| Metric | 5347334:algousd:triple_gx:zlema230_105_25 | 5347334:ALGOUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 1,333.29% | -7.68% |
| Max Drawdown | -31.47% | -69.78% |
| Sharpe | 1.83 | 0.41 |
| Sortino | 3.64 | 0.64 |
| Payoff Ratio | 1.43 | 1.1 |
| Profit Factor | 1.71 | 1.06 |
| Common Sense Ratio | 2.35 | 1.13 |
| CPC Index | 1.27 | 0.59 |
| Tail Ratio | 1.38 | 1.06 |
| Outlier Win Ratio | 15.71 | 3.85 |
| Outlier Loss Ratio | 3.19 | 2.77 |
| Volatility (ann.) | 59.27% | 90.71% |
| R^2 | 0.43 | 0.43 |
| Calmar | 4.77 | -0.04 |
| Skew | 3.33 | 0.9 |
| Kurtosis | 31.38 | 5.72 |
| Expected Daily % | 0.25% | -0.01% |
| Expected Monthly % | 7.68% | -0.22% |
| Expected Yearly % | 94.57% | -1.98% |
| Kelly Criterion | 18.43% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.81% | -7.71% |
| Expected Shortfall (cVaR) | -4.81% | -7.71% |
| Year | 5347334:ALGOUSD | 5347334:algousd:triple_gx:zlema230_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 0.35 | 0.00 | 0.00 | - |
| 2023 | 29.16 | 75.95 | 2.60 | + |
| 2024 | 49.87 | 677.02 | 13.58 | + |
| 2025 | -52.47 | 4.84 | -0.09 | + |
| Metric | 5347334:algousd:triple_gx:zlema230_105_25 | 5347334:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -10.54% |
| 3M | -7.42% | -37.59% |
| 6M | 10.46% | -28.88% |
| YTD | 4.84% | -52.47% |
| 1Y | 146.61% | -14.54% |
| 3Y (ann.) | 150.13% | -2.71% |
| 5Y (ann.) | 150.13% | -2.71% |
| Metric | 5347334:algousd:triple_gx:zlema230_105_25 | 5347334:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.47% | -69.78% |
| Longest DD Days | 218.0 | 396.0 |
| Avg. Drawdown | -7.32% | -25.56% |
| Avg. Drawdown Days | 24.0 | 103.0 |
| Recovery Factor | 42.37 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-14 | -31.47 | 218 |
| 2024-03-14 | 2024-04-20 | -27.59 | 37 |
| 2025-07-18 | 2025-11-16 | -24.69 | 121 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 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 |
| 2023-12-23 | 2024-01-11 | -10.72 | 19 |
| 2023-08-24 | 2023-10-30 | -10.40 | 67 |
| 2024-01-12 | 2024-03-02 | -9.38 | 50 |
| Metric | 5347334:algousd:triple_gx:zlema230_105_25 | 5347334: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 | -9.47% | -37.29% |
| Best Year | 677.02% | 49.87% |
| Worst Year | 0.0% | -52.47% |
| Avg. Up Day | 4.6% | 4.63% |
| Avg. Down Day | -3.23% | -4.22% |
| Avg. Up Week | 14.33% | 17.56% |
| Avg. Down Week | -6.08% | -9.42% |
| Avg. Up Month | 50.07% | 59.1% |
| Avg. Down Month | -4.94% | -19.5% |
| Win Days % | 52.05% | 50.76% |
| Win Month % | 66.67% | 41.67% |
| Win Week % | 62.69% | 42.31% |
| Win Quarter % | 83.33% | 53.85% |
| Win Year % | 100.0% | 75.0% |