| Metric | 5535334:algousd:triple_gx:lsma230_115_50 | 5535334:ALGOUSD |
|---|---|---|
| Time in Market | 38.0% | 99.0% |
| Cumulative Return | 845.41% | -12.27% |
| Max Drawdown | -35.6% | -69.62% |
| Sharpe | 1.92 | 0.39 |
| Sortino | 3.71 | 0.6 |
| Payoff Ratio | 1.36 | 1.18 |
| Profit Factor | 1.64 | 1.06 |
| Common Sense Ratio | 2.54 | 1.17 |
| CPC Index | 1.2 | 0.63 |
| Tail Ratio | 1.55 | 1.11 |
| Outlier Win Ratio | 12.36 | 3.87 |
| Outlier Loss Ratio | 3.23 | 2.93 |
| Volatility (ann.) | 65.69% | 92.74% |
| R^2 | 0.51 | 0.51 |
| Calmar | 5.28 | -0.09 |
| Skew | 2.88 | 0.99 |
| Kurtosis | 25.97 | 6.6 |
| Expected Daily % | 0.29% | -0.02% |
| Expected Monthly % | 9.02% | -0.5% |
| Expected Yearly % | 111.45% | -4.27% |
| Kelly Criterion | 19.49% | 8.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -7.89% |
| Expected Shortfall (cVaR) | -5.31% | -7.89% |
| Year | 5535334:ALGOUSD | 5535334:algousd:triple_gx:lsma230_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 0.86 | 149.77 | 174.12 | + |
| 2024 | 49.87 | 278.51 | 5.59 | + |
| 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.) | 188.06% | -5.98% |
| 5Y (ann.) | 188.06% | -5.98% |
| Metric | 5535334:algousd:triple_gx:lsma230_115_50 | 5535334:ALGOUSD |
|---|---|---|
| Max Drawdown | -35.6% | -69.62% |
| Longest DD Days | 241.0 | 259.0 |
| Avg. Drawdown | -8.52% | -36.26% |
| Avg. Drawdown Days | 31.0 | 108.0 |
| Recovery Factor | 23.75 | -0.18 |
| Ulcer Index | inf | 1.3 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-31 | -35.60 | 174 |
| 2024-03-14 | 2024-11-10 | -28.81 | 241 |
| 2023-06-26 | 2023-10-28 | -22.90 | 124 |
| 2023-11-13 | 2023-12-02 | -15.54 | 19 |
| 2023-12-15 | 2024-03-06 | -13.41 | 82 |
| 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 |
| 2024-11-17 | 2024-11-18 | -6.61 | 1 |
| 2024-03-08 | 2024-03-11 | -6.07 | 3 |
| 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 | 278.51% | 49.87% |
| Worst Year | 0.0% | -41.96% |
| Avg. Up Day | 4.38% | 4.39% |
| Avg. Down Day | -3.21% | -3.72% |
| Avg. Up Week | 14.08% | 15.87% |
| Avg. Down Week | -7.71% | -8.37% |
| Avg. Up Month | 67.74% | 70.14% |
| Avg. Down Month | -5.98% | -22.36% |
| Win Days % | 53.58% | 50.59% |
| Win Month % | 64.29% | 42.31% |
| Win Week % | 66.67% | 42.11% |
| Win Quarter % | 85.71% | 44.44% |
| Win Year % | 100.0% | 66.67% |