| Metric | configs_sql/hl_close/c/zrxusd/uniq_fwd_ | ZRXUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 4.81% | -57.13% |
| Max Drawdown | -43.04% | -72.35% |
| Sharpe | 0.38 | -0.4 |
| Sortino | 0.62 | -0.59 |
| Payoff Ratio | 1.13 | 0.95 |
| Profit Factor | 1.09 | 0.94 |
| Common Sense Ratio | 1.12 | 0.8 |
| CPC Index | 0.6 | 0.46 |
| Tail Ratio | 1.03 | 0.84 |
| Outlier Win Ratio | 10.19 | 3.35 |
| Outlier Loss Ratio | 5.44 | 2.34 |
| Volatility (ann.) | 60.95% | 103.46% |
| R^2 | 0.58 | 0.58 |
| Calmar | 0.13 | -0.85 |
| Skew | 1.88 | 0.7 |
| Kurtosis | 24.85 | 4.23 |
| Expected Daily % | 0.01% | -0.26% |
| Expected Monthly % | 0.39% | -6.82% |
| Expected Yearly % | 2.38% | -34.53% |
| Kelly Criterion | 3.01% | -1.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -9.02% |
| Expected Shortfall (cVaR) | -5.18% | -9.02% |
| Year | ZRXUSD | configs_sql/hl_close/c/zrxusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 7.61 | -0.91 | + |
| 2025 | -53.21 | -2.60 | 0.05 | + |
| Metric | configs_sql/hl_close/c/zrxusd/uniq_fwd_ | ZRXUSD |
|---|---|---|
| MTD | 0.22% | -11.82% |
| 3M | -2.6% | -60.16% |
| 6M | 23.02% | -31.17% |
| YTD | -2.6% | -53.21% |
| 1Y | 4.81% | -57.13% |
| 3Y (ann.) | 5.41% | -61.27% |
| 5Y (ann.) | 5.41% | -61.27% |
| Metric | configs_sql/hl_close/c/zrxusd/uniq_fwd_ | ZRXUSD |
|---|---|---|
| Max Drawdown | -43.04% | -72.35% |
| Longest DD Days | 119.0 | 191.0 |
| Avg. Drawdown | -14.78% | -35.06% |
| Avg. Drawdown Days | 44.0 | 79.0 |
| Recovery Factor | 0.11 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-07 | -43.04 | 119 |
| 2024-07-27 | 2024-11-18 | -23.53 | 114 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-05-22 | 2024-07-26 | -6.22 | 65 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-12-05 | 2024-12-06 | -2.42 | 1 |
| Metric | configs_sql/hl_close/c/zrxusd/uniq_fwd_ | ZRXUSD |
|---|---|---|
| Best Day | 25.83% | 29.2% |
| Worst Day | -20.15% | -20.15% |
| Best Week | 26.27% | 31.86% |
| Worst Week | -25.44% | -28.63% |
| Best Month | 61.59% | 84.05% |
| Worst Month | -23.1% | -29.21% |
| Best Year | 7.61% | -8.38% |
| Worst Year | -2.6% | -53.21% |
| Avg. Up Day | 2.06% | 3.95% |
| Avg. Down Day | -1.83% | -4.14% |
| Avg. Up Week | 6.84% | 12.73% |
| Avg. Down Week | -4.04% | -10.5% |
| Avg. Up Month | 61.59% | 84.05% |
| Avg. Down Month | -5.54% | -17.75% |
| Win Days % | 48.59% | 50.61% |
| Win Month % | 18.18% | 25.0% |
| Win Week % | 46.34% | 40.82% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |