| Metric | 5352466:algousd:triple_gx:zlema205_85_40 | 5352466:ALGOUSD |
|---|---|---|
| Time in Market | 28.0% | 99.0% |
| Cumulative Return | 309.95% | 11.17% |
| Max Drawdown | -21.57% | -69.62% |
| Sharpe | 2.25 | 0.6 |
| Sortino | 5.62 | 0.99 |
| Payoff Ratio | 1.96 | 1.77 |
| Profit Factor | 2.15 | 1.09 |
| Common Sense Ratio | 3.53 | 1.22 |
| CPC Index | 2.02 | 0.98 |
| Tail Ratio | 1.64 | 1.11 |
| Outlier Win Ratio | 17.59 | 4.2 |
| Outlier Loss Ratio | 3.35 | 2.31 |
| Volatility (ann.) | 70.25% | 106.06% |
| R^2 | 0.45 | 0.45 |
| Calmar | 13.34 | 0.15 |
| Skew | 4.57 | 1.31 |
| Kurtosis | 37.55 | 7.05 |
| Expected Daily % | 0.37% | 0.03% |
| Expected Monthly % | 11.46% | 0.82% |
| Expected Yearly % | 102.47% | 5.44% |
| Kelly Criterion | 21.61% | 22.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.62% | -8.96% |
| Expected Shortfall (cVaR) | -5.62% | -8.96% |
| Year | 5352466:ALGOUSD | 5352466:algousd:triple_gx:zlema205_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 325.60 | 3.56 | + |
| 2025 | -41.96 | -3.68 | 0.09 | + |
| Metric | 5352466:algousd:triple_gx:zlema205_85_40 | 5352466:ALGOUSD |
|---|---|---|
| MTD | -6.9% | -11.91% |
| 3M | -3.68% | -18.26% |
| 6M | 25.45% | -39.93% |
| YTD | -3.68% | -41.96% |
| 1Y | 309.95% | 2.16% |
| 3Y (ann.) | 287.74% | 10.7% |
| 5Y (ann.) | 287.74% | 10.7% |
| Metric | 5352466:algousd:triple_gx:zlema205_85_40 | 5352466:ALGOUSD |
|---|---|---|
| Max Drawdown | -21.57% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -7.88% | -16.1% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 14.37 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2024-08-23 | -21.57 | 44 |
| 2024-12-08 | 2025-05-31 | -21.43 | 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 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-10-05 | 2024-11-06 | -4.87 | 32 |
| 2024-11-27 | 2024-11-28 | -1.40 | 1 |
| 2024-06-25 | 2024-07-06 | -0.82 | 11 |
| Metric | 5352466:algousd:triple_gx:zlema205_85_40 | 5352466:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -12.58% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -6.9% | -37.29% |
| Best Year | 325.6% | 91.53% |
| Worst Year | -3.68% | -41.96% |
| Avg. Up Day | 6.04% | 6.06% |
| Avg. Down Day | -3.09% | -3.42% |
| Avg. Up Week | 24.09% | 23.91% |
| Avg. Down Week | -3.59% | -8.13% |
| Avg. Up Month | 146.13% | 155.54% |
| Avg. Down Month | -4.43% | -16.51% |
| Win Days % | 48.11% | 50.4% |
| Win Month % | 50.0% | 38.46% |
| Win Week % | 43.48% | 43.86% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |