| Metric | 5348913:algousd:triple_gx:zlema215_85_30 | 5348913:ALGOUSD |
|---|---|---|
| Time in Market | 31.0% | 99.0% |
| Cumulative Return | 461.78% | 11.17% |
| Max Drawdown | -18.19% | -69.62% |
| Sharpe | 2.63 | 0.6 |
| Sortino | 6.78 | 0.99 |
| Payoff Ratio | 1.88 | 1.47 |
| Profit Factor | 2.38 | 1.09 |
| Common Sense Ratio | 4.05 | 1.22 |
| CPC Index | 2.37 | 0.81 |
| Tail Ratio | 1.71 | 1.11 |
| Outlier Win Ratio | 16.55 | 4.36 |
| Outlier Loss Ratio | 3.29 | 2.31 |
| Volatility (ann.) | 72.02% | 106.06% |
| R^2 | 0.47 | 0.47 |
| Calmar | 23.35 | 0.15 |
| Skew | 4.38 | 1.31 |
| Kurtosis | 34.13 | 7.05 |
| Expected Daily % | 0.45% | 0.03% |
| Expected Monthly % | 14.2% | 0.82% |
| Expected Yearly % | 137.02% | 5.44% |
| Kelly Criterion | 28.12% | 16.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.68% | -8.96% |
| Expected Shortfall (cVaR) | -5.68% | -8.96% |
| Year | 5348913:ALGOUSD | 5348913:algousd:triple_gx:zlema215_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 408.24 | 4.46 | + |
| 2025 | -41.96 | 10.53 | -0.25 | + |
| Metric | 5348913:algousd:triple_gx:zlema215_85_30 | 5348913:ALGOUSD |
|---|---|---|
| MTD | -7.87% | -11.91% |
| 3M | 12.32% | -18.26% |
| 6M | 49.67% | -39.93% |
| YTD | 10.53% | -41.96% |
| 1Y | 461.78% | 2.16% |
| 3Y (ann.) | 424.78% | 10.7% |
| 5Y (ann.) | 424.78% | 10.7% |
| Metric | 5348913:algousd:triple_gx:zlema215_85_30 | 5348913:ALGOUSD |
|---|---|---|
| Max Drawdown | -18.19% | -69.62% |
| Longest DD Days | 125.0 | 174.0 |
| Avg. Drawdown | -7.27% | -16.1% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 25.38 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-04-12 | -18.19 | 125 |
| 2025-04-13 | 2025-05-31 | -15.95 | 48 |
| 2024-07-17 | 2024-10-04 | -12.38 | 79 |
| 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 |
| 2024-10-30 | 2024-11-06 | -7.11 | 7 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-10 | 2024-07-13 | -1.75 | 3 |
| Metric | 5348913:algousd:triple_gx:zlema215_85_30 | 5348913:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -12.57% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -7.87% | -37.29% |
| Best Year | 408.24% | 91.53% |
| Worst Year | 10.53% | -41.96% |
| Avg. Up Day | 5.59% | 5.61% |
| Avg. Down Day | -2.97% | -3.82% |
| Avg. Up Week | 18.59% | 20.38% |
| Avg. Down Week | -3.95% | -8.31% |
| Avg. Up Month | 105.34% | 106.63% |
| Avg. Down Month | -3.58% | -17.27% |
| Win Days % | 53.04% | 50.4% |
| Win Month % | 50.0% | 38.46% |
| Win Week % | 65.22% | 43.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |