| Metric | 5349128:algousd:triple_gx:zlema220_95_30 | 5349128:ALGOUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 1,323.65% | -0.62% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 2.13 | 0.44 |
| Sortino | 4.55 | 0.68 |
| Payoff Ratio | 1.56 | 1.23 |
| Profit Factor | 1.99 | 1.07 |
| Common Sense Ratio | 3.08 | 1.14 |
| CPC Index | 1.67 | 0.67 |
| Tail Ratio | 1.55 | 1.07 |
| Outlier Win Ratio | 16.82 | 3.84 |
| Outlier Loss Ratio | 3.15 | 2.73 |
| Volatility (ann.) | 58.23% | 91.12% |
| R^2 | 0.42 | 0.42 |
| Calmar | 7.07 | -0.0 |
| Skew | 3.82 | 0.93 |
| Kurtosis | 37.23 | 6.27 |
| Expected Daily % | 0.3% | -0.0% |
| Expected Monthly % | 9.26% | -0.02% |
| Expected Yearly % | 94.25% | -0.15% |
| Kelly Criterion | 24.4% | 11.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.67% | -7.73% |
| Expected Shortfall (cVaR) | -4.67% | -7.73% |
| Year | 5349128:ALGOUSD | 5349128:algousd:triple_gx:zlema220_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.54 | 0.00 | -0.00 | + |
| 2023 | 29.16 | 61.90 | 2.12 | + |
| 2024 | 49.87 | 755.02 | 15.14 | + |
| 2025 | -41.96 | 2.84 | -0.07 | + |
| Metric | 5349128:algousd:triple_gx:zlema220_95_30 | 5349128:ALGOUSD |
|---|---|---|
| MTD | -14.28% | -11.91% |
| 3M | 4.5% | -18.26% |
| 6M | 39.25% | -39.93% |
| YTD | 2.84% | -41.96% |
| 1Y | 484.08% | 2.16% |
| 3Y (ann.) | 195.02% | -0.25% |
| 5Y (ann.) | 195.02% | -0.25% |
| Metric | 5349128:algousd:triple_gx:zlema220_95_30 | 5349128:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 125.0 | 396.0 |
| Avg. Drawdown | -6.44% | -29.45% |
| Avg. Drawdown Days | 15.0 | 97.0 |
| Recovery Factor | 47.98 | -0.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 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 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-07-17 | 2024-08-08 | -9.54 | 22 |
| 2024-01-12 | 2024-03-02 | -9.38 | 50 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-03-05 | 2024-03-06 | -7.45 | 1 |
| Metric | 5349128:algousd:triple_gx:zlema220_95_30 | 5349128: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 | -14.28% | -37.29% |
| Best Year | 755.02% | 49.87% |
| Worst Year | 0.0% | -41.96% |
| Avg. Up Day | 4.99% | 5.01% |
| Avg. Down Day | -3.2% | -4.08% |
| Avg. Up Week | 16.43% | 18.24% |
| Avg. Down Week | -4.25% | -8.05% |
| Avg. Up Month | 64.63% | 72.57% |
| Avg. Down Month | -4.41% | -17.27% |
| Win Days % | 53.95% | 51.13% |
| Win Month % | 63.16% | 43.33% |
| Win Week % | 63.04% | 43.94% |
| Win Quarter % | 88.89% | 45.45% |
| Win Year % | 100.0% | 50.0% |