| Metric | 7544540:zrxusd:triple_gx:lsma130_65_55 | 7544540:ZRXUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 61.81% | -52.32% |
| Max Drawdown | -49.8% | -73.14% |
| Sharpe | 1.0 | -0.21 |
| Sortino | 1.73 | -0.31 |
| Payoff Ratio | 1.18 | 0.99 |
| Profit Factor | 1.3 | 0.97 |
| Common Sense Ratio | 1.33 | 0.84 |
| CPC Index | 0.74 | 0.5 |
| Tail Ratio | 1.03 | 0.86 |
| Outlier Win Ratio | 11.81 | 3.37 |
| Outlier Loss Ratio | 3.27 | 2.47 |
| Volatility (ann.) | 69.36% | 100.41% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.18 | -0.7 |
| Skew | 2.24 | 0.67 |
| Kurtosis | 21.63 | 4.18 |
| Expected Daily % | 0.13% | -0.19% |
| Expected Monthly % | 3.77% | -5.54% |
| Expected Yearly % | 27.2% | -30.95% |
| Kelly Criterion | 4.73% | 3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.78% | -8.7% |
| Expected Shortfall (cVaR) | -5.78% | -8.7% |
| Year | 7544540:ZRXUSD | 7544540:zrxusd:triple_gx:lsma130_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 79.63 | -9.51 | + |
| 2025 | -47.96 | -9.92 | 0.21 | + |
| Metric | 7544540:zrxusd:triple_gx:lsma130_65_55 | 7544540:ZRXUSD |
|---|---|---|
| MTD | 0.97% | -14.73% |
| 3M | -2.51% | -19.57% |
| 6M | -19.02% | -56.83% |
| YTD | -9.92% | -47.96% |
| 1Y | 61.81% | -53.94% |
| 3Y (ann.) | 58.76% | -50.91% |
| 5Y (ann.) | 58.76% | -50.91% |
| Metric | 7544540:zrxusd:triple_gx:lsma130_65_55 | 7544540:ZRXUSD |
|---|---|---|
| Max Drawdown | -49.8% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -10.63% | -35.26% |
| Avg. Drawdown Days | 25.0 | 92.0 |
| Recovery Factor | 1.24 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -49.80 | 173 |
| 2024-10-07 | 2024-11-16 | -18.57 | 40 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-08-11 | 2024-10-04 | -10.43 | 54 |
| 2024-06-17 | 2024-07-15 | -9.90 | 28 |
| 2024-11-17 | 2024-11-18 | -8.65 | 1 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-08-02 | 2024-08-08 | -4.36 | 6 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| Metric | 7544540:zrxusd:triple_gx:lsma130_65_55 | 7544540:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -20.7% | -28.63% |
| Best Month | 74.51% | 84.05% |
| Worst Month | -15.41% | -29.2% |
| Best Year | 79.63% | -8.38% |
| Worst Year | -9.92% | -47.96% |
| Avg. Up Day | 4.27% | 4.3% |
| Avg. Down Day | -3.61% | -4.32% |
| Avg. Up Week | 10.58% | 12.55% |
| Avg. Down Week | -5.98% | -11.1% |
| Avg. Up Month | 74.51% | 84.05% |
| Avg. Down Month | -5.34% | -20.66% |
| Win Days % | 48.37% | 51.84% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 53.12% | 45.61% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |