| Metric | 5349505:algousd:triple_gx:zlema230_115_30 | 5349505:ALGOUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 1,291.58% | 12.74% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 2.11 | 0.5 |
| Sortino | 4.47 | 0.77 |
| Payoff Ratio | 1.61 | 1.21 |
| Profit Factor | 1.91 | 1.08 |
| Common Sense Ratio | 2.81 | 1.18 |
| CPC Index | 1.62 | 0.67 |
| Tail Ratio | 1.47 | 1.1 |
| Outlier Win Ratio | 15.79 | 3.84 |
| Outlier Loss Ratio | 3.4 | 2.75 |
| Volatility (ann.) | 58.81% | 91.15% |
| R^2 | 0.42 | 0.42 |
| Calmar | 7.03 | 0.07 |
| Skew | 3.72 | 0.93 |
| Kurtosis | 35.88 | 6.29 |
| Expected Daily % | 0.3% | 0.01% |
| Expected Monthly % | 9.17% | 0.4% |
| Expected Yearly % | 93.14% | 3.04% |
| Kelly Criterion | 23.31% | 10.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.72% | -7.72% |
| Expected Shortfall (cVaR) | -4.72% | -7.72% |
| Year | 5349505:ALGOUSD | 5349505:algousd:triple_gx:zlema230_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 0.35 | 0.00 | 0.00 | - |
| 2023 | 29.16 | 72.60 | 2.49 | + |
| 2024 | 49.87 | 683.05 | 13.70 | + |
| 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.) | 194.06% | 5.03% |
| 5Y (ann.) | 194.06% | 5.03% |
| Metric | 5349505:algousd:triple_gx:zlema230_115_30 | 5349505:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -6.16% | -25.54% |
| Avg. Drawdown Days | 18.0 | 86.0 |
| Recovery Factor | 46.82 | 0.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-12-08 | 2025-05-31 | -20.71 | 174 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-08-24 | 2023-11-06 | -13.04 | 74 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2024-01-12 | 2024-03-01 | -9.38 | 49 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| 2024-03-05 | 2024-03-06 | -7.45 | 1 |
| 2024-04-25 | 2024-07-09 | -6.67 | 75 |
| 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 | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -12.31% | -37.29% |
| Best Year | 683.05% | 49.87% |
| Worst Year | 0.0% | -41.96% |
| Avg. Up Day | 4.68% | 4.7% |
| Avg. Down Day | -2.91% | -3.88% |
| Avg. Up Week | 14.34% | 16.86% |
| Avg. Down Week | -5.31% | -9.16% |
| Avg. Up Month | 55.22% | 63.03% |
| Avg. Down Month | -5.81% | -23.52% |
| Win Days % | 52.71% | 51.19% |
| Win Month % | 71.43% | 46.67% |
| Win Week % | 66.67% | 43.94% |
| Win Quarter % | 80.0% | 54.55% |
| Win Year % | 100.0% | 75.0% |