| Metric | 5347213:algousd:triple_gx:zlema185_100_25 | 5347213:ALGOUSD |
|---|---|---|
| Time in Market | 37.0% | 99.0% |
| Cumulative Return | 273.98% | 11.17% |
| Max Drawdown | -36.37% | -69.62% |
| Sharpe | 2.02 | 0.6 |
| Sortino | 4.39 | 0.99 |
| Payoff Ratio | 1.64 | 1.26 |
| Profit Factor | 1.76 | 1.09 |
| Common Sense Ratio | 2.61 | 1.22 |
| CPC Index | 1.47 | 0.7 |
| Tail Ratio | 1.48 | 1.11 |
| Outlier Win Ratio | 14.58 | 4.36 |
| Outlier Loss Ratio | 3.35 | 2.69 |
| Volatility (ann.) | 75.93% | 106.06% |
| R^2 | 0.52 | 0.52 |
| Calmar | 7.01 | 0.15 |
| Skew | 3.64 | 1.31 |
| Kurtosis | 27.84 | 7.05 |
| Expected Daily % | 0.35% | 0.03% |
| Expected Monthly % | 10.68% | 0.82% |
| Expected Yearly % | 93.38% | 5.44% |
| Kelly Criterion | 20.7% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.12% | -8.96% |
| Expected Shortfall (cVaR) | -6.12% | -8.96% |
| Year | 5347213:ALGOUSD | 5347213:algousd:triple_gx:zlema185_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 329.91 | 3.60 | + |
| 2025 | -41.96 | -13.01 | 0.31 | + |
| Metric | 5347213:algousd:triple_gx:zlema185_100_25 | 5347213:ALGOUSD |
|---|---|---|
| MTD | -4.04% | -11.91% |
| 3M | -9.69% | -18.26% |
| 6M | 17.79% | -39.93% |
| YTD | -13.01% | -41.96% |
| 1Y | 273.98% | 2.16% |
| 3Y (ann.) | 255.0% | 10.7% |
| 5Y (ann.) | 255.0% | 10.7% |
| Metric | 5347213:algousd:triple_gx:zlema185_100_25 | 5347213:ALGOUSD |
|---|---|---|
| Max Drawdown | -36.37% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -11.52% | -16.1% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 7.53 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -36.37 | 174 |
| 2024-07-17 | 2024-10-29 | -15.82 | 104 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-06-17 | 2024-07-13 | -10.41 | 26 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-10-30 | 2024-11-06 | -7.11 | 7 |
| 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 | 5347213:algousd:triple_gx:zlema185_100_25 | 5347213:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -15.01% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -16.86% | -37.29% |
| Best Year | 329.91% | 91.53% |
| Worst Year | -13.01% | -41.96% |
| Avg. Up Day | 5.2% | 5.23% |
| Avg. Down Day | -3.17% | -4.14% |
| Avg. Up Week | 18.17% | 20.38% |
| Avg. Down Week | -4.82% | -9.44% |
| Avg. Up Month | 101.98% | 106.63% |
| Avg. Down Month | -6.37% | -21.78% |
| Win Days % | 50.71% | 50.4% |
| Win Month % | 45.45% | 38.46% |
| Win Week % | 53.57% | 43.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |