| Metric | 7544540:zrxusd:triple_gx:lsma130_65_55 | 7544540:ZRXUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 428.17% | -65.06% |
| Max Drawdown | -59.74% | -86.75% |
| Sharpe | 1.0 | 0.26 |
| Sortino | 1.75 | 0.41 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 1.69 | 0.9 |
| CPC Index | 0.82 | 0.58 |
| Tail Ratio | 1.26 | 0.87 |
| Outlier Win Ratio | 12.6 | 3.55 |
| Outlier Loss Ratio | 3.37 | 2.95 |
| Volatility (ann.) | 81.9% | 113.28% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.09 | -0.31 |
| Skew | 3.65 | 1.9 |
| Kurtosis | 52.92 | 17.94 |
| Expected Daily % | 0.14% | -0.09% |
| Expected Monthly % | 4.25% | -2.59% |
| Expected Yearly % | 51.6% | -23.12% |
| Kelly Criterion | 8.62% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.83% | -9.67% |
| Expected Shortfall (cVaR) | -6.83% | -9.67% |
| Year | 7544540:ZRXUSD | 7544540:zrxusd:triple_gx:lsma130_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.21 | -50.42 | 0.64 | + |
| 2023 | 151.22 | 338.17 | 2.24 | + |
| 2024 | 22.68 | 169.88 | 7.49 | + |
| 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.) | 103.65% | -17.86% |
| 5Y (ann.) | 65.28% | -27.2% |
| Metric | 7544540:zrxusd:triple_gx:lsma130_65_55 | 7544540:ZRXUSD |
|---|---|---|
| Max Drawdown | -59.74% | -86.75% |
| Longest DD Days | 531.0 | 693.0 |
| Avg. Drawdown | -22.4% | -34.28% |
| Avg. Drawdown Days | 95.0 | 171.0 |
| Recovery Factor | 7.17 | -0.75 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-01 | 2023-10-14 | -59.74 | 531 |
| 2024-03-17 | 2024-11-26 | -55.28 | 254 |
| 2024-12-09 | 2025-05-31 | -49.80 | 173 |
| 2023-11-16 | 2024-03-08 | -29.57 | 113 |
| 2022-02-10 | 2022-03-27 | -28.23 | 45 |
| 2023-10-18 | 2023-10-29 | -18.48 | 11 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2023-11-01 | 2023-11-08 | -7.59 | 7 |
| 2022-03-28 | 2022-03-29 | -4.32 | 1 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| Metric | 7544540:zrxusd:triple_gx:lsma130_65_55 | 7544540: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 | 81.61% | 100.18% |
| Worst Month | -40.49% | -44.13% |
| Best Year | 338.17% | 151.22% |
| Worst Year | -50.42% | -78.21% |
| Avg. Up Day | 4.72% | 4.74% |
| Avg. Down Day | -3.81% | -4.35% |
| Avg. Up Week | 14.83% | 16.17% |
| Avg. Down Week | -7.26% | -10.92% |
| Avg. Up Month | 34.51% | 37.08% |
| Avg. Down Month | -9.08% | -22.95% |
| Win Days % | 49.45% | 51.33% |
| Win Month % | 48.39% | 37.5% |
| Win Week % | 51.06% | 47.46% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 50.0% | 50.0% |