| Metric | 5347803:algousd:triple_gx:zlema220_40_30 | 5347803:ALGOUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 1,327.78% | -18.62% |
| Max Drawdown | -23.82% | -69.78% |
| Sharpe | 1.87 | 0.37 |
| Sortino | 3.92 | 0.56 |
| Payoff Ratio | 1.52 | 1.14 |
| Profit Factor | 1.82 | 1.06 |
| Common Sense Ratio | 2.59 | 1.1 |
| CPC Index | 1.43 | 0.61 |
| Tail Ratio | 1.42 | 1.05 |
| Outlier Win Ratio | 17.7 | 3.85 |
| Outlier Loss Ratio | 3.3 | 2.72 |
| Volatility (ann.) | 56.68% | 90.69% |
| R^2 | 0.4 | 0.4 |
| Calmar | 6.24 | -0.1 |
| Skew | 3.86 | 0.89 |
| Kurtosis | 37.03 | 5.71 |
| Expected Daily % | 0.25% | -0.02% |
| Expected Monthly % | 7.66% | -0.57% |
| Expected Yearly % | 94.39% | -5.02% |
| Kelly Criterion | 19.99% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.59% | -7.72% |
| Expected Shortfall (cVaR) | -4.59% | -7.72% |
| Year | 5347803:ALGOUSD | 5347803:algousd:triple_gx:zlema220_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.54 | 0.00 | -0.00 | + |
| 2023 | 29.16 | 59.64 | 2.05 | + |
| 2024 | 49.87 | 680.88 | 13.65 | + |
| 2025 | -52.47 | 14.54 | -0.28 | + |
| Metric | 5347803:algousd:triple_gx:zlema220_40_30 | 5347803:ALGOUSD |
|---|---|---|
| MTD | -12.39% | -10.54% |
| 3M | -14.76% | -37.59% |
| 6M | 5.95% | -28.88% |
| YTD | 14.54% | -52.47% |
| 1Y | 199.16% | -14.54% |
| 3Y (ann.) | 148.73% | -6.82% |
| 5Y (ann.) | 148.73% | -6.82% |
| Metric | 5347803:algousd:triple_gx:zlema220_40_30 | 5347803:ALGOUSD |
|---|---|---|
| Max Drawdown | -23.82% | -69.78% |
| Longest DD Days | 121.0 | 396.0 |
| Avg. Drawdown | -6.44% | -29.47% |
| Avg. Drawdown Days | 19.0 | 115.0 |
| Recovery Factor | 55.73 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-11-16 | -23.82 | 33 |
| 2024-03-14 | 2024-07-13 | -22.84 | 121 |
| 2025-04-13 | 2025-07-13 | -18.79 | 91 |
| 2025-07-18 | 2025-10-13 | -17.85 | 87 |
| 2023-11-13 | 2023-12-22 | -15.54 | 39 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-07-17 | 2024-08-08 | -9.54 | 22 |
| 2024-01-12 | 2024-03-01 | -9.38 | 49 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-08-09 | 2024-09-09 | -8.19 | 31 |
| Metric | 5347803:algousd:triple_gx:zlema220_40_30 | 5347803:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -13.26% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -10.96% | -28.85% |
| Best Month | 278.9% | 288.79% |
| Worst Month | -14.28% | -37.29% |
| Best Year | 680.88% | 49.87% |
| Worst Year | 0.0% | -52.47% |
| Avg. Up Day | 4.72% | 4.75% |
| Avg. Down Day | -3.11% | -4.17% |
| Avg. Up Week | 15.6% | 17.83% |
| Avg. Down Week | -4.24% | -8.38% |
| Avg. Up Month | 59.13% | 66.72% |
| Avg. Down Month | -5.77% | -14.63% |
| Win Days % | 51.77% | 50.71% |
| Win Month % | 58.33% | 38.89% |
| Win Week % | 57.63% | 42.31% |
| Win Quarter % | 81.82% | 46.15% |
| Win Year % | 100.0% | 50.0% |