| Metric | 5353818:algousd:triple_gx:zlema225_75_45 | 5353818:ALGOUSD |
|---|---|---|
| Time in Market | 25.0% | 99.0% |
| Cumulative Return | 440.31% | -8.97% |
| Max Drawdown | -30.3% | -69.78% |
| Sharpe | 2.02 | 0.43 |
| Sortino | 4.73 | 0.68 |
| Payoff Ratio | 1.77 | 1.39 |
| Profit Factor | 1.99 | 1.07 |
| Common Sense Ratio | 2.69 | 1.16 |
| CPC Index | 1.84 | 0.74 |
| Tail Ratio | 1.35 | 1.09 |
| Outlier Win Ratio | 19.0 | 4.08 |
| Outlier Loss Ratio | 2.92 | 2.47 |
| Volatility (ann.) | 64.91% | 100.95% |
| R^2 | 0.42 | 0.42 |
| Calmar | 6.83 | -0.09 |
| Skew | 4.46 | 1.2 |
| Kurtosis | 38.73 | 6.45 |
| Expected Daily % | 0.31% | -0.02% |
| Expected Monthly % | 9.28% | -0.49% |
| Expected Yearly % | 132.45% | -4.59% |
| Kelly Criterion | 25.23% | 13.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.23% | -8.57% |
| Expected Shortfall (cVaR) | -5.23% | -8.57% |
| Year | 5353818:ALGOUSD | 5353818:algousd:triple_gx:zlema225_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 413.82 | 4.52 | + |
| 2025 | -52.47 | 5.15 | -0.10 | + |
| Metric | 5353818:algousd:triple_gx:zlema225_75_45 | 5353818:ALGOUSD |
|---|---|---|
| MTD | 0.89% | -10.54% |
| 3M | -7.86% | -37.59% |
| 6M | 5.15% | -28.88% |
| YTD | 5.15% | -52.47% |
| 1Y | 137.91% | -14.54% |
| 3Y (ann.) | 206.97% | -6.05% |
| 5Y (ann.) | 206.97% | -6.05% |
| Metric | 5353818:algousd:triple_gx:zlema225_75_45 | 5353818:ALGOUSD |
|---|---|---|
| Max Drawdown | -30.3% | -69.78% |
| Longest DD Days | 217.0 | 343.0 |
| Avg. Drawdown | -9.48% | -16.11% |
| Avg. Drawdown Days | 38.0 | 53.0 |
| Recovery Factor | 14.53 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-11-16 | -30.30 | 121 |
| 2024-12-08 | 2025-07-13 | -22.54 | 217 |
| 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 | 2024-08-08 | -5.55 | 29 |
| 2024-08-25 | 2024-11-05 | -4.10 | 72 |
| Metric | 5353818:algousd:triple_gx:zlema225_75_45 | 5353818:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -12.41% | -28.85% |
| Best Month | 304.75% | 288.79% |
| Worst Month | -9.39% | -37.29% |
| Best Year | 413.82% | 91.53% |
| Worst Year | 5.15% | -52.47% |
| Avg. Up Day | 5.6% | 5.61% |
| Avg. Down Day | -3.16% | -4.04% |
| Avg. Up Week | 22.25% | 24.1% |
| Avg. Down Week | -5.36% | -9.8% |
| Avg. Up Month | 160.79% | 160.19% |
| Avg. Down Month | -6.2% | -14.61% |
| Win Days % | 52.21% | 49.82% |
| Win Month % | 66.67% | 31.58% |
| Win Week % | 55.56% | 40.74% |
| Win Quarter % | 60.0% | 42.86% |
| Win Year % | 100.0% | 50.0% |