| Metric | 5349137:algousd:triple_gx:zlema235_95_30 | 5349137:ALGOUSD |
|---|---|---|
| Time in Market | 29.0% | 99.0% |
| Cumulative Return | 434.37% | -8.97% |
| Max Drawdown | -30.75% | -69.78% |
| Sharpe | 1.98 | 0.43 |
| Sortino | 4.58 | 0.68 |
| Payoff Ratio | 1.69 | 1.32 |
| Profit Factor | 1.92 | 1.07 |
| Common Sense Ratio | 2.28 | 1.16 |
| CPC Index | 1.64 | 0.7 |
| Tail Ratio | 1.19 | 1.09 |
| Outlier Win Ratio | 18.5 | 4.25 |
| Outlier Loss Ratio | 3.28 | 2.5 |
| Volatility (ann.) | 66.45% | 100.95% |
| R^2 | 0.44 | 0.44 |
| Calmar | 6.66 | -0.09 |
| Skew | 4.3 | 1.2 |
| Kurtosis | 35.83 | 6.45 |
| Expected Daily % | 0.31% | -0.02% |
| Expected Monthly % | 9.22% | -0.49% |
| Expected Yearly % | 131.17% | -4.59% |
| Kelly Criterion | 21.42% | 11.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.57% |
| Expected Shortfall (cVaR) | -5.36% | -8.57% |
| Year | 5349137:ALGOUSD | 5349137:algousd:triple_gx:zlema235_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 429.27 | 4.69 | + |
| 2025 | -52.47 | 0.97 | -0.02 | + |
| Metric | 5349137:algousd:triple_gx:zlema235_95_30 | 5349137:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -10.54% |
| 3M | -5.32% | -37.59% |
| 6M | 2.6% | -28.88% |
| YTD | 0.97% | -52.47% |
| 1Y | 137.5% | -14.54% |
| 3Y (ann.) | 204.72% | -6.05% |
| 5Y (ann.) | 204.72% | -6.05% |
| Metric | 5349137:algousd:triple_gx:zlema235_95_30 | 5349137:ALGOUSD |
|---|---|---|
| Max Drawdown | -30.75% | -69.78% |
| Longest DD Days | 218.0 | 343.0 |
| Avg. Drawdown | -7.38% | -16.11% |
| Avg. Drawdown Days | 26.0 | 53.0 |
| Recovery Factor | 14.12 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -30.75 | 121 |
| 2024-12-08 | 2025-07-14 | -27.98 | 218 |
| 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 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-08-09 | 2024-09-07 | -5.65 | 29 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-17 | 2024-08-08 | -4.87 | 22 |
| 2024-11-02 | 2024-11-06 | -4.80 | 4 |
| Metric | 5349137:algousd:triple_gx:zlema235_95_30 | 5349137: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 | -7.69% | -37.29% |
| Best Year | 429.27% | 91.53% |
| Worst Year | 0.97% | -52.47% |
| Avg. Up Day | 5.18% | 5.2% |
| Avg. Down Day | -3.06% | -3.93% |
| Avg. Up Week | 16.18% | 19.96% |
| Avg. Down Week | -5.46% | -10.97% |
| Avg. Up Month | 83.76% | 87.87% |
| Avg. Down Month | -4.34% | -19.39% |
| Win Days % | 50.63% | 49.82% |
| Win Month % | 50.0% | 31.58% |
| Win Week % | 61.76% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |