| Metric | 5525414:algousd:triple_gx:lsma155_60_30 | 5525414:ALGOUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 2,086.45% | -2.81% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 2.22 | 0.44 |
| Sortino | 4.65 | 0.69 |
| Payoff Ratio | 1.49 | 1.25 |
| Profit Factor | 1.8 | 1.07 |
| Common Sense Ratio | 2.79 | 1.18 |
| CPC Index | 1.41 | 0.67 |
| Tail Ratio | 1.55 | 1.1 |
| Outlier Win Ratio | 12.88 | 3.95 |
| Outlier Loss Ratio | 3.44 | 2.79 |
| Volatility (ann.) | 64.14% | 92.49% |
| R^2 | 0.49 | 0.49 |
| Calmar | 8.8 | -0.02 |
| Skew | 3.22 | 0.97 |
| Kurtosis | 25.81 | 6.01 |
| Expected Daily % | 0.34% | -0.0% |
| Expected Monthly % | 10.46% | -0.09% |
| Expected Yearly % | 179.63% | -0.95% |
| Kelly Criterion | 20.83% | 10.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -7.85% |
| Expected Shortfall (cVaR) | -5.13% | -7.85% |
| Year | 5525414:ALGOUSD | 5525414:algousd:triple_gx:lsma155_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | -11.22 | 85.87 | -7.65 | + |
| 2024 | 49.87 | 643.42 | 12.90 | + |
| 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.) | 242.78% | -1.13% |
| 5Y (ann.) | 242.78% | -1.13% |
| Metric | 5525414:algousd:triple_gx:lsma155_60_30 | 5525414:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 117.0 | 396.0 |
| Avg. Drawdown | -7.68% | -44.42% |
| Avg. Drawdown Days | 21.0 | 180.0 |
| Recovery Factor | 75.63 | -0.04 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-07-09 | -27.59 | 117 |
| 2025-07-18 | 2025-08-03 | -26.14 | 16 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2023-03-30 | 2023-06-23 | -15.24 | 85 |
| 2025-05-14 | 2025-06-24 | -12.58 | 41 |
| 2023-12-23 | 2024-03-02 | -12.43 | 70 |
| 2023-03-18 | 2023-03-29 | -11.86 | 11 |
| 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 | 5525414:algousd:triple_gx:lsma155_60_30 | 5525414:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -12.67% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -19.35% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -9.92% | -37.29% |
| Best Year | 643.42% | 49.87% |
| Worst Year | 58.24% | -26.95% |
| Avg. Up Day | 4.44% | 4.45% |
| Avg. Down Day | -2.98% | -3.55% |
| Avg. Up Week | 13.26% | 15.72% |
| Avg. Down Week | -4.67% | -7.45% |
| Avg. Up Month | 42.29% | 51.66% |
| Avg. Down Month | -4.53% | -14.09% |
| Win Days % | 52.62% | 50.33% |
| Win Month % | 76.92% | 38.71% |
| Win Week % | 63.38% | 41.79% |
| Win Quarter % | 100.0% | 45.45% |
| Win Year % | 100.0% | 33.33% |