| Metric | 5354708:algousd:triple_gx:zlema170_55_50 | 5354708:ALGOUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 784.61% | -19.59% |
| Max Drawdown | -31.13% | -69.62% |
| Sharpe | 1.71 | 0.35 |
| Sortino | 3.42 | 0.53 |
| Payoff Ratio | 1.54 | 1.34 |
| Profit Factor | 1.61 | 1.05 |
| Common Sense Ratio | 2.1 | 1.1 |
| CPC Index | 1.22 | 0.72 |
| Tail Ratio | 1.31 | 1.05 |
| Outlier Win Ratio | 14.32 | 3.88 |
| Outlier Loss Ratio | 3.71 | 2.89 |
| Volatility (ann.) | 60.7% | 90.51% |
| R^2 | 0.46 | 0.46 |
| Calmar | 4.41 | -0.12 |
| Skew | 3.36 | 0.91 |
| Kurtosis | 31.33 | 6.32 |
| Expected Daily % | 0.24% | -0.02% |
| Expected Monthly % | 7.29% | -0.7% |
| Expected Yearly % | 72.46% | -5.3% |
| Kelly Criterion | 16.45% | 14.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -7.71% |
| Expected Shortfall (cVaR) | -4.94% | -7.71% |
| Year | 5354708:ALGOUSD | 5354708:algousd:triple_gx:zlema170_55_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.42 | 0.76 | -0.03 | + |
| 2023 | 29.16 | 110.55 | 3.79 | + |
| 2024 | 49.87 | 368.19 | 7.38 | + |
| 2025 | -41.96 | -10.94 | 0.26 | + |
| Metric | 5354708:algousd:triple_gx:zlema170_55_50 | 5354708:ALGOUSD |
|---|---|---|
| MTD | -14.06% | -11.91% |
| 3M | -10.94% | -18.26% |
| 6M | 9.57% | -39.93% |
| YTD | -10.94% | -41.96% |
| 1Y | 249.04% | 2.16% |
| 3Y (ann.) | 137.25% | -8.28% |
| 5Y (ann.) | 137.25% | -8.28% |
| Metric | 5354708:algousd:triple_gx:zlema170_55_50 | 5354708:ALGOUSD |
|---|---|---|
| Max Drawdown | -31.13% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -9.06% | -30.45% |
| Avg. Drawdown Days | 29.0 | 100.0 |
| Recovery Factor | 25.21 | -0.28 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -31.13 | 174 |
| 2024-03-14 | 2024-08-23 | -27.59 | 162 |
| 2024-01-12 | 2024-03-07 | -16.40 | 55 |
| 2023-11-13 | 2023-12-14 | -15.54 | 31 |
| 2023-06-26 | 2023-07-13 | -13.41 | 17 |
| 2023-10-02 | 2023-11-06 | -12.77 | 35 |
| 2023-07-14 | 2023-10-01 | -12.32 | 79 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2023-12-15 | 2023-12-21 | -11.11 | 6 |
| Metric | 5354708:algousd:triple_gx:zlema170_55_50 | 5354708:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.3% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -14.06% | -37.29% |
| Best Year | 368.19% | 49.87% |
| Worst Year | -10.94% | -41.96% |
| Avg. Up Day | 4.34% | 4.36% |
| Avg. Down Day | -2.83% | -3.24% |
| Avg. Up Week | 12.49% | 13.82% |
| Avg. Down Week | -4.9% | -7.65% |
| Avg. Up Month | 42.94% | 53.81% |
| Avg. Down Month | -7.26% | -15.49% |
| Win Days % | 49.38% | 50.93% |
| Win Month % | 66.67% | 45.16% |
| Win Week % | 55.71% | 44.12% |
| Win Quarter % | 90.0% | 45.45% |
| Win Year % | 75.0% | 50.0% |