| Metric | 5347240:algousd:triple_gx:zlema230_100_25 | 5347240:ALGOUSD |
|---|---|---|
| Time in Market | 33.0% | 99.0% |
| Cumulative Return | 386.18% | 11.17% |
| Max Drawdown | -31.47% | -69.62% |
| Sharpe | 2.4 | 0.6 |
| Sortino | 5.76 | 0.99 |
| Payoff Ratio | 1.71 | 1.31 |
| Profit Factor | 2.08 | 1.09 |
| Common Sense Ratio | 3.0 | 1.22 |
| CPC Index | 1.84 | 0.73 |
| Tail Ratio | 1.44 | 1.11 |
| Outlier Win Ratio | 15.59 | 4.36 |
| Outlier Loss Ratio | 3.24 | 2.43 |
| Volatility (ann.) | 73.67% | 106.06% |
| R^2 | 0.49 | 0.49 |
| Calmar | 11.34 | 0.15 |
| Skew | 4.07 | 1.31 |
| Kurtosis | 31.19 | 7.05 |
| Expected Daily % | 0.42% | 0.03% |
| Expected Monthly % | 12.94% | 0.82% |
| Expected Yearly % | 120.49% | 5.44% |
| Kelly Criterion | 23.86% | 12.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.86% | -8.96% |
| Expected Shortfall (cVaR) | -5.86% | -8.96% |
| Year | 5347240:ALGOUSD | 5347240:algousd:triple_gx:zlema230_100_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 409.81 | 4.48 | + |
| 2025 | -41.96 | -4.64 | 0.11 | + |
| Metric | 5347240:algousd:triple_gx:zlema230_100_25 | 5347240:ALGOUSD |
|---|---|---|
| MTD | -9.47% | -11.91% |
| 3M | 9.72% | -18.26% |
| 6M | 29.13% | -39.93% |
| YTD | -4.64% | -41.96% |
| 1Y | 386.18% | 2.16% |
| 3Y (ann.) | 356.76% | 10.7% |
| 5Y (ann.) | 356.76% | 10.7% |
| Metric | 5347240:algousd:triple_gx:zlema230_100_25 | 5347240:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.47% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -6.43% | -16.1% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 12.27 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -31.47 | 174 |
| 2024-10-30 | 2024-11-08 | -11.79 | 9 |
| 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 |
| 2024-08-09 | 2024-09-09 | -8.04 | 31 |
| 2024-07-17 | 2024-08-08 | -6.90 | 22 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-10-01 | 2024-10-04 | -3.06 | 3 |
| Metric | 5347240:algousd:triple_gx:zlema230_100_25 | 5347240:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -14.01% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -9.47% | -37.29% |
| Best Year | 409.81% | 91.53% |
| Worst Year | -4.64% | -41.96% |
| Avg. Up Day | 5.47% | 5.5% |
| Avg. Down Day | -3.2% | -4.19% |
| Avg. Up Week | 18.75% | 21.17% |
| Avg. Down Week | -7.39% | -11.51% |
| Avg. Up Month | 101.98% | 106.63% |
| Avg. Down Month | -4.98% | -22.22% |
| Win Days % | 52.0% | 50.4% |
| Win Month % | 58.33% | 38.46% |
| Win Week % | 70.37% | 43.86% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |