| Metric | 5355111:algousd:triple_gx:zlema210_70_50 | 5355111:ALGOUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 1,153.32% | -11.22% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 1.96 | 0.39 |
| Sortino | 3.9 | 0.61 |
| Payoff Ratio | 1.45 | 1.24 |
| Profit Factor | 1.7 | 1.06 |
| Common Sense Ratio | 2.41 | 1.12 |
| CPC Index | 1.3 | 0.67 |
| Tail Ratio | 1.42 | 1.06 |
| Outlier Win Ratio | 13.51 | 3.83 |
| Outlier Loss Ratio | 3.42 | 2.79 |
| Volatility (ann.) | 61.18% | 91.32% |
| R^2 | 0.46 | 0.46 |
| Calmar | 6.47 | -0.07 |
| Skew | 3.2 | 0.9 |
| Kurtosis | 30.39 | 6.19 |
| Expected Daily % | 0.28% | -0.01% |
| Expected Monthly % | 8.79% | -0.4% |
| Expected Yearly % | 88.16% | -2.93% |
| Kelly Criterion | 20.3% | 11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -7.76% |
| Expected Shortfall (cVaR) | -4.94% | -7.76% |
| Year | 5355111:ALGOUSD | 5355111:algousd:triple_gx:zlema210_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -20.98 | -8.51 | 0.41 | + |
| 2023 | 29.16 | 131.54 | 4.51 | + |
| 2024 | 49.87 | 491.62 | 9.86 | + |
| 2025 | -41.96 | 0.00 | -0.00 | + |
| Metric | 5355111:algousd:triple_gx:zlema210_70_50 | 5355111:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -11.91% |
| 3M | 0.0% | -18.26% |
| 6M | 32.5% | -39.93% |
| YTD | 0.0% | -41.96% |
| 1Y | 381.28% | 2.16% |
| 3Y (ann.) | 178.5% | -4.71% |
| 5Y (ann.) | 178.5% | -4.71% |
| Metric | 5355111:algousd:triple_gx:zlema210_70_50 | 5355111:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 174.0 | 396.0 |
| Avg. Drawdown | -9.17% | -30.66% |
| Avg. Drawdown Days | 29.0 | 98.0 |
| Recovery Factor | 41.81 | -0.16 |
| 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 |
| 2023-02-09 | 2023-02-20 | -15.97 | 11 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-06-26 | 2023-11-06 | -15.43 | 133 |
| 2024-08-25 | 2024-11-08 | -13.88 | 75 |
| 2022-12-18 | 2023-01-06 | -12.64 | 19 |
| 2023-03-30 | 2023-06-21 | -11.99 | 83 |
| 2023-12-23 | 2024-03-07 | -11.87 | 75 |
| Metric | 5355111:algousd:triple_gx:zlema210_70_50 | 5355111: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 | -8.51% | -37.29% |
| Best Year | 491.62% | 49.87% |
| Worst Year | -8.51% | -41.96% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -2.9% | -3.41% |
| Avg. Up Week | 15.01% | 15.71% |
| Avg. Down Week | -5.88% | -7.33% |
| Avg. Up Month | 51.12% | 57.75% |
| Avg. Down Month | -5.34% | -20.28% |
| Win Days % | 52.78% | 51.06% |
| Win Month % | 75.0% | 43.33% |
| Win Week % | 62.3% | 43.61% |
| Win Quarter % | 88.89% | 45.45% |
| Win Year % | 66.67% | 50.0% |