| Metric | 5353580:algousd:triple_gx:zlema225_65_45 | 5353580:ALGOUSD |
|---|---|---|
| Time in Market | 19.0% | 99.0% |
| Cumulative Return | 538.12% | 11.17% |
| Max Drawdown | -18.19% | -69.62% |
| Sharpe | 2.92 | 0.6 |
| Sortino | 8.23 | 0.99 |
| Payoff Ratio | 2.13 | 1.72 |
| Profit Factor | 3.35 | 1.09 |
| Common Sense Ratio | 37.81 | 1.22 |
| CPC Index | 4.36 | 0.95 |
| Tail Ratio | 11.29 | 1.11 |
| Outlier Win Ratio | 19.82 | 4.2 |
| Outlier Loss Ratio | 2.77 | 2.31 |
| Volatility (ann.) | 68.12% | 106.06% |
| R^2 | 0.43 | 0.43 |
| Calmar | 27.1 | 0.15 |
| Skew | 4.98 | 1.31 |
| Kurtosis | 42.11 | 7.05 |
| Expected Daily % | 0.49% | 0.03% |
| Expected Monthly % | 15.32% | 0.82% |
| Expected Yearly % | 152.61% | 5.44% |
| Kelly Criterion | 42.86% | 21.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.32% | -8.96% |
| Expected Shortfall (cVaR) | -5.32% | -8.96% |
| Year | 5353580:ALGOUSD | 5353580:algousd:triple_gx:zlema225_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 538.12 | 5.88 | + |
| 2025 | -41.96 | 0.00 | -0.00 | + |
| Metric | 5353580:algousd:triple_gx:zlema225_65_45 | 5353580:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -11.91% |
| 3M | 0.0% | -18.26% |
| 6M | 40.05% | -39.93% |
| YTD | 0.0% | -41.96% |
| 1Y | 538.12% | 2.16% |
| 3Y (ann.) | 493.1% | 10.7% |
| 5Y (ann.) | 493.1% | 10.7% |
| Metric | 5353580:algousd:triple_gx:zlema225_65_45 | 5353580:ALGOUSD |
|---|---|---|
| Max Drawdown | -18.19% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -6.26% | -16.1% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 29.58 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |
| 2024-08-09 | 2024-08-19 | -5.65 | 10 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-10 | 2024-08-06 | -4.87 | 27 |
| 2024-08-25 | 2024-09-08 | -3.83 | 14 |
| 2024-08-07 | 2024-08-08 | -2.75 | 1 |
| Metric | 5353580:algousd:triple_gx:zlema225_65_45 | 5353580:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -9.56% | -28.85% |
| Best Month | 304.75% | 288.79% |
| Worst Month | 0.0% | -37.29% |
| Best Year | 538.12% | 91.53% |
| Worst Year | 0.0% | -41.96% |
| Avg. Up Day | 6.73% | 6.74% |
| Avg. Down Day | -3.16% | -3.92% |
| Avg. Up Week | 28.76% | 28.02% |
| Avg. Down Week | -3.29% | -9.27% |
| Avg. Up Month | 157.95% | 148.8% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 61.11% | 50.4% |
| Win Month % | 100.0% | 38.46% |
| Win Week % | 64.29% | 43.86% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |