| Metric | 5348928:algousd:triple_gx:zlema235_85_30 | 5348928:ALGOUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 1,340.20% | -4.17% |
| Max Drawdown | -37.1% | -69.78% |
| Sharpe | 1.8 | 0.43 |
| Sortino | 3.48 | 0.66 |
| Payoff Ratio | 1.37 | 1.12 |
| Profit Factor | 1.63 | 1.06 |
| Common Sense Ratio | 2.07 | 1.13 |
| CPC Index | 1.17 | 0.61 |
| Tail Ratio | 1.27 | 1.07 |
| Outlier Win Ratio | 14.19 | 3.85 |
| Outlier Loss Ratio | 3.36 | 2.86 |
| Volatility (ann.) | 60.8% | 90.83% |
| R^2 | 0.45 | 0.45 |
| Calmar | 4.08 | -0.02 |
| Skew | 3.02 | 0.89 |
| Kurtosis | 28.39 | 5.7 |
| Expected Daily % | 0.25% | -0.0% |
| Expected Monthly % | 7.69% | -0.12% |
| Expected Yearly % | 94.81% | -1.06% |
| Kelly Criterion | 16.93% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.93% | -7.71% |
| Expected Shortfall (cVaR) | -4.93% | -7.71% |
| Year | 5348928:ALGOUSD | 5348928:algousd:triple_gx:zlema235_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 4.17 | 4.17 | 1.00 | + |
| 2023 | 29.16 | 116.51 | 4.00 | + |
| 2024 | 49.87 | 596.30 | 11.96 | + |
| 2025 | -52.47 | -8.29 | 0.16 | + |
| Metric | 5348928:algousd:triple_gx:zlema235_85_30 | 5348928:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -10.54% |
| 3M | -14.0% | -37.59% |
| 6M | -6.81% | -28.88% |
| YTD | -8.29% | -52.47% |
| 1Y | 115.72% | -14.54% |
| 3Y (ann.) | 151.2% | -1.46% |
| 5Y (ann.) | 151.2% | -1.46% |
| Metric | 5348928:algousd:triple_gx:zlema235_85_30 | 5348928:ALGOUSD |
|---|---|---|
| Max Drawdown | -37.1% | -69.78% |
| Longest DD Days | 226.0 | 396.0 |
| Avg. Drawdown | -7.57% | -25.53% |
| Avg. Drawdown Days | 25.0 | 102.0 |
| Recovery Factor | 36.12 | -0.06 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -37.10 | 121 |
| 2024-12-08 | 2025-07-14 | -27.98 | 218 |
| 2024-03-14 | 2024-04-20 | -27.59 | 37 |
| 2023-03-18 | 2023-10-30 | -20.53 | 226 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 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 |
| 2024-04-25 | 2024-07-14 | -9.48 | 80 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| Metric | 5348928:algousd:triple_gx:zlema235_85_30 | 5348928: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 | -9.17% | -37.29% |
| Best Year | 596.3% | 49.87% |
| Worst Year | -8.29% | -52.47% |
| Avg. Up Day | 4.35% | 4.37% |
| Avg. Down Day | -3.17% | -3.9% |
| Avg. Up Week | 12.22% | 14.95% |
| Avg. Down Week | -5.26% | -9.31% |
| Avg. Up Month | 37.39% | 44.07% |
| Avg. Down Month | -4.65% | -18.53% |
| Win Days % | 51.93% | 50.91% |
| Win Month % | 60.0% | 41.67% |
| Win Week % | 59.74% | 43.23% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 75.0% |