| Metric | 5355103:algousd:triple_gx:zlema200_70_50 | 5355103:ALGOUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 1,059.72% | -12.35% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 1.95 | 0.39 |
| Sortino | 4.02 | 0.59 |
| Payoff Ratio | 1.52 | 1.25 |
| Profit Factor | 1.75 | 1.06 |
| Common Sense Ratio | 2.47 | 1.12 |
| CPC Index | 1.37 | 0.68 |
| Tail Ratio | 1.41 | 1.06 |
| Outlier Win Ratio | 14.79 | 3.84 |
| Outlier Loss Ratio | 3.4 | 2.67 |
| Volatility (ann.) | 59.16% | 91.09% |
| R^2 | 0.43 | 0.43 |
| Calmar | 6.1 | -0.07 |
| Skew | 3.61 | 0.91 |
| Kurtosis | 34.49 | 6.23 |
| Expected Daily % | 0.27% | -0.01% |
| Expected Monthly % | 8.51% | -0.44% |
| Expected Yearly % | 84.54% | -3.24% |
| Kelly Criterion | 19.79% | 11.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.78% | -7.75% |
| Expected Shortfall (cVaR) | -4.78% | -7.75% |
| Year | 5355103:ALGOUSD | 5355103:algousd:triple_gx:zlema200_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -21.98 | -1.15 | 0.05 | + |
| 2023 | 29.16 | 130.26 | 4.47 | + |
| 2024 | 49.87 | 409.54 | 8.21 | + |
| 2025 | -41.96 | 0.00 | -0.00 | + |
| Metric | 5355103:algousd:triple_gx:zlema200_70_50 | 5355103:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -11.91% |
| 3M | 0.0% | -18.26% |
| 6M | 32.5% | -39.93% |
| YTD | 0.0% | -41.96% |
| 1Y | 314.51% | 2.16% |
| 3Y (ann.) | 168.41% | -5.17% |
| 5Y (ann.) | 168.41% | -5.17% |
| Metric | 5355103:algousd:triple_gx:zlema200_70_50 | 5355103:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -7.98% | -30.76% |
| Avg. Drawdown Days | 28.0 | 98.0 |
| Recovery Factor | 38.41 | -0.18 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-12-08 | 2025-05-31 | -18.19 | 174 |
| 2024-07-10 | 2024-08-21 | -16.60 | 42 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-06-26 | 2023-11-06 | -14.70 | 133 |
| 2024-08-25 | 2024-11-08 | -13.88 | 75 |
| 2023-12-23 | 2024-03-07 | -11.87 | 75 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| Metric | 5355103:algousd:triple_gx:zlema200_70_50 | 5355103: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 | 305.86% | 288.79% |
| Worst Month | -5.68% | -37.29% |
| Best Year | 409.54% | 49.87% |
| Worst Year | -1.15% | -41.96% |
| Avg. Up Day | 4.35% | 4.37% |
| Avg. Down Day | -2.87% | -3.5% |
| Avg. Up Week | 15.16% | 16.07% |
| Avg. Down Week | -5.68% | -6.91% |
| Avg. Up Month | 50.82% | 57.75% |
| Avg. Down Month | -3.62% | -17.63% |
| Win Days % | 51.68% | 51.11% |
| Win Month % | 70.0% | 43.33% |
| Win Week % | 61.4% | 44.03% |
| Win Quarter % | 88.89% | 45.45% |
| Win Year % | 66.67% | 50.0% |