| Metric | 5347152:algousd:triple_gx:zlema235_95_25 | 5347152:ALGOUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 1,347.46% | 17.03% |
| Max Drawdown | -31.47% | -69.62% |
| Sharpe | 2.03 | 0.52 |
| Sortino | 3.91 | 0.8 |
| Payoff Ratio | 1.4 | 1.11 |
| Profit Factor | 1.68 | 1.08 |
| Common Sense Ratio | 2.31 | 1.19 |
| CPC Index | 1.23 | 0.61 |
| Tail Ratio | 1.38 | 1.1 |
| Outlier Win Ratio | 12.23 | 3.84 |
| Outlier Loss Ratio | 3.42 | 2.9 |
| Volatility (ann.) | 63.79% | 91.29% |
| R^2 | 0.5 | 0.5 |
| Calmar | 6.35 | 0.1 |
| Skew | 2.83 | 0.92 |
| Kurtosis | 25.8 | 6.26 |
| Expected Daily % | 0.3% | 0.02% |
| Expected Monthly % | 9.32% | 0.53% |
| Expected Yearly % | 95.05% | 4.01% |
| Kelly Criterion | 18.41% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -7.73% |
| Expected Shortfall (cVaR) | -5.14% | -7.73% |
| Year | 5347152:ALGOUSD | 5347152:algousd:triple_gx:zlema235_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 4.17 | 3.98 | 0.95 | - |
| 2023 | 29.16 | 112.72 | 3.87 | + |
| 2024 | 49.87 | 610.33 | 12.24 | + |
| 2025 | -41.96 | -7.87 | 0.19 | + |
| Metric | 5347152:algousd:triple_gx:zlema235_95_25 | 5347152:ALGOUSD |
|---|---|---|
| MTD | -9.47% | -11.91% |
| 3M | 6.0% | -18.26% |
| 6M | 24.75% | -39.93% |
| YTD | -7.87% | -41.96% |
| 1Y | 382.47% | 2.16% |
| 3Y (ann.) | 199.95% | 6.68% |
| 5Y (ann.) | 199.95% | 6.68% |
| Metric | 5347152:algousd:triple_gx:zlema235_95_25 | 5347152:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.47% | -69.62% |
| Longest DD Days | 226.0 | 396.0 |
| Avg. Drawdown | -7.57% | -25.52% |
| Avg. Drawdown Days | 24.0 | 85.0 |
| Recovery Factor | 42.82 | 0.24 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -31.47 | 174 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2023-03-18 | 2023-10-30 | -20.13 | 226 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-12-23 | 2024-03-02 | -15.00 | 70 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-07-17 | 2024-10-04 | -11.47 | 79 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2023-01-29 | 2023-02-03 | -8.80 | 5 |
| Metric | 5347152:algousd:triple_gx:zlema235_95_25 | 5347152:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -9.47% | -37.29% |
| Best Year | 610.33% | 49.87% |
| Worst Year | -7.87% | -41.96% |
| Avg. Up Day | 4.39% | 4.41% |
| Avg. Down Day | -3.13% | -3.98% |
| Avg. Up Week | 12.65% | 14.05% |
| Avg. Down Week | -5.58% | -9.81% |
| Avg. Up Month | 41.15% | 45.74% |
| Avg. Down Month | -4.89% | -19.61% |
| Win Days % | 52.37% | 51.36% |
| Win Month % | 60.71% | 46.67% |
| Win Week % | 61.11% | 45.04% |
| Win Quarter % | 81.82% | 54.55% |
| Win Year % | 75.0% | 75.0% |