| Metric | 5352466:algousd:triple_gx:zlema205_85_40 | 5352466:ALGOUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 750.0% | -14.51% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 1.68 | 0.38 |
| Sortino | 3.24 | 0.58 |
| Payoff Ratio | 1.44 | 1.26 |
| Profit Factor | 1.56 | 1.06 |
| Common Sense Ratio | 2.11 | 1.12 |
| CPC Index | 1.12 | 0.68 |
| Tail Ratio | 1.36 | 1.06 |
| Outlier Win Ratio | 13.21 | 3.83 |
| Outlier Loss Ratio | 3.59 | 2.94 |
| Volatility (ann.) | 62.35% | 91.24% |
| R^2 | 0.47 | 0.47 |
| Calmar | 4.98 | -0.09 |
| Skew | 3.03 | 0.91 |
| Kurtosis | 28.34 | 6.21 |
| Expected Daily % | 0.24% | -0.02% |
| Expected Monthly % | 7.39% | -0.52% |
| Expected Yearly % | 70.75% | -3.84% |
| Kelly Criterion | 15.09% | 12.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -7.76% |
| Expected Shortfall (cVaR) | -5.08% | -7.76% |
| Year | 5352466:ALGOUSD | 5352466:algousd:triple_gx:zlema205_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -23.91 | -1.15 | 0.05 | + |
| 2023 | 29.16 | 71.11 | 2.44 | + |
| 2024 | 49.87 | 421.74 | 8.46 | + |
| 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.) | 137.51% | -6.14% |
| 5Y (ann.) | 137.51% | -6.14% |
| Metric | 5352466:algousd:triple_gx:zlema205_85_40 | 5352466:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 195.0 | 396.0 |
| Avg. Drawdown | -10.38% | -30.76% |
| Avg. Drawdown Days | 33.0 | 98.0 |
| Recovery Factor | 27.19 | -0.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-04-25 | 2024-11-06 | -26.38 | 195 |
| 2024-12-08 | 2025-05-31 | -21.43 | 174 |
| 2023-12-23 | 2024-03-06 | -20.17 | 74 |
| 2023-02-09 | 2023-03-13 | -15.97 | 32 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-03-30 | 2023-06-23 | -15.18 | 85 |
| 2023-06-26 | 2023-11-06 | -14.82 | 133 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 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 | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -10.71% | -37.29% |
| Best Year | 421.74% | 49.87% |
| Worst Year | -3.68% | -41.96% |
| Avg. Up Day | 4.37% | 4.38% |
| Avg. Down Day | -3.03% | -3.47% |
| Avg. Up Week | 14.71% | 15.19% |
| Avg. Down Week | -4.71% | -7.33% |
| Avg. Up Month | 41.35% | 53.81% |
| Avg. Down Month | -2.77% | -19.04% |
| Win Days % | 49.85% | 50.95% |
| Win Month % | 58.33% | 43.33% |
| Win Week % | 50.72% | 43.61% |
| Win Quarter % | 70.0% | 45.45% |
| Win Year % | 50.0% | 50.0% |