| Metric | 7544295:zrxusd:triple_gx:lsma150_115_50 | 7544295:ZRXUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 182.41% | -65.97% |
| Max Drawdown | -71.49% | -86.93% |
| Sharpe | 0.73 | 0.26 |
| Sortino | 1.24 | 0.41 |
| Payoff Ratio | 1.16 | 1.03 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.27 | 0.92 |
| CPC Index | 0.68 | 0.56 |
| Tail Ratio | 1.07 | 0.89 |
| Outlier Win Ratio | 9.75 | 3.6 |
| Outlier Loss Ratio | 3.16 | 2.95 |
| Volatility (ann.) | 83.66% | 110.28% |
| R^2 | 0.58 | 0.58 |
| Calmar | 0.45 | -0.29 |
| Skew | 3.21 | 1.78 |
| Kurtosis | 42.65 | 18.03 |
| Expected Daily % | 0.08% | -0.08% |
| Expected Monthly % | 2.28% | -2.32% |
| Expected Yearly % | 29.63% | -23.62% |
| Kelly Criterion | 6.08% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.04% | -9.42% |
| Expected Shortfall (cVaR) | -7.04% | -9.42% |
| Year | 7544295:ZRXUSD | 7544295:zrxusd:triple_gx:lsma150_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.68 | -57.18 | 0.80 | + |
| 2023 | 151.22 | 174.83 | 1.16 | + |
| 2024 | 22.68 | 149.74 | 6.60 | + |
| 2025 | -61.00 | -3.92 | 0.06 | + |
| Metric | 7544295:zrxusd:triple_gx:lsma150_115_50 | 7544295:ZRXUSD |
|---|---|---|
| MTD | 7.57% | -3.99% |
| 3M | 20.3% | -27.17% |
| 6M | 7.35% | -35.24% |
| YTD | -3.92% | -61.0% |
| 1Y | 34.85% | -50.56% |
| 3Y (ann.) | 88.34% | -1.36% |
| 5Y (ann.) | 32.19% | -25.15% |
| Metric | 7544295:zrxusd:triple_gx:lsma150_115_50 | 7544295:ZRXUSD |
|---|---|---|
| Max Drawdown | -71.49% | -86.93% |
| Longest DD Days | 590.0 | 693.0 |
| Avg. Drawdown | -29.07% | -28.47% |
| Avg. Drawdown Days | 167.0 | 168.0 |
| Recovery Factor | 2.55 | -0.76 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-31 | 2023-11-11 | -71.49 | 590 |
| 2024-03-17 | 2024-12-04 | -57.55 | 262 |
| 2024-12-09 | 2025-11-16 | -50.79 | 342 |
| 2023-11-16 | 2024-03-08 | -29.57 | 113 |
| 2022-03-01 | 2022-03-23 | -17.88 | 22 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2022-03-25 | 2022-03-29 | -1.36 | 4 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| Metric | 7544295:zrxusd:triple_gx:lsma150_115_50 | 7544295:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 84.05% | 100.18% |
| Worst Month | -39.51% | -44.13% |
| Best Year | 174.83% | 151.22% |
| Worst Year | -57.18% | -71.68% |
| Avg. Up Day | 4.38% | 4.39% |
| Avg. Down Day | -3.78% | -4.25% |
| Avg. Up Week | 12.71% | 13.98% |
| Avg. Down Week | -8.51% | -10.63% |
| Avg. Up Month | 27.79% | 38.03% |
| Avg. Down Month | -10.87% | -19.49% |
| Win Days % | 49.62% | 51.67% |
| Win Month % | 50.0% | 39.13% |
| Win Week % | 51.72% | 48.48% |
| Win Quarter % | 56.25% | 37.5% |
| Win Year % | 50.0% | 50.0% |