| Metric | 5353810:algousd:triple_gx:zlema210_75_45 | 5353810:ALGOUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 1,263.38% | -27.30% |
| Max Drawdown | -30.93% | -69.78% |
| Sharpe | 1.76 | 0.32 |
| Sortino | 3.41 | 0.5 |
| Payoff Ratio | 1.43 | 1.19 |
| Profit Factor | 1.6 | 1.05 |
| Common Sense Ratio | 2.09 | 1.08 |
| CPC Index | 1.19 | 0.63 |
| Tail Ratio | 1.3 | 1.03 |
| Outlier Win Ratio | 14.1 | 3.84 |
| Outlier Loss Ratio | 3.32 | 2.81 |
| Volatility (ann.) | 60.43% | 90.86% |
| R^2 | 0.45 | 0.45 |
| Calmar | 4.65 | -0.15 |
| Skew | 3.07 | 0.88 |
| Kurtosis | 28.84 | 5.65 |
| Expected Daily % | 0.24% | -0.03% |
| Expected Monthly % | 7.53% | -0.88% |
| Expected Yearly % | 92.16% | -7.66% |
| Kelly Criterion | 18.13% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.91% | -7.74% |
| Expected Shortfall (cVaR) | -4.91% | -7.74% |
| Year | 5353810:ALGOUSD | 5353810:algousd:triple_gx:zlema210_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -20.98 | -8.51 | 0.41 | + |
| 2023 | 29.16 | 127.06 | 4.36 | + |
| 2024 | 49.87 | 535.10 | 10.73 | + |
| 2025 | -52.47 | 3.33 | -0.06 | + |
| Metric | 5353810:algousd:triple_gx:zlema210_75_45 | 5353810:ALGOUSD |
|---|---|---|
| MTD | 0.89% | -10.54% |
| 3M | -8.69% | -37.59% |
| 6M | 2.73% | -28.88% |
| YTD | 3.33% | -52.47% |
| 1Y | 133.79% | -14.54% |
| 3Y (ann.) | 143.8% | -10.31% |
| 5Y (ann.) | 143.8% | -10.31% |
| Metric | 5353810:algousd:triple_gx:zlema210_75_45 | 5353810:ALGOUSD |
|---|---|---|
| Max Drawdown | -30.93% | -69.78% |
| Longest DD Days | 218.0 | 396.0 |
| Avg. Drawdown | -10.68% | -30.67% |
| Avg. Drawdown Days | 37.0 | 116.0 |
| Recovery Factor | 40.85 | -0.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -30.93 | 121 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-12-08 | 2025-07-14 | -20.53 | 218 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2023-06-26 | 2023-11-06 | -15.87 | 133 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-02-09 | 2023-03-13 | -14.96 | 32 |
| 2023-03-30 | 2023-06-23 | -13.71 | 85 |
| 2023-12-23 | 2024-03-07 | -12.68 | 75 |
| 2022-12-18 | 2023-01-06 | -12.64 | 19 |
| Metric | 5353810:algousd:triple_gx:zlema210_75_45 | 5353810: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 | -9.76% | -37.29% |
| Best Year | 535.1% | 49.87% |
| Worst Year | -8.51% | -52.47% |
| Avg. Up Day | 4.27% | 4.28% |
| Avg. Down Day | -2.99% | -3.59% |
| Avg. Up Week | 14.01% | 15.11% |
| Avg. Down Week | -5.17% | -8.05% |
| Avg. Up Month | 42.7% | 51.58% |
| Avg. Down Month | -5.57% | -15.72% |
| Win Days % | 51.87% | 50.66% |
| Win Month % | 69.23% | 38.89% |
| Win Week % | 56.76% | 42.04% |
| Win Quarter % | 66.67% | 46.15% |
| Win Year % | 75.0% | 50.0% |