| Metric | 5356146:algousd:triple_gx:zlema215_60_55 | 5356146:ALGOUSD |
|---|---|---|
| Time in Market | 27.0% | 99.0% |
| Cumulative Return | 152.07% | -8.97% |
| Max Drawdown | -51.93% | -69.78% |
| Sharpe | 1.22 | 0.43 |
| Sortino | 2.46 | 0.68 |
| Payoff Ratio | 1.68 | 1.42 |
| Profit Factor | 1.48 | 1.07 |
| Common Sense Ratio | 1.7 | 1.16 |
| CPC Index | 1.11 | 0.75 |
| Tail Ratio | 1.14 | 1.09 |
| Outlier Win Ratio | 19.18 | 4.08 |
| Outlier Loss Ratio | 3.19 | 2.82 |
| Volatility (ann.) | 67.52% | 100.95% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.63 | -0.09 |
| Skew | 3.84 | 1.2 |
| Kurtosis | 33.91 | 6.45 |
| Expected Daily % | 0.17% | -0.02% |
| Expected Monthly % | 4.99% | -0.49% |
| Expected Yearly % | 58.77% | -4.59% |
| Kelly Criterion | 11.35% | 14.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -8.57% |
| Expected Shortfall (cVaR) | -5.59% | -8.57% |
| Year | 5356146:ALGOUSD | 5356146:algousd:triple_gx:zlema215_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 220.07 | 2.40 | + |
| 2025 | -52.47 | -21.25 | 0.40 | + |
| Metric | 5356146:algousd:triple_gx:zlema215_60_55 | 5356146:ALGOUSD |
|---|---|---|
| MTD | -11.48% | -10.54% |
| 3M | -28.27% | -37.59% |
| 6M | -21.25% | -28.88% |
| YTD | -21.25% | -52.47% |
| 1Y | 34.5% | -14.54% |
| 3Y (ann.) | 84.9% | -6.05% |
| 5Y (ann.) | 84.9% | -6.05% |
| Metric | 5356146:algousd:triple_gx:zlema215_60_55 | 5356146:ALGOUSD |
|---|---|---|
| Max Drawdown | -51.93% | -69.78% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -10.24% | -16.11% |
| Avg. Drawdown Days | 38.0 | 53.0 |
| Recovery Factor | 2.93 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -51.93 | 343 |
| 2024-08-25 | 2024-11-09 | -13.89 | 76 |
| 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 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-08-09 | 2024-08-19 | -5.65 | 10 |
| 2024-07-29 | 2024-08-08 | -5.64 | 10 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-11-27 | 2024-11-28 | -1.40 | 1 |
| Metric | 5356146:algousd:triple_gx:zlema215_60_55 | 5356146: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 | 288.43% | 288.79% |
| Worst Month | -28.57% | -37.29% |
| Best Year | 220.07% | 91.53% |
| Worst Year | -21.25% | -52.47% |
| Avg. Up Day | 5.96% | 5.98% |
| Avg. Down Day | -3.55% | -4.21% |
| Avg. Up Week | 21.05% | 22.23% |
| Avg. Down Week | -7.65% | -9.58% |
| Avg. Up Month | 153.16% | 160.19% |
| Avg. Down Month | -11.14% | -12.38% |
| Win Days % | 44.44% | 49.82% |
| Win Month % | 40.0% | 31.58% |
| Win Week % | 45.16% | 40.74% |
| Win Quarter % | 60.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |