| Metric | 5352481:algousd:triple_gx:zlema225_85_40 | 5352481:ALGOUSD |
|---|---|---|
| Time in Market | 24.0% | 99.0% |
| Cumulative Return | 329.23% | 11.17% |
| Max Drawdown | -21.57% | -69.62% |
| Sharpe | 2.32 | 0.6 |
| Sortino | 5.89 | 0.99 |
| Payoff Ratio | 1.88 | 1.71 |
| Profit Factor | 2.32 | 1.09 |
| Common Sense Ratio | 3.91 | 1.22 |
| CPC Index | 2.28 | 0.95 |
| Tail Ratio | 1.69 | 1.11 |
| Outlier Win Ratio | 18.91 | 4.2 |
| Outlier Loss Ratio | 2.93 | 2.31 |
| Volatility (ann.) | 69.65% | 106.06% |
| R^2 | 0.44 | 0.44 |
| Calmar | 14.15 | 0.15 |
| Skew | 4.68 | 1.31 |
| Kurtosis | 38.9 | 7.05 |
| Expected Daily % | 0.38% | 0.03% |
| Expected Monthly % | 11.86% | 0.82% |
| Expected Yearly % | 107.18% | 5.44% |
| Kelly Criterion | 26.86% | 21.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.55% | -8.96% |
| Expected Shortfall (cVaR) | -5.55% | -8.96% |
| Year | 5352481:ALGOUSD | 5352481:algousd:triple_gx:zlema225_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 306.81 | 3.35 | + |
| 2025 | -41.96 | 5.51 | -0.13 | + |
| Metric | 5352481:algousd:triple_gx:zlema225_85_40 | 5352481:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -11.91% |
| 3M | 5.51% | -18.26% |
| 6M | 37.41% | -39.93% |
| YTD | 5.51% | -41.96% |
| 1Y | 329.23% | 2.16% |
| 3Y (ann.) | 305.24% | 10.7% |
| 5Y (ann.) | 305.24% | 10.7% |
| Metric | 5352481:algousd:triple_gx:zlema225_85_40 | 5352481:ALGOUSD |
|---|---|---|
| Max Drawdown | -21.57% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -8.71% | -16.1% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 15.26 | 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 | -18.19 | 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 |
| 2024-10-04 | 2024-11-05 | -1.67 | 32 |
| 2024-11-27 | 2024-11-28 | -1.40 | 1 |
| 2024-07-08 | 2024-07-09 | -0.18 | 1 |
| Metric | 5352481:algousd:triple_gx:zlema225_85_40 | 5352481: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 | 302.61% | 288.79% |
| Worst Month | -9.92% | -37.29% |
| Best Year | 306.81% | 91.53% |
| Worst Year | 5.51% | -41.96% |
| Avg. Up Day | 6.32% | 6.33% |
| Avg. Down Day | -3.35% | -3.69% |
| Avg. Up Week | 23.87% | 23.91% |
| Avg. Down Week | -4.81% | -9.43% |
| Avg. Up Month | 154.06% | 155.54% |
| Avg. Down Month | -5.33% | -15.23% |
| Win Days % | 52.22% | 50.4% |
| Win Month % | 50.0% | 38.46% |
| Win Week % | 55.56% | 43.86% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |