| Metric | 5348592:algousd:triple_gx:zlema235_70_30 | 5348592:ALGOUSD |
|---|---|---|
| Time in Market | 30.0% | 99.0% |
| Cumulative Return | 488.66% | 11.17% |
| Max Drawdown | -20.67% | -69.62% |
| Sharpe | 2.75 | 0.6 |
| Sortino | 8.26 | 0.99 |
| Payoff Ratio | 2.18 | 1.5 |
| Profit Factor | 2.61 | 1.09 |
| Common Sense Ratio | 4.2 | 1.22 |
| CPC Index | 2.92 | 0.83 |
| Tail Ratio | 1.61 | 1.11 |
| Outlier Win Ratio | 17.31 | 4.36 |
| Outlier Loss Ratio | 3.85 | 2.31 |
| Volatility (ann.) | 69.79% | 106.06% |
| R^2 | 0.45 | 0.45 |
| Calmar | 21.71 | 0.15 |
| Skew | 5.03 | 1.31 |
| Kurtosis | 37.92 | 7.05 |
| Expected Daily % | 0.47% | 0.03% |
| Expected Monthly % | 14.61% | 0.82% |
| Expected Yearly % | 142.62% | 5.44% |
| Kelly Criterion | 28.99% | 17.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.48% | -8.96% |
| Expected Shortfall (cVaR) | -5.48% | -8.96% |
| Year | 5348592:ALGOUSD | 5348592:algousd:triple_gx:zlema235_70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 494.21 | 5.40 | + |
| 2025 | -41.96 | -0.93 | 0.02 | + |
| Metric | 5348592:algousd:triple_gx:zlema235_70_30 | 5348592:ALGOUSD |
|---|---|---|
| MTD | -5.1% | -11.91% |
| 3M | 14.16% | -18.26% |
| 6M | 55.98% | -39.93% |
| YTD | -0.93% | -41.96% |
| 1Y | 488.66% | 2.16% |
| 3Y (ann.) | 448.88% | 10.7% |
| 5Y (ann.) | 448.88% | 10.7% |
| Metric | 5348592:algousd:triple_gx:zlema235_70_30 | 5348592:ALGOUSD |
|---|---|---|
| Max Drawdown | -20.67% | -69.62% |
| Longest DD Days | 121.0 | 174.0 |
| Avg. Drawdown | -5.29% | -16.1% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 23.64 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-04-12 | -20.67 | 121 |
| 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 |
| 2025-04-13 | 2025-05-31 | -8.18 | 48 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-08-09 | 2024-09-08 | -5.65 | 30 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-17 | 2024-08-08 | -4.87 | 22 |
| 2024-11-02 | 2024-11-06 | -4.80 | 4 |
| Metric | 5348592:algousd:triple_gx:zlema235_70_30 | 5348592:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -8.8% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -9.63% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -7.69% | -37.29% |
| Best Year | 494.21% | 91.53% |
| Worst Year | -0.93% | -41.96% |
| Avg. Up Day | 5.61% | 5.63% |
| Avg. Down Day | -2.57% | -3.75% |
| Avg. Up Week | 16.48% | 19.57% |
| Avg. Down Week | -4.24% | -11.12% |
| Avg. Up Month | 105.47% | 106.63% |
| Avg. Down Month | -4.29% | -24.16% |
| Win Days % | 51.33% | 50.4% |
| Win Month % | 63.64% | 38.46% |
| Win Week % | 75.0% | 43.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |