| Metric | 5347347:algousd:triple_gx:zlema235_105_25 | 5347347:ALGOUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 1,684.12% | -4.17% |
| Max Drawdown | -31.47% | -69.78% |
| Sharpe | 1.9 | 0.43 |
| Sortino | 3.66 | 0.66 |
| Payoff Ratio | 1.39 | 1.06 |
| Profit Factor | 1.65 | 1.06 |
| Common Sense Ratio | 2.11 | 1.13 |
| CPC Index | 1.19 | 0.57 |
| Tail Ratio | 1.28 | 1.07 |
| Outlier Win Ratio | 13.18 | 3.85 |
| Outlier Loss Ratio | 3.37 | 2.83 |
| Volatility (ann.) | 61.9% | 90.83% |
| R^2 | 0.47 | 0.47 |
| Calmar | 5.42 | -0.02 |
| Skew | 2.88 | 0.89 |
| Kurtosis | 26.23 | 5.7 |
| Expected Daily % | 0.27% | -0.0% |
| Expected Monthly % | 8.33% | -0.12% |
| Expected Yearly % | 105.52% | -1.06% |
| Kelly Criterion | 17.7% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -7.71% |
| Expected Shortfall (cVaR) | -5.01% | -7.71% |
| Year | 5347347:ALGOUSD | 5347347:algousd:triple_gx:zlema235_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 4.17 | -0.72 | -0.17 | - |
| 2023 | 29.16 | 118.53 | 4.06 | + |
| 2024 | 49.87 | 698.18 | 14.00 | + |
| 2025 | -52.47 | 3.03 | -0.06 | + |
| Metric | 5347347:algousd:triple_gx:zlema235_105_25 | 5347347:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -10.54% |
| 3M | -7.42% | -37.59% |
| 6M | 12.36% | -28.88% |
| YTD | 3.03% | -52.47% |
| 1Y | 142.35% | -14.54% |
| 3Y (ann.) | 170.48% | -1.46% |
| 5Y (ann.) | 170.48% | -1.46% |
| Metric | 5347347:algousd:triple_gx:zlema235_105_25 | 5347347:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.47% | -69.78% |
| Longest DD Days | 218.0 | 396.0 |
| Avg. Drawdown | -7.95% | -25.53% |
| Avg. Drawdown Days | 25.0 | 102.0 |
| Recovery Factor | 53.52 | -0.06 |
| Ulcer Index | 1.01 | 1.02 |
| 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 |
| 2023-03-18 | 2023-07-01 | -19.91 | 105 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-07-04 | 2023-09-30 | -14.10 | 88 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-07-17 | 2024-09-10 | -11.47 | 55 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2023-12-23 | 2024-01-11 | -10.72 | 19 |
| Metric | 5347347:algousd:triple_gx:zlema235_105_25 | 5347347: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 | 698.18% | 49.87% |
| Worst Year | -0.72% | -52.47% |
| Avg. Up Day | 4.28% | 4.3% |
| Avg. Down Day | -3.09% | -4.07% |
| Avg. Up Week | 13.67% | 15.61% |
| Avg. Down Week | -5.26% | -9.67% |
| Avg. Up Month | 38.74% | 47.7% |
| Avg. Down Month | -4.63% | -17.88% |
| Win Days % | 52.19% | 50.91% |
| Win Month % | 62.5% | 41.67% |
| Win Week % | 58.54% | 43.23% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 75.0% |