| Metric | 5527289:algousd:triple_gx:lsma185_45_35 | 5527289:ALGOUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 869.68% | -16.82% |
| Max Drawdown | -27.59% | -69.62% |
| Sharpe | 1.96 | 0.36 |
| Sortino | 4.15 | 0.56 |
| Payoff Ratio | 1.55 | 1.32 |
| Profit Factor | 1.76 | 1.06 |
| Common Sense Ratio | 2.49 | 1.17 |
| CPC Index | 1.39 | 0.7 |
| Tail Ratio | 1.42 | 1.11 |
| Outlier Win Ratio | 14.7 | 3.85 |
| Outlier Loss Ratio | 3.48 | 2.7 |
| Volatility (ann.) | 60.34% | 92.41% |
| R^2 | 0.43 | 0.43 |
| Calmar | 6.34 | -0.11 |
| Skew | 3.8 | 0.99 |
| Kurtosis | 34.35 | 6.43 |
| Expected Daily % | 0.28% | -0.02% |
| Expected Monthly % | 8.78% | -0.68% |
| Expected Yearly % | 113.24% | -5.96% |
| Kelly Criterion | 19.56% | 13.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.86% |
| Expected Shortfall (cVaR) | -4.87% | -7.86% |
| Year | 5527289:ALGOUSD | 5527289:algousd:triple_gx:lsma185_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | -4.38 | 55.33 | -12.64 | + |
| 2024 | 49.87 | 600.65 | 12.05 | + |
| 2025 | -41.96 | -10.90 | 0.26 | + |
| Metric | 5527289:algousd:triple_gx:lsma185_45_35 | 5527289:ALGOUSD |
|---|---|---|
| MTD | -9.04% | -11.91% |
| 3M | -7.5% | -18.26% |
| 6M | 40.46% | -39.93% |
| YTD | -10.9% | -41.96% |
| 1Y | 398.97% | 2.16% |
| 3Y (ann.) | 174.9% | -7.87% |
| 5Y (ann.) | 174.9% | -7.87% |
| Metric | 5527289:algousd:triple_gx:lsma185_45_35 | 5527289:ALGOUSD |
|---|---|---|
| Max Drawdown | -27.59% | -69.62% |
| Longest DD Days | 160.0 | 267.0 |
| Avg. Drawdown | -7.67% | -34.38% |
| Avg. Drawdown Days | 25.0 | 100.0 |
| Recovery Factor | 31.52 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2024-08-21 | -27.59 | 160 |
| 2023-03-30 | 2023-06-23 | -16.26 | 85 |
| 2023-11-13 | 2023-12-21 | -15.54 | 38 |
| 2025-02-04 | 2025-05-31 | -12.72 | 116 |
| 2024-11-24 | 2024-11-26 | -11.77 | 2 |
| 2024-12-04 | 2024-12-07 | -11.08 | 3 |
| 2023-06-26 | 2023-10-01 | -10.99 | 97 |
| 2023-03-22 | 2023-03-29 | -10.63 | 7 |
| 2023-10-09 | 2023-11-05 | -9.05 | 27 |
| 2024-11-12 | 2024-11-15 | -8.97 | 3 |
| Metric | 5527289:algousd:triple_gx:lsma185_45_35 | 5527289:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -12.67% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -19.5% | -28.85% |
| Best Month | 288.43% | 288.79% |
| Worst Month | -9.04% | -37.29% |
| Best Year | 600.65% | 49.87% |
| Worst Year | -10.9% | -41.96% |
| Avg. Up Day | 4.44% | 4.45% |
| Avg. Down Day | -2.86% | -3.38% |
| Avg. Up Week | 13.95% | 16.29% |
| Avg. Down Week | -4.29% | -7.54% |
| Avg. Up Month | 44.19% | 56.49% |
| Avg. Down Month | -3.66% | -18.89% |
| Win Days % | 51.1% | 50.62% |
| Win Month % | 72.73% | 40.74% |
| Win Week % | 58.18% | 42.5% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 66.67% | 33.33% |