| Metric | 5356146:algousd:triple_gx:zlema215_60_55 | 5356146:ALGOUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 459.52% | -24.43% |
| Max Drawdown | -51.93% | -69.78% |
| Sharpe | 1.29 | 0.34 |
| Sortino | 2.44 | 0.52 |
| Payoff Ratio | 1.56 | 1.27 |
| Profit Factor | 1.49 | 1.05 |
| Common Sense Ratio | 2.01 | 1.09 |
| CPC Index | 1.08 | 0.68 |
| Tail Ratio | 1.35 | 1.03 |
| Outlier Win Ratio | 17.82 | 3.83 |
| Outlier Loss Ratio | 3.46 | 2.94 |
| Volatility (ann.) | 57.83% | 90.93% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.54 | -0.13 |
| Skew | 3.34 | 0.88 |
| Kurtosis | 34.59 | 5.64 |
| Expected Daily % | 0.16% | -0.03% |
| Expected Monthly % | 4.9% | -0.78% |
| Expected Yearly % | 53.8% | -6.76% |
| Kelly Criterion | 12.33% | 11.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.77% | -7.74% |
| Expected Shortfall (cVaR) | -4.77% | -7.74% |
| Year | 5356146:ALGOUSD | 5356146:algousd:triple_gx:zlema215_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -17.86 | 0.00 | -0.00 | + |
| 2023 | 29.16 | 64.47 | 2.21 | + |
| 2024 | 49.87 | 331.98 | 6.66 | + |
| 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.) | 80.22% | -9.14% |
| 5Y (ann.) | 80.22% | -9.14% |
| Metric | 5356146:algousd:triple_gx:zlema215_60_55 | 5356146:ALGOUSD |
|---|---|---|
| Max Drawdown | -51.93% | -69.78% |
| Longest DD Days | 343.0 | 396.0 |
| Avg. Drawdown | -9.62% | -30.14% |
| Avg. Drawdown Days | 34.0 | 116.0 |
| Recovery Factor | 8.85 | -0.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -51.93 | 343 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 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 |
| 2024-08-25 | 2024-11-09 | -13.89 | 76 |
| 2023-06-26 | 2023-11-06 | -13.41 | 133 |
| 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 |
| 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 | -19.35% | -28.85% |
| Best Month | 288.43% | 288.79% |
| Worst Month | -28.57% | -37.29% |
| Best Year | 331.98% | 49.87% |
| Worst Year | -21.25% | -52.47% |
| Avg. Up Day | 4.91% | 4.94% |
| Avg. Down Day | -3.15% | -3.88% |
| Avg. Up Week | 15.72% | 17.97% |
| Avg. Down Week | -6.79% | -8.59% |
| Avg. Up Month | 63.4% | 73.61% |
| Avg. Down Month | -11.14% | -12.38% |
| Win Days % | 46.58% | 50.71% |
| Win Month % | 63.16% | 38.89% |
| Win Week % | 54.84% | 42.04% |
| Win Quarter % | 80.0% | 46.15% |
| Win Year % | 66.67% | 50.0% |