| Metric | 7533791:zrxusd:triple_gx:lsma130_95_20 | 7533791:ZRXUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 196.87% | -65.06% |
| Max Drawdown | -60.16% | -86.75% |
| Sharpe | 0.79 | 0.26 |
| Sortino | 1.35 | 0.41 |
| Payoff Ratio | 1.16 | 1.01 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.29 | 0.9 |
| CPC Index | 0.69 | 0.54 |
| Tail Ratio | 1.07 | 0.87 |
| Outlier Win Ratio | 9.94 | 3.59 |
| Outlier Loss Ratio | 3.24 | 2.95 |
| Volatility (ann.) | 85.77% | 113.28% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.65 | -0.31 |
| Skew | 3.32 | 1.9 |
| Kurtosis | 43.06 | 17.94 |
| Expected Daily % | 0.09% | -0.09% |
| Expected Monthly % | 2.76% | -2.59% |
| Expected Yearly % | 31.26% | -23.12% |
| Kelly Criterion | 5.1% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.2% | -9.67% |
| Expected Shortfall (cVaR) | -7.2% | -9.67% |
| Year | 7533791:ZRXUSD | 7533791:zrxusd:triple_gx:lsma130_95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.21 | -43.52 | 0.56 | + |
| 2023 | 151.22 | 101.75 | 0.67 | - |
| 2024 | 22.68 | 160.27 | 7.07 | + |
| 2025 | -47.96 | 0.09 | -0.00 | + |
| Metric | 7533791:zrxusd:triple_gx:lsma130_95_20 | 7533791:ZRXUSD |
|---|---|---|
| MTD | -14.5% | -14.73% |
| 3M | 6.7% | -19.57% |
| 6M | -6.45% | -56.83% |
| YTD | 0.09% | -47.96% |
| 1Y | -0.54% | -53.94% |
| 3Y (ann.) | 73.19% | -17.86% |
| 5Y (ann.) | 38.89% | -27.2% |
| Metric | 7533791:zrxusd:triple_gx:lsma130_95_20 | 7533791:ZRXUSD |
|---|---|---|
| Max Drawdown | -60.16% | -86.75% |
| Longest DD Days | 586.0 | 693.0 |
| Avg. Drawdown | -28.38% | -34.28% |
| Avg. Drawdown Days | 197.0 | 171.0 |
| Recovery Factor | 3.27 | -0.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-11 | -60.16 | 586 |
| 2024-03-17 | 2025-05-31 | -56.62 | 440 |
| 2023-11-16 | 2024-03-06 | -29.57 | 111 |
| 2022-02-17 | 2022-04-03 | -21.24 | 45 |
| 2024-03-07 | 2024-03-08 | -2.49 | 1 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| Metric | 7533791:zrxusd:triple_gx:lsma130_95_20 | 7533791:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 164.31% | 100.18% |
| Worst Month | -22.23% | -44.13% |
| Best Year | 160.27% | 151.22% |
| Worst Year | -43.52% | -78.21% |
| Avg. Up Day | 4.51% | 4.53% |
| Avg. Down Day | -3.9% | -4.5% |
| Avg. Up Week | 13.24% | 15.33% |
| Avg. Down Week | -8.21% | -10.66% |
| Avg. Up Month | 39.24% | 39.88% |
| Avg. Down Month | -10.95% | -18.11% |
| Win Days % | 49.13% | 51.33% |
| Win Month % | 44.12% | 37.5% |
| Win Week % | 49.11% | 47.46% |
| Win Quarter % | 42.86% | 35.71% |
| Win Year % | 75.0% | 50.0% |