| Metric | 5353927:algousd:triple_gx:zlema210_80_45 | 5353927:ALGOUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 1,031.56% | -11.22% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 1.92 | 0.39 |
| Sortino | 3.79 | 0.61 |
| Payoff Ratio | 1.4 | 1.21 |
| Profit Factor | 1.7 | 1.06 |
| Common Sense Ratio | 2.28 | 1.12 |
| CPC Index | 1.27 | 0.65 |
| Tail Ratio | 1.34 | 1.06 |
| Outlier Win Ratio | 14.1 | 3.77 |
| Outlier Loss Ratio | 3.48 | 2.89 |
| Volatility (ann.) | 60.02% | 91.32% |
| R^2 | 0.44 | 0.44 |
| Calmar | 6.06 | -0.07 |
| Skew | 3.31 | 0.9 |
| Kurtosis | 32.73 | 6.19 |
| Expected Daily % | 0.27% | -0.01% |
| Expected Monthly % | 8.42% | -0.4% |
| Expected Yearly % | 83.41% | -2.93% |
| Kelly Criterion | 19.78% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.85% | -7.76% |
| Expected Shortfall (cVaR) | -4.85% | -7.76% |
| Year | 5353927:ALGOUSD | 5353927:algousd:triple_gx:zlema210_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -20.98 | -1.15 | 0.06 | + |
| 2023 | 29.16 | 97.11 | 3.33 | + |
| 2024 | 49.87 | 477.42 | 9.57 | + |
| 2025 | -41.96 | 0.58 | -0.01 | + |
| Metric | 5353927:algousd:triple_gx:zlema210_80_45 | 5353927:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -11.91% |
| 3M | 0.58% | -18.26% |
| 6M | 34.36% | -39.93% |
| YTD | 0.58% | -41.96% |
| 1Y | 430.82% | 2.16% |
| 3Y (ann.) | 167.21% | -4.71% |
| 5Y (ann.) | 167.21% | -4.71% |
| Metric | 5353927:algousd:triple_gx:zlema210_80_45 | 5353927:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -8.63% | -30.66% |
| Avg. Drawdown Days | 30.0 | 98.0 |
| Recovery Factor | 37.39 | -0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-08-08 | -27.59 | 147 |
| 2024-12-08 | 2025-05-31 | -18.19 | 174 |
| 2023-02-09 | 2023-03-13 | -15.97 | 32 |
| 2023-11-13 | 2023-12-22 | -15.54 | 39 |
| 2023-12-23 | 2024-03-07 | -15.13 | 75 |
| 2023-06-26 | 2023-10-01 | -13.41 | 97 |
| 2023-10-02 | 2023-11-06 | -13.15 | 35 |
| 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 | 5353927:algousd:triple_gx:zlema210_80_45 | 5353927: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 | -10.71% | -37.29% |
| Best Year | 477.42% | 49.87% |
| Worst Year | -1.15% | -41.96% |
| Avg. Up Day | 4.23% | 4.24% |
| Avg. Down Day | -3.03% | -3.52% |
| Avg. Up Week | 13.11% | 14.97% |
| Avg. Down Week | -4.82% | -7.41% |
| Avg. Up Month | 43.56% | 53.81% |
| Avg. Down Month | -3.05% | -23.89% |
| Win Days % | 53.27% | 51.06% |
| Win Month % | 66.67% | 43.33% |
| Win Week % | 62.71% | 43.61% |
| Win Quarter % | 90.0% | 45.45% |
| Win Year % | 75.0% | 50.0% |