| Metric | 5535334:algousd:triple_gx:lsma230_115_50 | 5535334:ALGOUSD |
|---|---|---|
| Time in Market | 27.0% | 99.0% |
| Cumulative Return | 267.98% | 11.17% |
| Max Drawdown | -35.6% | -69.62% |
| Sharpe | 2.05 | 0.6 |
| Sortino | 4.55 | 0.99 |
| Payoff Ratio | 1.56 | 1.43 |
| Profit Factor | 1.94 | 1.09 |
| Common Sense Ratio | 2.82 | 1.22 |
| CPC Index | 1.64 | 0.79 |
| Tail Ratio | 1.45 | 1.11 |
| Outlier Win Ratio | 17.3 | 4.2 |
| Outlier Loss Ratio | 2.84 | 2.7 |
| Volatility (ann.) | 72.9% | 106.06% |
| R^2 | 0.48 | 0.48 |
| Calmar | 7.01 | 0.15 |
| Skew | 3.97 | 1.31 |
| Kurtosis | 32.57 | 7.05 |
| Expected Daily % | 0.34% | 0.03% |
| Expected Monthly % | 10.54% | 0.82% |
| Expected Yearly % | 91.83% | 5.44% |
| Kelly Criterion | 25.17% | 15.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.87% | -8.96% |
| Expected Shortfall (cVaR) | -5.87% | -8.96% |
| Year | 5535334:ALGOUSD | 5535334:algousd:triple_gx:lsma230_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 91.53 | 267.98 | 2.93 | + |
| 2025 | -41.96 | 0.00 | -0.00 | + |
| Metric | 5535334:algousd:triple_gx:lsma230_115_50 | 5535334:ALGOUSD |
|---|---|---|
| MTD | 0.0% | -11.91% |
| 3M | 0.0% | -18.26% |
| 6M | 22.56% | -39.93% |
| YTD | 0.0% | -41.96% |
| 1Y | 267.98% | 2.16% |
| 3Y (ann.) | 249.54% | 10.7% |
| 5Y (ann.) | 249.54% | 10.7% |
| Metric | 5535334:algousd:triple_gx:lsma230_115_50 | 5535334:ALGOUSD |
|---|---|---|
| Max Drawdown | -35.6% | -69.62% |
| Longest DD Days | 174.0 | 174.0 |
| Avg. Drawdown | -9.98% | -16.1% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 7.53 | 0.16 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -35.60 | 174 |
| 2024-07-22 | 2024-10-29 | -12.04 | 99 |
| 2024-10-30 | 2024-11-08 | -11.79 | 9 |
| 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 |
| 2024-07-06 | 2024-07-09 | -8.89 | 3 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-11-20 | 2024-11-22 | -5.64 | 2 |
| 2024-07-17 | 2024-07-21 | -4.27 | 4 |
| Metric | 5535334:algousd:triple_gx:lsma230_115_50 | 5535334:ALGOUSD |
|---|---|---|
| Best Day | 36.61% | 36.61% |
| Worst Day | -16.15% | -18.26% |
| Best Week | 70.3% | 70.3% |
| Worst Week | -20.48% | -28.85% |
| Best Month | 288.79% | 288.79% |
| Worst Month | -10.95% | -37.29% |
| Best Year | 267.98% | 91.53% |
| Worst Year | 0.0% | -41.96% |
| Avg. Up Day | 5.85% | 5.85% |
| Avg. Down Day | -3.76% | -4.08% |
| Avg. Up Week | 24.52% | 27.3% |
| Avg. Down Week | -8.36% | -9.55% |
| Avg. Up Month | 288.79% | 288.79% |
| Avg. Down Month | -6.76% | -19.84% |
| Win Days % | 54.46% | 50.4% |
| Win Month % | 60.0% | 38.46% |
| Win Week % | 61.11% | 43.86% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |