| Metric | 5348592:algousd:triple_gx:zlema235_70_30 | 5348592:ALGOUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 1,624.95% | 17.03% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 2.21 | 0.52 |
| Sortino | 4.58 | 0.8 |
| Payoff Ratio | 1.51 | 1.13 |
| Profit Factor | 1.82 | 1.08 |
| Common Sense Ratio | 2.63 | 1.19 |
| CPC Index | 1.43 | 0.63 |
| Tail Ratio | 1.45 | 1.1 |
| Outlier Win Ratio | 13.11 | 3.84 |
| Outlier Loss Ratio | 3.77 | 2.84 |
| Volatility (ann.) | 60.85% | 91.29% |
| R^2 | 0.45 | 0.45 |
| Calmar | 8.06 | 0.1 |
| Skew | 3.41 | 0.92 |
| Kurtosis | 30.58 | 6.26 |
| Expected Daily % | 0.32% | 0.02% |
| Expected Monthly % | 9.96% | 0.53% |
| Expected Yearly % | 103.8% | 4.01% |
| Kelly Criterion | 20.4% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.73% |
| Expected Shortfall (cVaR) | -4.87% | -7.73% |
| Year | 5348592:ALGOUSD | 5348592:algousd:triple_gx:zlema235_70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 4.17 | 4.17 | 1.00 | + |
| 2023 | 29.16 | 112.82 | 3.87 | + |
| 2024 | 49.87 | 685.44 | 13.75 | + |
| 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.) | 222.37% | 6.68% |
| 5Y (ann.) | 222.37% | 6.68% |
| Metric | 5348592:algousd:triple_gx:zlema235_70_30 | 5348592:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 226.0 | 396.0 |
| Avg. Drawdown | -7.12% | -25.52% |
| Avg. Drawdown Days | 20.0 | 85.0 |
| Recovery Factor | 58.9 | 0.24 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2023-03-18 | 2023-10-30 | -26.26 | 226 |
| 2024-12-12 | 2025-04-12 | -20.67 | 121 |
| 2023-11-13 | 2023-12-14 | -15.54 | 31 |
| 2023-12-23 | 2024-03-02 | -15.13 | 70 |
| 2023-12-15 | 2023-12-21 | -11.98 | 6 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-04-25 | 2024-07-14 | -9.48 | 80 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| Metric | 5348592:algousd:triple_gx:zlema235_70_30 | 5348592:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -12.67% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -10.06% | -37.29% |
| Best Year | 685.44% | 49.87% |
| Worst Year | -0.93% | -41.96% |
| Avg. Up Day | 4.26% | 4.28% |
| Avg. Down Day | -2.83% | -3.78% |
| Avg. Up Week | 11.81% | 13.97% |
| Avg. Down Week | -4.59% | -8.89% |
| Avg. Up Month | 39.17% | 45.21% |
| Avg. Down Month | -5.29% | -22.73% |
| Win Days % | 52.13% | 51.36% |
| Win Month % | 70.37% | 46.67% |
| Win Week % | 63.38% | 45.04% |
| Win Quarter % | 81.82% | 54.55% |
| Win Year % | 75.0% | 75.0% |