| Metric | 5347319:algousd:triple_gx:zlema195_105_25 | 5347319:ALGOUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 1,139.90% | -17.99% |
| Max Drawdown | -27.99% | -69.62% |
| Sharpe | 1.88 | 0.36 |
| Sortino | 3.55 | 0.55 |
| Payoff Ratio | 1.38 | 1.06 |
| Profit Factor | 1.59 | 1.05 |
| Common Sense Ratio | 2.1 | 1.11 |
| CPC Index | 1.14 | 0.57 |
| Tail Ratio | 1.33 | 1.05 |
| Outlier Win Ratio | 11.65 | 3.84 |
| Outlier Loss Ratio | 3.48 | 2.95 |
| Volatility (ann.) | 64.45% | 91.06% |
| R^2 | 0.51 | 0.51 |
| Calmar | 6.26 | -0.11 |
| Skew | 2.69 | 0.91 |
| Kurtosis | 24.28 | 6.23 |
| Expected Daily % | 0.28% | -0.02% |
| Expected Monthly % | 8.75% | -0.66% |
| Expected Yearly % | 87.65% | -4.84% |
| Kelly Criterion | 17.22% | 4.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.75% |
| Expected Shortfall (cVaR) | -5.22% | -7.75% |
| Year | 5347319:ALGOUSD | 5347319:algousd:triple_gx:zlema195_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -27.00 | -15.84 | 0.59 | + |
| 2023 | 29.16 | 144.75 | 4.96 | + |
| 2024 | 49.87 | 511.48 | 10.26 | + |
| 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.) | 175.12% | -7.66% |
| 5Y (ann.) | 175.12% | -7.66% |
| Metric | 5347319:algousd:triple_gx:zlema195_105_25 | 5347319:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.99% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -9.51% | -31.09% |
| Avg. Drawdown Days | 27.0 | 99.0 |
| Recovery Factor | 40.73 | -0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -27.99 | 174 |
| 2024-03-14 | 2024-04-20 | -27.59 | 37 |
| 2023-03-18 | 2023-07-01 | -19.91 | 105 |
| 2022-12-17 | 2023-01-28 | -18.33 | 42 |
| 2024-04-25 | 2024-07-15 | -17.29 | 81 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2024-07-17 | 2024-10-27 | -14.25 | 102 |
| 2023-07-04 | 2023-10-01 | -14.10 | 89 |
| 2024-10-30 | 2024-11-08 | -11.79 | 9 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 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 | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -15.84% | -37.29% |
| Best Year | 511.48% | 49.87% |
| Worst Year | -15.84% | -41.96% |
| Avg. Up Day | 4.22% | 4.24% |
| Avg. Down Day | -3.06% | -3.98% |
| Avg. Up Week | 14.49% | 15.5% |
| Avg. Down Week | -4.75% | -8.49% |
| Avg. Up Month | 38.42% | 47.84% |
| Avg. Down Month | -5.94% | -20.7% |
| Win Days % | 52.02% | 51.0% |
| Win Month % | 62.96% | 43.33% |
| Win Week % | 55.41% | 43.28% |
| Win Quarter % | 81.82% | 45.45% |
| Win Year % | 50.0% | 50.0% |