| Metric | 5347213:algousd:triple_gx:zlema185_100_25 | 5347213:ALGOUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 1,009.11% | -21.76% |
| Max Drawdown | -36.37% | -69.62% |
| Sharpe | 1.79 | 0.34 |
| Sortino | 3.3 | 0.52 |
| Payoff Ratio | 1.36 | 1.08 |
| Profit Factor | 1.55 | 1.05 |
| Common Sense Ratio | 2.0 | 1.11 |
| CPC Index | 1.09 | 0.58 |
| Tail Ratio | 1.29 | 1.05 |
| Outlier Win Ratio | 11.51 | 3.84 |
| Outlier Loss Ratio | 3.49 | 2.98 |
| Volatility (ann.) | 65.07% | 90.85% |
| R^2 | 0.52 | 0.52 |
| Calmar | 4.45 | -0.13 |
| Skew | 2.53 | 0.91 |
| Kurtosis | 23.47 | 6.27 |
| Expected Daily % | 0.26% | -0.03% |
| Expected Monthly % | 8.07% | -0.79% |
| Expected Yearly % | 82.49% | -5.95% |
| Kelly Criterion | 15.87% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -7.74% |
| Expected Shortfall (cVaR) | -5.28% | -7.74% |
| Year | 5347213:ALGOUSD | 5347213:algousd:triple_gx:zlema185_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -30.36 | -11.86 | 0.39 | + |
| 2023 | 29.16 | 136.56 | 4.68 | + |
| 2024 | 49.87 | 511.48 | 10.26 | + |
| 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.) | 161.67% | -9.34% |
| 5Y (ann.) | 161.67% | -9.34% |
| Metric | 5347213:algousd:triple_gx:zlema185_100_25 | 5347213:ALGOUSD |
|---|---|---|
| Max Drawdown | -36.37% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -10.14% | -33.68% |
| Avg. Drawdown Days | 28.0 | 112.0 |
| Recovery Factor | 27.75 | -0.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -36.37 | 174 |
| 2024-03-14 | 2024-04-20 | -27.59 | 37 |
| 2023-03-18 | 2023-07-01 | -20.13 | 105 |
| 2024-04-25 | 2024-07-14 | -16.24 | 80 |
| 2024-07-17 | 2024-10-29 | -15.82 | 104 |
| 2022-12-17 | 2023-01-22 | -15.69 | 36 |
| 2023-11-13 | 2023-12-14 | -15.54 | 31 |
| 2023-12-23 | 2024-03-02 | -15.00 | 70 |
| 2023-01-29 | 2023-02-20 | -14.42 | 22 |
| 2023-12-15 | 2023-12-21 | -11.98 | 6 |
| 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 | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -16.86% | -37.29% |
| Best Year | 511.48% | 49.87% |
| Worst Year | -13.01% | -41.96% |
| Avg. Up Day | 4.23% | 4.25% |
| Avg. Down Day | -3.1% | -3.95% |
| Avg. Up Week | 13.56% | 14.67% |
| Avg. Down Week | -4.91% | -8.63% |
| Avg. Up Month | 37.46% | 47.84% |
| Avg. Down Month | -6.23% | -21.99% |
| Win Days % | 51.46% | 50.94% |
| Win Month % | 62.96% | 43.33% |
| Win Week % | 53.95% | 42.96% |
| Win Quarter % | 81.82% | 45.45% |
| Win Year % | 50.0% | 50.0% |