| Metric | 5525414:algousd:triple_gx:lsma155_60_30 | 5525414:ALGOUSD |
|---|---|---|
| Time in Market | 37.0% | 99.0% |
| Cumulative Return | 810.83% | 39.91% |
| Max Drawdown | -26.14% | -69.62% |
| Sharpe | 2.83 | 0.77 |
| Sortino | 7.38 | 1.26 |
| Payoff Ratio | 1.74 | 1.49 |
| Profit Factor | 2.34 | 1.12 |
| Common Sense Ratio | 3.8 | 1.25 |
| CPC Index | 2.22 | 0.84 |
| Tail Ratio | 1.63 | 1.12 |
| Outlier Win Ratio | 15.13 | 4.48 |
| Outlier Loss Ratio | 3.63 | 2.52 |
| Volatility (ann.) | 72.5% | 104.82% |
| R^2 | 0.49 | 0.49 |
| Calmar | 19.7 | 0.46 |
| Skew | 4.15 | 1.28 |
| Kurtosis | 29.33 | 6.6 |
| Expected Daily % | 0.5% | 0.08% |
| Expected Monthly % | 14.81% | 2.12% |
| Expected Yearly % | 201.8% | 18.28% |
| Kelly Criterion | 28.59% | 16.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.68% | -8.8% |
| Expected Shortfall (cVaR) | -5.68% | -8.8% |
| Year | 5525414:ALGOUSD | 5525414:algousd:triple_gx:lsma155_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 475.61 | 5.20 | + |
| 2025 | -26.95 | 58.24 | -2.16 | + |
| Metric | 5525414:algousd:triple_gx:lsma155_60_30 | 5525414:ALGOUSD |
|---|---|---|
| MTD | -6.91% | -0.04% |
| 3M | 12.09% | 13.11% |
| 6M | 58.24% | -35.68% |
| YTD | 58.24% | -26.95% |
| 1Y | 680.13% | 96.2% |
| 3Y (ann.) | 514.79% | 31.79% |
| 5Y (ann.) | 514.79% | 31.79% |
| Metric | 5525414:algousd:triple_gx:lsma155_60_30 | 5525414:ALGOUSD |
|---|---|---|
| Max Drawdown | -26.14% | -69.62% |
| Longest DD Days | 96.0 | 238.0 |
| Avg. Drawdown | -5.59% | -16.1% |
| Avg. Drawdown Days | 11.0 | 43.0 |
| Recovery Factor | 31.02 | 0.57 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-18 | 2025-08-03 | -26.14 | 16 |
| 2025-05-14 | 2025-06-24 | -12.58 | 41 |
| 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 |
| 2025-06-30 | 2025-07-13 | -8.02 | 13 |
| 2025-04-07 | 2025-04-09 | -7.31 | 2 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2025-04-13 | 2025-04-19 | -6.01 | 6 |
| 2025-06-25 | 2025-06-29 | -5.89 | 4 |
| Metric | 5525414:algousd:triple_gx:lsma155_60_30 | 5525414:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -9.84% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -9.16% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -9.92% | -37.29% |
| Best Year | 475.61% | 91.53% |
| Worst Year | 58.24% | -26.95% |
| Avg. Up Day | 4.97% | 4.99% |
| Avg. Down Day | -2.86% | -3.36% |
| Avg. Up Week | 16.64% | 19.4% |
| Avg. Down Week | -4.22% | -8.18% |
| Avg. Up Month | 87.54% | 87.87% |
| Avg. Down Month | -5.67% | -8.94% |
| Win Days % | 54.66% | 50.34% |
| Win Month % | 76.92% | 37.5% |
| Win Week % | 71.88% | 42.42% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |