| Metric | 7534076:zrxusd:triple_gx:lsma130_110_20 | 7534076:ZRXUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | -18.15% | -64.27% |
| Max Drawdown | -45.74% | -76.83% |
| Sharpe | 0.16 | -0.24 |
| Sortino | 0.24 | -0.34 |
| Payoff Ratio | 1.08 | 0.95 |
| Profit Factor | 1.03 | 0.97 |
| Common Sense Ratio | 0.99 | 0.83 |
| CPC Index | 0.52 | 0.48 |
| Tail Ratio | 0.96 | 0.86 |
| Outlier Win Ratio | 8.53 | 3.34 |
| Outlier Loss Ratio | 3.13 | 2.65 |
| Volatility (ann.) | 70.82% | 95.6% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.27 | -0.64 |
| Skew | 1.28 | 0.34 |
| Kurtosis | 13.48 | 4.4 |
| Expected Daily % | -0.04% | -0.19% |
| Expected Monthly % | -1.05% | -5.27% |
| Expected Yearly % | -9.53% | -40.23% |
| Kelly Criterion | -2.75% | 1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.07% | -8.29% |
| Expected Shortfall (cVaR) | -6.07% | -8.29% |
| Year | 7534076:ZRXUSD | 7534076:zrxusd:triple_gx:lsma130_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | -15.39 | 1.84 | - |
| 2025 | -61.00 | -3.27 | 0.05 | + |
| Metric | 7534076:zrxusd:triple_gx:lsma130_110_20 | 7534076:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -3.99% |
| 3M | -4.03% | -27.17% |
| 6M | -9.44% | -35.24% |
| YTD | -3.27% | -61.0% |
| 1Y | 16.97% | -50.56% |
| 3Y (ann.) | -12.47% | -49.55% |
| 5Y (ann.) | -12.47% | -49.55% |
| Metric | 7534076:zrxusd:triple_gx:lsma130_110_20 | 7534076:ZRXUSD |
|---|---|---|
| Max Drawdown | -45.74% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -25.52% | -36.19% |
| Avg. Drawdown Days | 103.0 | 135.0 |
| Recovery Factor | -0.4 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2024-11-26 | -45.74 | 122 |
| 2024-12-09 | 2025-11-16 | -45.02 | 342 |
| 2024-06-12 | 2024-07-26 | -28.09 | 44 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-12-06 | 2024-12-07 | -0.18 | 1 |
| Metric | 7534076:zrxusd:triple_gx:lsma130_110_20 | 7534076:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -24.21% |
| Best Week | 26.07% | 31.86% |
| Worst Week | -24.34% | -28.63% |
| Best Month | 84.05% | 84.05% |
| Worst Month | -25.55% | -29.2% |
| Best Year | -3.27% | -8.38% |
| Worst Year | -15.39% | -61.0% |
| Avg. Up Day | 3.94% | 3.96% |
| Avg. Down Day | -3.64% | -4.17% |
| Avg. Up Week | 8.53% | 10.41% |
| Avg. Down Week | -7.54% | -10.81% |
| Avg. Up Month | 38.35% | 36.88% |
| Avg. Down Month | -11.66% | -18.63% |
| Win Days % | 46.58% | 52.09% |
| Win Month % | 37.5% | 31.58% |
| Win Week % | 48.21% | 46.91% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 0.0% | 0.0% |