| Metric | 5347319:algousd:triple_gx:zlema195_105_25 | 5347319:ALGOUSD |
|---|---|---|
| Time in Market | 36.0% | 99.0% |
| Cumulative Return | 299.28% | 11.17% |
| Max Drawdown | -27.99% | -69.62% |
| Sharpe | 2.11 | 0.6 |
| Sortino | 4.76 | 0.99 |
| Payoff Ratio | 1.62 | 1.26 |
| Profit Factor | 1.82 | 1.09 |
| Common Sense Ratio | 2.7 | 1.22 |
| CPC Index | 1.52 | 0.7 |
| Tail Ratio | 1.48 | 1.11 |
| Outlier Win Ratio | 14.83 | 4.36 |
| Outlier Loss Ratio | 3.13 | 2.51 |
| Volatility (ann.) | 75.18% | 106.06% |
| R^2 | 0.51 | 0.51 |
| Calmar | 9.93 | 0.15 |
| Skew | 3.8 | 1.31 |
| Kurtosis | 28.86 | 7.05 |
| Expected Daily % | 0.36% | 0.03% |
| Expected Monthly % | 11.24% | 0.82% |
| Expected Yearly % | 99.82% | 5.44% |
| Kelly Criterion | 21.55% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.04% | -8.96% |
| Expected Shortfall (cVaR) | -6.04% | -8.96% |
| Year | 5347319:ALGOUSD | 5347319:algousd:triple_gx:zlema195_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 305.59 | 3.34 | + |
| 2025 | -41.96 | -1.56 | 0.04 | + |
| Metric | 5347319:algousd:triple_gx:zlema195_105_25 | 5347319:ALGOUSD |
|---|---|---|
| MTD | -4.04% | -11.91% |
| 3M | 9.96% | -18.26% |
| 6M | 33.3% | -39.93% |
| YTD | -1.56% | -41.96% |
| 1Y | 299.28% | 2.16% |
| 3Y (ann.) | 278.04% | 10.7% |
| 5Y (ann.) | 278.04% | 10.7% |
| Metric | 5347319:algousd:triple_gx:zlema195_105_25 | 5347319:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.99% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -10.18% | -16.1% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 10.69 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -27.99 | 174 |
| 2024-07-17 | 2024-10-27 | -14.25 | 102 |
| 2024-06-17 | 2024-07-14 | -12.33 | 27 |
| 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 |
| 2024-11-17 | 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 | 5347319:algousd:triple_gx:zlema195_105_25 | 5347319:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -12.57% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -10.48% | -37.29% |
| Best Year | 305.59% | 91.53% |
| Worst Year | -1.56% | -41.96% |
| Avg. Up Day | 5.24% | 5.26% |
| Avg. Down Day | -3.23% | -4.17% |
| Avg. Up Week | 19.87% | 22.19% |
| Avg. Down Week | -4.51% | -8.95% |
| Avg. Up Month | 102.5% | 106.63% |
| Avg. Down Month | -5.24% | -20.2% |
| Win Days % | 51.47% | 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% |