| Metric | 5349505:algousd:triple_gx:zlema230_115_30 | 5349505:ALGOUSD |
|---|---|---|
| Time in Market | 29.0% | 99.0% |
| Cumulative Return | 443.32% | 11.17% |
| Max Drawdown | -20.71% | -69.62% |
| Sharpe | 2.59 | 0.6 |
| Sortino | 6.67 | 0.99 |
| Payoff Ratio | 1.98 | 1.49 |
| Profit Factor | 2.37 | 1.09 |
| Common Sense Ratio | 3.89 | 1.22 |
| CPC Index | 2.52 | 0.82 |
| Tail Ratio | 1.64 | 1.11 |
| Outlier Win Ratio | 16.99 | 4.36 |
| Outlier Loss Ratio | 3.16 | 2.31 |
| Volatility (ann.) | 71.88% | 106.06% |
| R^2 | 0.47 | 0.47 |
| Calmar | 19.71 | 0.15 |
| Skew | 4.41 | 1.31 |
| Kurtosis | 34.46 | 7.05 |
| Expected Daily % | 0.45% | 0.03% |
| Expected Monthly % | 13.9% | 0.82% |
| Expected Yearly % | 133.09% | 5.44% |
| Kelly Criterion | 30.19% | 17.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.68% | -8.96% |
| Expected Shortfall (cVaR) | -5.68% | -8.96% |
| Year | 5349505:ALGOUSD | 5349505:algousd:triple_gx:zlema230_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 427.67 | 4.67 | + |
| 2025 | -41.96 | 2.96 | -0.07 | + |
| Metric | 5349505:algousd:triple_gx:zlema230_115_30 | 5349505:ALGOUSD |
|---|---|---|
| MTD | -12.31% | -11.91% |
| 3M | 6.9% | -18.26% |
| 6M | 34.1% | -39.93% |
| YTD | 2.96% | -41.96% |
| 1Y | 443.32% | 2.16% |
| 3Y (ann.) | 408.2% | 10.7% |
| 5Y (ann.) | 408.2% | 10.7% |
| Metric | 5349505:algousd:triple_gx:zlema230_115_30 | 5349505:ALGOUSD |
|---|---|---|
| Max Drawdown | -20.71% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -5.43% | -16.1% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 21.4 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -20.71 | 174 |
| 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 | 2024-08-19 | -5.65 | 10 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-09-04 | 2024-09-08 | -5.24 | 4 |
| 2024-07-17 | 2024-08-08 | -4.87 | 22 |
| 2024-11-02 | 2024-11-06 | -4.80 | 4 |
| Metric | 5349505:algousd:triple_gx:zlema230_115_30 | 5349505:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -12.41% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -12.31% | -37.29% |
| Best Year | 427.67% | 91.53% |
| Worst Year | 2.96% | -41.96% |
| Avg. Up Day | 5.68% | 5.71% |
| Avg. Down Day | -2.87% | -3.84% |
| Avg. Up Week | 20.52% | 22.2% |
| Avg. Down Week | -5.6% | -12.35% |
| Avg. Up Month | 105.41% | 106.63% |
| Avg. Down Month | -7.12% | -24.67% |
| Win Days % | 53.64% | 50.4% |
| Win Month % | 70.0% | 38.46% |
| Win Week % | 66.67% | 43.86% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |