| Metric | 5356142:algousd:triple_gx:zlema200_60_55 | 5356142:ALGOUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 511.03% | -28.22% |
| Max Drawdown | -49.62% | -69.78% |
| Sharpe | 1.31 | 0.32 |
| Sortino | 2.43 | 0.49 |
| Payoff Ratio | 1.46 | 1.2 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | 1.68 | 1.08 |
| CPC Index | 0.98 | 0.64 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 14.99 | 3.86 |
| Outlier Loss Ratio | 3.66 | 2.94 |
| Volatility (ann.) | 60.17% | 90.67% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.71 | -0.15 |
| Skew | 3.04 | 0.88 |
| Kurtosis | 29.68 | 5.68 |
| Expected Daily % | 0.17% | -0.03% |
| Expected Monthly % | 5.16% | -0.92% |
| Expected Yearly % | 57.22% | -7.96% |
| Kelly Criterion | 10.73% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -7.73% |
| Expected Shortfall (cVaR) | -4.96% | -7.73% |
| Year | 5356142:ALGOUSD | 5356142:algousd:triple_gx:zlema200_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -21.98 | 0.17 | -0.01 | + |
| 2023 | 29.16 | 80.90 | 2.77 | + |
| 2024 | 49.87 | 308.52 | 6.19 | + |
| 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.) | 84.88% | -10.65% |
| 5Y (ann.) | 84.88% | -10.65% |
| Metric | 5356142:algousd:triple_gx:zlema200_60_55 | 5356142:ALGOUSD |
|---|---|---|
| Max Drawdown | -49.62% | -69.78% |
| Longest DD Days | 343.0 | 396.0 |
| Avg. Drawdown | -9.96% | -30.78% |
| Avg. Drawdown Days | 37.0 | 117.0 |
| Recovery Factor | 10.3 | -0.4 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -49.62 | 343 |
| 2024-03-14 | 2024-04-22 | -27.59 | 39 |
| 2023-02-16 | 2023-06-23 | -22.33 | 127 |
| 2024-04-25 | 2024-07-09 | -15.89 | 75 |
| 2023-11-13 | 2023-12-02 | -15.54 | 19 |
| 2023-12-23 | 2024-03-06 | -14.62 | 74 |
| 2023-06-26 | 2023-11-06 | -14.39 | 133 |
| 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 |
| 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 | -19.35% | -28.85% |
| Best Month | 263.58% | 288.79% |
| Worst Month | -28.57% | -37.29% |
| Best Year | 308.52% | 49.87% |
| Worst Year | -17.46% | -52.47% |
| Avg. Up Day | 4.39% | 4.41% |
| Avg. Down Day | -3.01% | -3.68% |
| Avg. Up Week | 14.07% | 16.83% |
| Avg. Down Week | -6.06% | -8.13% |
| Avg. Up Month | 47.25% | 61.53% |
| Avg. Down Month | -8.38% | -12.78% |
| Win Days % | 47.04% | 50.7% |
| Win Month % | 60.0% | 38.89% |
| Win Week % | 52.56% | 42.41% |
| Win Quarter % | 83.33% | 46.15% |
| Win Year % | 75.0% | 50.0% |