| Metric | 5356142:algousd:triple_gx:zlema200_60_55 | 5356142:ALGOUSD |
|---|---|---|
| Time in Market | 27.0% | 99.0% |
| Cumulative Return | 139.56% | -8.97% |
| Max Drawdown | -49.62% | -69.78% |
| Sharpe | 1.17 | 0.43 |
| Sortino | 2.35 | 0.68 |
| Payoff Ratio | 1.64 | 1.42 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | 1.58 | 1.16 |
| CPC Index | 1.07 | 0.76 |
| Tail Ratio | 1.08 | 1.09 |
| Outlier Win Ratio | 19.18 | 4.08 |
| Outlier Loss Ratio | 3.13 | 2.82 |
| Volatility (ann.) | 67.49% | 100.95% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.59 | -0.09 |
| Skew | 3.84 | 1.2 |
| Kurtosis | 33.99 | 6.45 |
| Expected Daily % | 0.16% | -0.02% |
| Expected Monthly % | 4.71% | -0.49% |
| Expected Yearly % | 54.78% | -4.59% |
| Kelly Criterion | 11.22% | 14.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -8.57% |
| Expected Shortfall (cVaR) | -5.59% | -8.57% |
| Year | 5356142:ALGOUSD | 5356142:algousd:triple_gx:zlema200_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 190.23 | 2.08 | + |
| 2025 | -52.47 | -17.46 | 0.33 | + |
| Metric | 5356142:algousd:triple_gx:zlema200_60_55 | 5356142:ALGOUSD |
|---|---|---|
| MTD | -11.48% | -10.54% |
| 3M | -24.82% | -37.59% |
| 6M | -17.46% | -28.88% |
| YTD | -17.46% | -52.47% |
| 1Y | 40.97% | -14.54% |
| 3Y (ann.) | 78.75% | -6.05% |
| 5Y (ann.) | 78.75% | -6.05% |
| Metric | 5356142:algousd:triple_gx:zlema200_60_55 | 5356142:ALGOUSD |
|---|---|---|
| Max Drawdown | -49.62% | -69.78% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -10.3% | -16.11% |
| Avg. Drawdown Days | 38.0 | 53.0 |
| Recovery Factor | 2.81 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -49.62 | 343 |
| 2024-08-25 | 2024-11-10 | -13.88 | 77 |
| 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 |
| 2024-07-23 | 2024-08-08 | -8.60 | 16 |
| 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 |
| 2024-11-27 | 2024-11-28 | -1.40 | 1 |
| Metric | 5356142:algousd:triple_gx:zlema200_60_55 | 5356142:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -18.06% | -28.85% |
| Best Month | 263.58% | 288.79% |
| Worst Month | -28.57% | -37.29% |
| Best Year | 190.23% | 91.53% |
| Worst Year | -17.46% | -52.47% |
| Avg. Up Day | 5.87% | 5.88% |
| Avg. Down Day | -3.57% | -4.13% |
| Avg. Up Week | 22.28% | 24.21% |
| Avg. Down Week | -8.13% | -10.26% |
| Avg. Up Month | 140.73% | 160.19% |
| Avg. Down Month | -12.51% | -11.88% |
| Win Days % | 44.83% | 49.82% |
| Win Month % | 44.44% | 31.58% |
| Win Week % | 44.83% | 40.74% |
| Win Quarter % | 60.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |