| Metric | 7534102:zrxusd:triple_gx:lsma155_110_20 | 7534102:ZRXUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 487.4% | -52.09% |
| Max Drawdown | -60.16% | -86.75% |
| Sharpe | 1.04 | 0.34 |
| Sortino | 1.83 | 0.54 |
| Payoff Ratio | 1.22 | 1.06 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.48 | 0.92 |
| CPC Index | 0.78 | 0.58 |
| Tail Ratio | 1.14 | 0.87 |
| Outlier Win Ratio | 10.41 | 3.65 |
| Outlier Loss Ratio | 3.33 | 3.0 |
| Volatility (ann.) | 85.46% | 113.53% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.21 | -0.23 |
| Skew | 3.43 | 1.92 |
| Kurtosis | 44.52 | 18.14 |
| Expected Daily % | 0.15% | -0.06% |
| Expected Monthly % | 4.64% | -1.87% |
| Expected Yearly % | 55.68% | -16.8% |
| Kelly Criterion | 8.06% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.11% | -9.67% |
| Expected Shortfall (cVaR) | -7.11% | -9.67% |
| Year | 7534102:ZRXUSD | 7534102:zrxusd:triple_gx:lsma155_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.12 | -34.27 | 0.49 | + |
| 2023 | 151.22 | 137.59 | 0.91 | - |
| 2024 | 22.68 | 247.38 | 10.91 | + |
| 2025 | -47.96 | 8.28 | -0.17 | + |
| Metric | 7534102:zrxusd:triple_gx:lsma155_110_20 | 7534102:ZRXUSD |
|---|---|---|
| MTD | -7.63% | -14.73% |
| 3M | 15.42% | -19.57% |
| 6M | -14.32% | -56.83% |
| YTD | 8.28% | -47.96% |
| 1Y | 44.5% | -53.94% |
| 3Y (ann.) | 103.96% | -17.86% |
| 5Y (ann.) | 72.6% | -20.29% |
| Metric | 7534102:zrxusd:triple_gx:lsma155_110_20 | 7534102:ZRXUSD |
|---|---|---|
| Max Drawdown | -60.16% | -86.75% |
| Longest DD Days | 586.0 | 693.0 |
| Avg. Drawdown | -18.79% | -24.81% |
| Avg. Drawdown Days | 82.0 | 129.0 |
| Recovery Factor | 8.1 | -0.6 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-11 | -60.16 | 586 |
| 2024-12-09 | 2025-05-31 | -45.02 | 173 |
| 2024-07-27 | 2024-11-18 | -39.11 | 114 |
| 2024-03-17 | 2024-07-26 | -37.11 | 131 |
| 2023-11-16 | 2024-03-06 | -29.57 | 111 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2022-03-10 | 2022-03-30 | -9.59 | 20 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2022-03-06 | 2022-03-09 | -5.91 | 3 |
| Metric | 7534102:zrxusd:triple_gx:lsma155_110_20 | 7534102: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 | -25.55% | -44.13% |
| Best Year | 247.38% | 151.22% |
| Worst Year | -34.27% | -70.12% |
| Avg. Up Day | 4.71% | 4.73% |
| Avg. Down Day | -3.87% | -4.48% |
| Avg. Up Week | 13.78% | 16.11% |
| Avg. Down Week | -7.71% | -10.3% |
| Avg. Up Month | 38.82% | 41.38% |
| Avg. Down Month | -11.94% | -17.47% |
| Win Days % | 49.53% | 51.66% |
| Win Month % | 51.52% | 38.46% |
| Win Week % | 51.89% | 48.55% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 75.0% | 50.0% |