| Metric | 7542533:zrxusd:triple_gx:lsma235_90_45 | 7542533:ZRXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 13.2% | -52.32% |
| Max Drawdown | -50.08% | -73.14% |
| Sharpe | 0.5 | -0.21 |
| Sortino | 0.84 | -0.31 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.14 | 0.97 |
| Common Sense Ratio | 1.05 | 0.84 |
| CPC Index | 0.63 | 0.52 |
| Tail Ratio | 0.92 | 0.86 |
| Outlier Win Ratio | 13.68 | 3.33 |
| Outlier Loss Ratio | 2.54 | 2.45 |
| Volatility (ann.) | 68.04% | 100.41% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.25 | -0.7 |
| Skew | 2.28 | 0.67 |
| Kurtosis | 23.38 | 4.18 |
| Expected Daily % | 0.03% | -0.19% |
| Expected Monthly % | 0.96% | -5.54% |
| Expected Yearly % | 6.39% | -30.95% |
| Kelly Criterion | 4.14% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.76% | -8.7% |
| Expected Shortfall (cVaR) | -5.76% | -8.7% |
| Year | 7542533:ZRXUSD | 7542533:zrxusd:triple_gx:lsma235_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 24.32 | -2.90 | + |
| 2025 | -47.96 | -8.95 | 0.19 | + |
| Metric | 7542533:zrxusd:triple_gx:lsma235_90_45 | 7542533:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -14.73% |
| 3M | 0.0% | -19.57% |
| 6M | -25.57% | -56.83% |
| YTD | -8.95% | -47.96% |
| 1Y | 13.2% | -53.94% |
| 3Y (ann.) | 12.65% | -50.91% |
| 5Y (ann.) | 12.65% | -50.91% |
| Metric | 7542533:zrxusd:triple_gx:lsma235_90_45 | 7542533:ZRXUSD |
|---|---|---|
| Max Drawdown | -50.08% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -11.97% | -35.26% |
| Avg. Drawdown Days | 28.0 | 92.0 |
| Recovery Factor | 0.26 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -50.08 | 173 |
| 2024-09-28 | 2024-11-18 | -23.90 | 51 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-08-04 | 2024-08-08 | -9.61 | 4 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-08-11 | 2024-08-13 | -6.50 | 2 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-08-14 | 2024-09-25 | -5.27 | 42 |
| 2024-06-20 | 2024-07-09 | -4.19 | 19 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| Metric | 7542533:zrxusd:triple_gx:lsma235_90_45 | 7542533:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -27.06% | -28.63% |
| Best Month | 58.95% | 84.05% |
| Worst Month | -23.09% | -29.2% |
| Best Year | 24.32% | -8.38% |
| Worst Year | -8.95% | -47.96% |
| Avg. Up Day | 4.57% | 4.58% |
| Avg. Down Day | -4.12% | -4.41% |
| Avg. Up Week | 14.13% | 14.37% |
| Avg. Down Week | -8.5% | -10.09% |
| Avg. Up Month | 31.02% | 49.68% |
| Avg. Down Month | -10.36% | -21.07% |
| Win Days % | 49.6% | 51.84% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 45.45% | 45.61% |
| Win Quarter % | 50.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |