| Metric | 7534157:zrxusd:triple_gx:lsma225_110_20 | 7534157:ZRXUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 363.41% | -39.18% |
| Max Drawdown | -56.11% | -84.85% |
| Sharpe | 0.99 | 0.36 |
| Sortino | 1.88 | 0.57 |
| Payoff Ratio | 1.32 | 1.14 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.49 | 0.94 |
| CPC Index | 0.84 | 0.62 |
| Tail Ratio | 1.11 | 0.89 |
| Outlier Win Ratio | 12.65 | 3.69 |
| Outlier Loss Ratio | 3.14 | 2.76 |
| Volatility (ann.) | 80.48% | 107.66% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.17 | -0.18 |
| Skew | 4.6 | 1.94 |
| Kurtosis | 59.48 | 18.38 |
| Expected Daily % | 0.14% | -0.04% |
| Expected Monthly % | 4.23% | -1.33% |
| Expected Yearly % | 46.72% | -11.69% |
| Kelly Criterion | 7.98% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.71% | -9.16% |
| Expected Shortfall (cVaR) | -6.71% | -9.16% |
| Year | 7534157:ZRXUSD | 7534157:zrxusd:triple_gx:lsma225_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.07 | -10.76 | 0.17 | + |
| 2023 | 151.22 | 221.78 | 1.47 | + |
| 2024 | 22.68 | 93.11 | 4.11 | + |
| 2025 | -47.96 | -16.43 | 0.34 | + |
| Metric | 7534157:zrxusd:triple_gx:lsma225_110_20 | 7534157:ZRXUSD |
|---|---|---|
| MTD | -16.87% | -14.73% |
| 3M | -12.41% | -19.57% |
| 6M | -33.87% | -56.83% |
| YTD | -16.43% | -47.96% |
| 1Y | -21.27% | -53.94% |
| 3Y (ann.) | 59.04% | -17.86% |
| 5Y (ann.) | 65.72% | -15.11% |
| Metric | 7534157:zrxusd:triple_gx:lsma225_110_20 | 7534157:ZRXUSD |
|---|---|---|
| Max Drawdown | -56.11% | -84.85% |
| Longest DD Days | 261.0 | 537.0 |
| Avg. Drawdown | -16.7% | -33.43% |
| Avg. Drawdown Days | 60.0 | 182.0 |
| Recovery Factor | 6.48 | -0.46 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-03 | -56.11 | 261 |
| 2024-12-09 | 2025-05-31 | -46.68 | 173 |
| 2022-11-05 | 2023-02-01 | -41.68 | 88 |
| 2023-11-16 | 2024-03-09 | -29.82 | 114 |
| 2023-04-05 | 2023-10-30 | -27.92 | 208 |
| 2023-03-02 | 2023-04-04 | -21.09 | 33 |
| 2023-02-08 | 2023-02-20 | -13.99 | 12 |
| 2022-07-31 | 2022-11-04 | -10.34 | 96 |
| 2022-06-15 | 2022-06-20 | -9.95 | 5 |
| 2023-02-24 | 2023-03-01 | -8.28 | 5 |
| Metric | 7534157:zrxusd:triple_gx:lsma225_110_20 | 7534157:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -34.16% |
| Best Month | 128.8% | 100.18% |
| Worst Month | -25.55% | -39.12% |
| Best Year | 221.78% | 151.22% |
| Worst Year | -16.43% | -62.07% |
| Avg. Up Day | 4.85% | 4.87% |
| Avg. Down Day | -3.67% | -4.27% |
| Avg. Up Week | 15.6% | 17.84% |
| Avg. Down Week | -8.26% | -10.93% |
| Avg. Up Month | 37.39% | 38.64% |
| Avg. Down Month | -11.28% | -16.01% |
| Win Days % | 47.62% | 51.49% |
| Win Month % | 48.39% | 40.54% |
| Win Week % | 52.94% | 49.08% |
| Win Quarter % | 61.54% | 30.77% |
| Win Year % | 50.0% | 50.0% |