| Metric | 5353580:algousd:triple_gx:zlema225_65_45 | 5353580:ALGOUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 1,488.21% | 8.45% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 2.14 | 0.48 |
| Sortino | 4.3 | 0.75 |
| Payoff Ratio | 1.45 | 1.25 |
| Profit Factor | 1.8 | 1.07 |
| Common Sense Ratio | 2.54 | 1.18 |
| CPC Index | 1.41 | 0.69 |
| Tail Ratio | 1.41 | 1.1 |
| Outlier Win Ratio | 13.61 | 3.84 |
| Outlier Loss Ratio | 3.47 | 2.84 |
| Volatility (ann.) | 60.97% | 91.1% |
| R^2 | 0.46 | 0.46 |
| Calmar | 7.6 | 0.05 |
| Skew | 3.24 | 0.93 |
| Kurtosis | 31.0 | 6.29 |
| Expected Daily % | 0.31% | 0.01% |
| Expected Monthly % | 9.66% | 0.27% |
| Expected Yearly % | 99.63% | 2.05% |
| Kelly Criterion | 21.82% | 12.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -7.72% |
| Expected Shortfall (cVaR) | -4.89% | -7.72% |
| Year | 5353580:ALGOUSD | 5353580:algousd:triple_gx:zlema225_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.47 | -3.47 | 1.00 | - |
| 2023 | 29.16 | 102.94 | 3.53 | + |
| 2024 | 49.87 | 710.74 | 14.25 | + |
| 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.) | 209.64% | 3.37% |
| 5Y (ann.) | 209.64% | 3.37% |
| Metric | 5353580:algousd:triple_gx:zlema225_65_45 | 5353580:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -8.21% | -25.9% |
| Avg. Drawdown Days | 24.0 | 86.0 |
| Recovery Factor | 53.95 | 0.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-12-08 | 2025-05-31 | -18.19 | 174 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-03-30 | 2023-06-23 | -13.88 | 85 |
| 2023-02-09 | 2023-02-20 | -13.41 | 11 |
| 2023-06-26 | 2023-11-06 | -13.41 | 133 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 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 | -19.35% | -28.85% |
| Best Month | 304.75% | 288.79% |
| Worst Month | -9.93% | -37.29% |
| Best Year | 710.74% | 49.87% |
| Worst Year | -3.47% | -41.96% |
| Avg. Up Day | 4.3% | 4.32% |
| Avg. Down Day | -2.96% | -3.45% |
| Avg. Up Week | 14.03% | 15.2% |
| Avg. Down Week | -4.91% | -6.96% |
| Avg. Up Month | 45.95% | 52.31% |
| Avg. Down Month | -4.56% | -12.93% |
| Win Days % | 53.7% | 51.19% |
| Win Month % | 80.95% | 43.33% |
| Win Week % | 63.49% | 43.94% |
| Win Quarter % | 77.78% | 45.45% |
| Win Year % | 66.67% | 50.0% |