| Metric | 7534161:zrxusd:triple_gx:lsma235_110_20 | 7534161:ZRXUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -18.0% | -64.27% |
| Max Drawdown | -47.84% | -76.83% |
| Sharpe | 0.1 | -0.24 |
| Sortino | 0.16 | -0.34 |
| Payoff Ratio | 1.13 | 0.93 |
| Profit Factor | 1.02 | 0.97 |
| Common Sense Ratio | 0.95 | 0.83 |
| CPC Index | 0.52 | 0.47 |
| Tail Ratio | 0.93 | 0.86 |
| Outlier Win Ratio | 11.42 | 3.23 |
| Outlier Loss Ratio | 3.16 | 2.57 |
| Volatility (ann.) | 63.71% | 95.6% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.26 | -0.64 |
| Skew | 1.7 | 0.34 |
| Kurtosis | 20.66 | 4.4 |
| Expected Daily % | -0.04% | -0.19% |
| Expected Monthly % | -1.04% | -5.27% |
| Expected Yearly % | -9.45% | -40.23% |
| Kelly Criterion | -2.9% | 0.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.47% | -8.29% |
| Expected Shortfall (cVaR) | -5.47% | -8.29% |
| Year | 7534161:ZRXUSD | 7534161:zrxusd:triple_gx:lsma235_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | -5.95 | 0.71 | + |
| 2025 | -61.00 | -12.81 | 0.21 | + |
| Metric | 7534161:zrxusd:triple_gx:lsma235_110_20 | 7534161:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -3.99% |
| 3M | -4.03% | -27.17% |
| 6M | -10.8% | -35.24% |
| YTD | -12.81% | -61.0% |
| 1Y | 5.43% | -50.56% |
| 3Y (ann.) | -12.36% | -49.55% |
| 5Y (ann.) | -12.36% | -49.55% |
| Metric | 7534161:zrxusd:triple_gx:lsma235_110_20 | 7534161:ZRXUSD |
|---|---|---|
| Max Drawdown | -47.84% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -14.21% | -36.19% |
| Avg. Drawdown Days | 65.0 | 135.0 |
| Recovery Factor | -0.38 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -47.84 | 342 |
| 2024-07-10 | 2024-11-24 | -44.73 | 137 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-06-21 | 2024-06-25 | -3.67 | 4 |
| 2024-05-23 | 2024-06-19 | -2.34 | 27 |
| 2024-07-08 | 2024-07-09 | -0.18 | 1 |
| 2024-12-06 | 2024-12-07 | -0.18 | 1 |
| Metric | 7534161:zrxusd:triple_gx:lsma235_110_20 | 7534161: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 | -5.95% | -8.38% |
| Worst Year | -12.81% | -61.0% |
| Avg. Up Day | 3.93% | 3.95% |
| Avg. Down Day | -3.49% | -4.24% |
| Avg. Up Week | 9.4% | 12.57% |
| Avg. Down Week | -6.99% | -10.33% |
| Avg. Up Month | 23.99% | 31.49% |
| Avg. Down Month | -12.74% | -14.43% |
| Win Days % | 45.49% | 52.09% |
| Win Month % | 47.06% | 31.58% |
| Win Week % | 43.75% | 46.91% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 0.0% | 0.0% |