| Metric | 5346874:algousd:triple_gx:zlema145_85_25 | 5346874:ALGOUSD |
|---|---|---|
| Time in Market | 42.0% | 99.0% |
| Cumulative Return | 167.89% | 11.17% |
| Max Drawdown | -47.28% | -69.62% |
| Sharpe | 1.55 | 0.6 |
| Sortino | 2.98 | 0.99 |
| Payoff Ratio | 1.36 | 1.24 |
| Profit Factor | 1.49 | 1.09 |
| Common Sense Ratio | 1.77 | 1.22 |
| CPC Index | 1.04 | 0.68 |
| Tail Ratio | 1.19 | 1.11 |
| Outlier Win Ratio | 13.23 | 4.36 |
| Outlier Loss Ratio | 2.96 | 2.7 |
| Volatility (ann.) | 80.2% | 106.06% |
| R^2 | 0.58 | 0.58 |
| Calmar | 3.33 | 0.15 |
| Skew | 2.87 | 1.31 |
| Kurtosis | 23.17 | 7.05 |
| Expected Daily % | 0.26% | 0.03% |
| Expected Monthly % | 7.87% | 0.82% |
| Expected Yearly % | 63.67% | 5.44% |
| Kelly Criterion | 15.48% | 10.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.56% | -8.96% |
| Expected Shortfall (cVaR) | -6.56% | -8.96% |
| Year | 5346874:ALGOUSD | 5346874:algousd:triple_gx:zlema145_85_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 294.17 | 3.21 | + |
| 2025 | -41.96 | -32.04 | 0.76 | + |
| Metric | 5346874:algousd:triple_gx:zlema145_85_25 | 5346874:ALGOUSD |
|---|---|---|
| MTD | -8.09% | -11.91% |
| 3M | -27.99% | -18.26% |
| 6M | -4.82% | -39.93% |
| YTD | -32.04% | -41.96% |
| 1Y | 167.89% | 2.16% |
| 3Y (ann.) | 157.67% | 10.7% |
| 5Y (ann.) | 157.67% | 10.7% |
| Metric | 5346874:algousd:triple_gx:zlema145_85_25 | 5346874:ALGOUSD |
|---|---|---|
| Max Drawdown | -47.28% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -12.23% | -16.1% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 3.55 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -47.28 | 174 |
| 2024-06-13 | 2024-07-14 | -15.17 | 31 |
| 2024-07-17 | 2024-10-04 | -14.25 | 79 |
| 2024-10-22 | 2024-11-08 | -12.16 | 17 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-11-27 | 2024-11-28 | -1.40 | 1 |
| Metric | 5346874:algousd:triple_gx:zlema145_85_25 | 5346874:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -18.26% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -20.04% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -32.05% | -37.29% |
| Best Year | 294.17% | 91.53% |
| Worst Year | -32.04% | -41.96% |
| Avg. Up Day | 4.9% | 4.92% |
| Avg. Down Day | -3.6% | -3.97% |
| Avg. Up Week | 14.94% | 18.33% |
| Avg. Down Week | -6.75% | -10.07% |
| Avg. Up Month | 103.76% | 106.63% |
| Avg. Down Month | -11.41% | -20.13% |
| Win Days % | 51.27% | 50.4% |
| Win Month % | 45.45% | 38.46% |
| Win Week % | 56.25% | 43.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |