| Metric | 5352481:algousd:triple_gx:zlema225_85_40 | 5352481:ALGOUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 689.55% | 8.45% |
| Max Drawdown | -29.87% | -69.62% |
| Sharpe | 1.65 | 0.48 |
| Sortino | 3.18 | 0.75 |
| Payoff Ratio | 1.42 | 1.28 |
| Profit Factor | 1.56 | 1.07 |
| Common Sense Ratio | 2.03 | 1.18 |
| CPC Index | 1.12 | 0.71 |
| Tail Ratio | 1.3 | 1.1 |
| Outlier Win Ratio | 13.86 | 3.84 |
| Outlier Loss Ratio | 3.29 | 2.89 |
| Volatility (ann.) | 62.13% | 91.1% |
| R^2 | 0.47 | 0.47 |
| Calmar | 4.44 | 0.05 |
| Skew | 3.08 | 0.93 |
| Kurtosis | 29.09 | 6.29 |
| Expected Daily % | 0.23% | 0.01% |
| Expected Monthly % | 7.13% | 0.27% |
| Expected Yearly % | 67.63% | 2.05% |
| Kelly Criterion | 16.1% | 13.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -7.72% |
| Expected Shortfall (cVaR) | -5.07% | -7.72% |
| Year | 5352481:ALGOUSD | 5352481:algousd:triple_gx:zlema225_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.47 | -3.47 | 1.00 | - |
| 2023 | 29.16 | 70.72 | 2.43 | + |
| 2024 | 49.87 | 354.07 | 7.10 | + |
| 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.) | 132.7% | 3.37% |
| 5Y (ann.) | 132.7% | 3.37% |
| Metric | 5352481:algousd:triple_gx:zlema225_85_40 | 5352481:ALGOUSD |
|---|---|---|
| Max Drawdown | -29.87% | -69.62% |
| Longest DD Days | 195.0 | 396.0 |
| Avg. Drawdown | -11.03% | -25.9% |
| Avg. Drawdown Days | 36.0 | 86.0 |
| Recovery Factor | 23.08 | 0.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-25 | 2024-11-06 | -29.87 | 195 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2023-12-23 | 2024-03-11 | -20.17 | 79 |
| 2024-12-08 | 2025-05-31 | -18.19 | 174 |
| 2023-02-09 | 2023-03-13 | -15.97 | 32 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-03-30 | 2023-06-23 | -15.10 | 85 |
| 2023-06-26 | 2023-11-06 | -15.09 | 133 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 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 | -19.35% | -28.85% |
| Best Month | 302.61% | 288.79% |
| Worst Month | -10.99% | -37.29% |
| Best Year | 354.07% | 49.87% |
| Worst Year | -3.47% | -41.96% |
| Avg. Up Day | 4.48% | 4.49% |
| Avg. Down Day | -3.16% | -3.5% |
| Avg. Up Week | 14.21% | 15.19% |
| Avg. Down Week | -5.49% | -7.01% |
| Avg. Up Month | 41.94% | 53.81% |
| Avg. Down Month | -3.18% | -16.33% |
| Win Days % | 50.81% | 51.19% |
| Win Month % | 59.09% | 43.33% |
| Win Week % | 55.74% | 43.94% |
| Win Quarter % | 80.0% | 45.45% |
| Win Year % | 75.0% | 50.0% |