288.79% |
| Worst Month | -8.8% | -37.29% |
| Best Year | 483.82% | 49.87% |
| Worst Year | 0.64% | -33.66% |
| Avg. Up Day | 2.49% | 3.95% |
| Avg. Down Day | -1.55% | -3.68% |
| Avg. Up Week | 9.81% | 14.44% |
| Avg. Down Week | -2.76% | -9.13% |
| Avg. Up Month | 35.78% | 44.94% |
| Avg. Down Month | -3.05% | -24.03% |
| Win Days % | 50.56% | 51.59% |
| Win Month % | 67.86% | 48.28% |
| Win Week % | 58.51% | 43.31% |
| Win Quarter % | 90.91% | 54.55% |
| Win Year % | 100.0% | 75.0% |