| Metric | algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | ALGOUSD |
|---|---|---|
| Time in Market | 48.0% | 91.0% |
| Cumulative Return | 55.18% | -26.95% |
| Max Drawdown | -25.18% | -70.37% |
| Sharpe | 0.06 | 0.0 |
| Sortino | 0.07 | 0.01 |
| Payoff Ratio | 0.0 | 0.85 |
| Profit Factor | 2.09 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.43 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 836.71 | 2.18 |
| Outlier Loss Ratio | 0.47 | 1.74 |
| Volatility (ann.) | 0.76% | 2.99% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.5 | -0.52 |
| Skew | -253.9 | 0.15 |
| Kurtosis | 106666.82 | 45.0 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 5.0% | -3.43% |
| Expected Yearly % | 55.18% | -26.95% |
| Kelly Criterion | 52.09% | -8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.26% |
| Expected Shortfall (cVaR) | -0.07% | -0.26% |
| Year | ALGOUSD | algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -26.95 | 55.18 | -2.05 | + |
| Metric | algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | ALGOUSD |
|---|---|---|
| MTD | -2.48% | 5.39% |
| 3M | 26.19% | 35.14% |
| 6M | 14.2% | 24.72% |
| YTD | 55.18% | -26.95% |
| 1Y | 55.18% | -26.95% |
| 3Y (ann.) | 88.03% | -36.32% |
| 5Y (ann.) | 88.03% | -36.32% |
| Metric | algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | ALGOUSD |
|---|---|---|
| Max Drawdown | -25.18% | -70.37% |
| Longest DD Days | 115.0 | 238.0 |
| Avg. Drawdown | -1.08% | -1.98% |
| Avg. Drawdown Days | 4.0 | 2.0 |
| Recovery Factor | 2.19 | -0.38 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-03 | 2025-08-27 | -25.18 | 115 |
| 2025-08-31 | 2025-09-12 | -4.81 | 12 |
| 2025-01-05 | 2025-01-05 | -0.16 | 0 |
| 2025-01-09 | 2025-01-10 | -0.15 | 1 |
| 2025-01-13 | 2025-01-13 | -0.15 | 0 |
| 2025-01-17 | 2025-01-17 | -0.15 | 0 |
| 2025-01-21 | 2025-01-21 | -0.14 | 0 |
| 2025-01-25 | 2025-01-25 | -0.14 | 0 |
| 2025-01-29 | 2025-01-29 | -0.14 | 0 |
| 2025-02-02 | 2025-02-02 | -0.14 | 0 |
| Metric | algousd_div_0.25_tpm:0.01__tp__tep:1.0_ | ALGOUSD |
|---|---|---|
| Best Day | 2.64% | 6.85% |
| Worst Day | -17.34% | -6.9% |
| Best Week | 4.83% | 34.59% |
| Worst Week | -15.67% | -28.85% |
| Best Month | 16.85% | 31.58% |
| Worst Month | -25.18% | -37.29% |
| Best Year | 55.18% | -26.95% |
| Worst Year | 55.18% | -26.95% |
| Avg. Up Day | 0.0% | 0.12% |
| Avg. Down Day | -0.9% | -0.14% |
| Avg. Up Week | 2.6% | 14.01% |
| Avg. Down Week | -8.39% | -6.56% |
| Avg. Up Month | 13.29% | 22.43% |
| Avg. Down Month | -25.18% | -11.91% |
| Win Days % | 99.94% | 50.14% |
| Win Month % | 77.78% | 44.44% |
| Win Week % | 89.19% | 37.84% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 0.0% |