| Metric | 5356171:algousd:triple_gx:zlema230_60_55 | 5356171:ALGOUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 479.46% | -7.68% |
| Max Drawdown | -46.27% | -69.78% |
| Sharpe | 1.32 | 0.41 |
| Sortino | 2.49 | 0.64 |
| Payoff Ratio | 1.44 | 1.25 |
| Profit Factor | 1.51 | 1.06 |
| Common Sense Ratio | 2.04 | 1.13 |
| CPC Index | 1.06 | 0.68 |
| Tail Ratio | 1.35 | 1.06 |
| Outlier Win Ratio | 18.46 | 3.83 |
| Outlier Loss Ratio | 3.08 | 2.92 |
| Volatility (ann.) | 57.74% | 90.71% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.8 | -0.04 |
| Skew | 3.36 | 0.9 |
| Kurtosis | 35.04 | 5.72 |
| Expected Daily % | 0.17% | -0.01% |
| Expected Monthly % | 5.0% | -0.22% |
| Expected Yearly % | 55.15% | -1.98% |
| Kelly Criterion | 13.31% | 11.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.76% | -7.71% |
| Expected Shortfall (cVaR) | -4.76% | -7.71% |
| Year | 5356171:ALGOUSD | 5356171:algousd:triple_gx:zlema230_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 0.35 | 0.00 | 0.00 | - |
| 2023 | 29.16 | 56.18 | 1.93 | + |
| 2024 | 49.87 | 321.47 | 6.45 | + |
| 2025 | -52.47 | -11.97 | 0.23 | + |
| Metric | 5356171:algousd:triple_gx:zlema230_60_55 | 5356171:ALGOUSD |
|---|---|---|
| MTD | -11.48% | -10.54% |
| 3M | -24.82% | -37.59% |
| 6M | -11.97% | -28.88% |
| YTD | -11.97% | -52.47% |
| 1Y | 50.34% | -14.54% |
| 3Y (ann.) | 83.12% | -2.71% |
| 5Y (ann.) | 83.12% | -2.71% |
| Metric | 5356171:algousd:triple_gx:zlema230_60_55 | 5356171:ALGOUSD |
|---|---|---|
| Max Drawdown | -46.27% | -69.78% |
| Longest DD Days | 343.0 | 396.0 |
| Avg. Drawdown | -9.51% | -25.56% |
| Avg. Drawdown Days | 36.0 | 103.0 |
| Recovery Factor | 10.36 | -0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-11-16 | -46.27 | 343 |
| 2024-03-14 | 2024-04-24 | -27.59 | 41 |
| 2024-04-25 | 2024-08-08 | -15.89 | 105 |
| 2023-11-13 | 2023-12-02 | -15.54 | 19 |
| 2023-12-23 | 2024-03-06 | -14.62 | 74 |
| 2024-08-25 | 2024-11-09 | -13.88 | 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 | 5356171:algousd:triple_gx:zlema230_60_55 | 5356171: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 | 321.47% | 49.87% |
| Worst Year | -11.97% | -52.47% |
| Avg. Up Day | 5.04% | 5.06% |
| Avg. Down Day | -3.5% | -4.04% |
| Avg. Up Week | 17.55% | 19.86% |
| Avg. Down Week | -7.43% | -9.02% |
| Avg. Up Month | 63.0% | 73.61% |
| Avg. Down Month | -11.35% | -13.01% |
| Win Days % | 48.87% | 50.76% |
| Win Month % | 68.75% | 41.67% |
| Win Week % | 53.7% | 42.31% |
| Win Quarter % | 77.78% | 53.85% |
| Win Year % | 66.67% | 75.0% |