| Metric | 7543515:zrxusd:triple_gx:lsma190_75_50 | 7543515:ZRXUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 76.68% | -69.5% |
| Max Drawdown | -70.12% | -86.75% |
| Sharpe | 0.61 | 0.21 |
| Sortino | 1.03 | 0.33 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.19 | 1.03 |
| Common Sense Ratio | 1.27 | 0.89 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.06 | 0.86 |
| Outlier Win Ratio | 13.47 | 3.7 |
| Outlier Loss Ratio | 3.1 | 3.03 |
| Volatility (ann.) | 82.58% | 113.64% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.28 | -0.36 |
| Skew | 3.52 | 1.98 |
| Kurtosis | 52.45 | 18.66 |
| Expected Daily % | 0.05% | -0.1% |
| Expected Monthly % | 1.51% | -3.08% |
| Expected Yearly % | 15.29% | -25.69% |
| Kelly Criterion | 4.62% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.97% | -9.72% |
| Expected Shortfall (cVaR) | -6.97% | -9.72% |
| Year | 7543515:ZRXUSD | 7543515:zrxusd:triple_gx:lsma190_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -80.98 | -62.70 | 0.77 | + |
| 2023 | 151.22 | 243.31 | 1.61 | + |
| 2024 | 22.68 | 70.39 | 3.10 | + |
| 2025 | -47.96 | -19.03 | 0.40 | + |
| Metric | 7543515:zrxusd:triple_gx:lsma190_75_50 | 7543515:ZRXUSD |
|---|---|---|
| MTD | -13.33% | -14.73% |
| 3M | -13.33% | -19.57% |
| 6M | -29.85% | -56.83% |
| YTD | -19.03% | -47.96% |
| 1Y | 14.58% | -53.94% |
| 3Y (ann.) | 51.17% | -17.86% |
| 5Y (ann.) | 19.82% | -31.42% |
| Metric | 7543515:zrxusd:triple_gx:lsma190_75_50 | 7543515:ZRXUSD |
|---|---|---|
| Max Drawdown | -70.12% | -86.75% |
| Longest DD Days | 567.0 | 693.0 |
| Avg. Drawdown | -41.36% | -46.69% |
| Avg. Drawdown Days | 224.0 | 286.0 |
| Recovery Factor | 1.09 | -0.8 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-23 | 2023-11-11 | -70.12 | 567 |
| 2024-03-17 | 2024-12-06 | -55.93 | 264 |
| 2024-12-09 | 2025-05-31 | -50.95 | 173 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| Metric | 7543515:zrxusd:triple_gx:lsma190_75_50 | 7543515:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -47.61% | -47.61% |
| Best Month | 67.41% | 100.18% |
| Worst Month | -43.02% | -44.13% |
| Best Year | 243.31% | 151.22% |
| Worst Year | -62.7% | -80.98% |
| Avg. Up Day | 4.82% | 4.84% |
| Avg. Down Day | -4.12% | -4.4% |
| Avg. Up Week | 13.22% | 15.92% |
| Avg. Down Week | -9.12% | -12.06% |
| Avg. Up Month | 31.34% | 45.4% |
| Avg. Down Month | -12.96% | -20.16% |
| Win Days % | 48.57% | 51.14% |
| Win Month % | 53.57% | 36.84% |
| Win Week % | 54.32% | 48.21% |
| Win Quarter % | 61.54% | 30.77% |
| Win Year % | 50.0% | 50.0% |