| Metric | 5348913:algousd:triple_gx:zlema215_85_30 | 5348913:ALGOUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 1,326.50% | -7.71% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 2.08 | 0.41 |
| Sortino | 4.29 | 0.63 |
| Payoff Ratio | 1.55 | 1.24 |
| Profit Factor | 1.82 | 1.06 |
| Common Sense Ratio | 2.68 | 1.13 |
| CPC Index | 1.46 | 0.67 |
| Tail Ratio | 1.47 | 1.06 |
| Outlier Win Ratio | 14.5 | 3.83 |
| Outlier Loss Ratio | 3.53 | 2.85 |
| Volatility (ann.) | 60.11% | 91.4% |
| R^2 | 0.44 | 0.44 |
| Calmar | 7.05 | -0.05 |
| Skew | 3.45 | 0.9 |
| Kurtosis | 32.54 | 6.18 |
| Expected Daily % | 0.3% | -0.01% |
| Expected Monthly % | 9.26% | -0.27% |
| Expected Yearly % | 94.34% | -1.99% |
| Kelly Criterion | 20.42% | 11.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.83% | -7.77% |
| Expected Shortfall (cVaR) | -4.83% | -7.77% |
| Year | 5348913:ALGOUSD | 5348913:algousd:triple_gx:zlema215_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -17.86 | -3.17 | 0.18 | + |
| 2023 | 29.16 | 88.89 | 3.05 | + |
| 2024 | 49.87 | 605.56 | 12.14 | + |
| 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.) | 194.55% | -3.21% |
| 5Y (ann.) | 194.55% | -3.21% |
| Metric | 5348913:algousd:triple_gx:zlema215_85_30 | 5348913:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 125.0 | 396.0 |
| Avg. Drawdown | -7.29% | -30.12% |
| Avg. Drawdown Days | 24.0 | 97.0 |
| Recovery Factor | 48.08 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-20 | -27.59 | 37 |
| 2024-12-08 | 2025-04-12 | -18.19 | 125 |
| 2025-04-13 | 2025-05-31 | -15.95 | 48 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 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 |
| 2024-01-05 | 2024-03-02 | -11.03 | 57 |
| 2023-03-18 | 2023-06-21 | -10.34 | 95 |
| 2023-08-30 | 2023-10-01 | -9.77 | 32 |
| 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 | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -7.87% | -37.29% |
| Best Year | 605.56% | 49.87% |
| Worst Year | -3.17% | -41.96% |
| Avg. Up Day | 4.69% | 4.7% |
| Avg. Down Day | -3.02% | -3.8% |
| Avg. Up Week | 15.06% | 16.81% |
| Avg. Down Week | -4.52% | -7.64% |
| Avg. Up Month | 49.98% | 56.5% |
| Avg. Down Month | -3.32% | -18.85% |
| Win Days % | 51.59% | 51.12% |
| Win Month % | 56.52% | 43.33% |
| Win Week % | 59.65% | 43.61% |
| Win Quarter % | 81.82% | 45.45% |
| Win Year % | 75.0% | 50.0% |