| Metric | 7534108:zrxusd:triple_gx:lsma160_110_20 | 7534108:ZRXUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 45.12% | -52.32% |
| Max Drawdown | -45.02% | -73.14% |
| Sharpe | 0.84 | -0.21 |
| Sortino | 1.4 | -0.31 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.21 | 0.97 |
| Common Sense Ratio | 1.32 | 0.84 |
| CPC Index | 0.66 | 0.52 |
| Tail Ratio | 1.08 | 0.86 |
| Outlier Win Ratio | 10.1 | 3.34 |
| Outlier Loss Ratio | 3.0 | 2.55 |
| Volatility (ann.) | 71.9% | 100.41% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.96 | -0.7 |
| Skew | 1.8 | 0.67 |
| Kurtosis | 17.66 | 4.18 |
| Expected Daily % | 0.1% | -0.19% |
| Expected Monthly % | 2.91% | -5.54% |
| Expected Yearly % | 20.46% | -30.95% |
| Kelly Criterion | 2.95% | 4.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.02% | -8.7% |
| Expected Shortfall (cVaR) | -6.02% | -8.7% |
| Year | 7534108:ZRXUSD | 7534108:zrxusd:triple_gx:lsma160_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 32.05 | -3.83 | + |
| 2025 | -47.96 | 9.90 | -0.21 | + |
| Metric | 7534108:zrxusd:triple_gx:lsma160_110_20 | 7534108:ZRXUSD |
|---|---|---|
| MTD | -7.63% | -14.73% |
| 3M | 17.15% | -19.57% |
| 6M | -13.03% | -56.83% |
| YTD | 9.9% | -47.96% |
| 1Y | 45.12% | -53.94% |
| 3Y (ann.) | 43.0% | -50.91% |
| 5Y (ann.) | 43.0% | -50.91% |
| Metric | 7534108:zrxusd:triple_gx:lsma160_110_20 | 7534108:ZRXUSD |
|---|---|---|
| Max Drawdown | -45.02% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -10.39% | -35.26% |
| Avg. Drawdown Days | 29.0 | 92.0 |
| Recovery Factor | 1.0 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -45.02 | 173 |
| 2024-07-27 | 2024-11-24 | -42.45 | 120 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-07-11 | 2024-07-14 | -4.35 | 3 |
| 2024-06-21 | 2024-06-25 | -3.67 | 4 |
| 2024-07-16 | 2024-07-21 | -3.41 | 5 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| 2024-07-08 | 2024-07-09 | -0.18 | 1 |
| 2024-07-25 | 2024-07-26 | -0.18 | 1 |
| Metric | 7534108:zrxusd:triple_gx:lsma160_110_20 | 7534108:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| 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 | 32.05% | -8.38% |
| Worst Year | 9.9% | -47.96% |
| Avg. Up Day | 4.37% | 4.38% |
| Avg. Down Day | -3.96% | -4.27% |
| Avg. Up Week | 10.33% | 12.68% |
| Avg. Down Week | -9.46% | -12.17% |
| Avg. Up Month | 51.92% | 49.52% |
| Avg. Down Month | -14.34% | -18.1% |
| Win Days % | 49.1% | 51.84% |
| Win Month % | 45.45% | 30.77% |
| Win Week % | 60.61% | 45.61% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |