| Metric | 5349137:algousd:triple_gx:zlema235_95_30 | 5349137:ALGOUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 1,552.26% | -4.17% |
| Max Drawdown | -30.75% | -69.78% |
| Sharpe | 1.88 | 0.43 |
| Sortino | 3.66 | 0.66 |
| Payoff Ratio | 1.44 | 1.13 |
| Profit Factor | 1.66 | 1.06 |
| Common Sense Ratio | 2.23 | 1.13 |
| CPC Index | 1.23 | 0.61 |
| Tail Ratio | 1.34 | 1.07 |
| Outlier Win Ratio | 13.82 | 3.85 |
| Outlier Loss Ratio | 3.45 | 2.83 |
| Volatility (ann.) | 60.93% | 90.83% |
| R^2 | 0.46 | 0.46 |
| Calmar | 5.31 | -0.02 |
| Skew | 3.04 | 0.89 |
| Kurtosis | 28.06 | 5.7 |
| Expected Daily % | 0.27% | -0.0% |
| Expected Monthly % | 8.1% | -0.12% |
| Expected Yearly % | 101.61% | -1.06% |
| Kelly Criterion | 17.62% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.93% | -7.71% |
| Expected Shortfall (cVaR) | -4.93% | -7.71% |
| Year | 5349137:ALGOUSD | 5349137:algousd:triple_gx:zlema235_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 4.17 | 4.17 | 1.00 | + |
| 2023 | 29.16 | 97.17 | 3.33 | + |
| 2024 | 49.87 | 696.79 | 13.97 | + |
| 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.) | 163.4% | -1.46% |
| 5Y (ann.) | 163.4% | -1.46% |
| Metric | 5349137:algousd:triple_gx:zlema235_95_30 | 5349137:ALGOUSD |
|---|---|---|
| Max Drawdown | -30.75% | -69.78% |
| Longest DD Days | 232.0 | 396.0 |
| Avg. Drawdown | -7.78% | -25.53% |
| Avg. Drawdown Days | 26.0 | 102.0 |
| Recovery Factor | 50.48 | -0.06 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -30.75 | 121 |
| 2024-12-08 | 2025-07-14 | -27.98 | 218 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2023-03-18 | 2023-11-05 | -22.05 | 232 |
| 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 |
| 2024-01-12 | 2024-03-02 | -9.38 | 50 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2023-01-30 | 2023-02-03 | -8.63 | 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 | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -7.69% | -37.29% |
| Best Year | 696.79% | 49.87% |
| Worst Year | 0.97% | -52.47% |
| Avg. Up Day | 4.36% | 4.38% |
| Avg. Down Day | -3.02% | -3.89% |
| Avg. Up Week | 12.58% | 15.25% |
| Avg. Down Week | -4.82% | -9.68% |
| Avg. Up Month | 37.26% | 44.07% |
| Avg. Down Month | -4.05% | -17.95% |
| Win Days % | 51.34% | 50.91% |
| Win Month % | 63.33% | 41.67% |
| Win Week % | 57.5% | 43.23% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 75.0% |