| Metric | 7544600:zrxusd:triple_gx:lsma230_65_55 | 7544600:ZRXUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 19.34% | -52.32% |
| Max Drawdown | -45.09% | -73.14% |
| Sharpe | 0.57 | -0.21 |
| Sortino | 0.98 | -0.31 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 1.18 | 0.97 |
| Common Sense Ratio | 1.0 | 0.84 |
| CPC Index | 0.63 | 0.52 |
| Tail Ratio | 0.85 | 0.86 |
| Outlier Win Ratio | 15.27 | 3.33 |
| Outlier Loss Ratio | 2.84 | 2.42 |
| Volatility (ann.) | 65.44% | 100.41% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.41 | -0.7 |
| Skew | 2.61 | 0.67 |
| Kurtosis | 27.44 | 4.18 |
| Expected Daily % | 0.05% | -0.19% |
| Expected Monthly % | 1.37% | -5.54% |
| Expected Yearly % | 9.24% | -30.95% |
| Kelly Criterion | 0.78% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.53% | -8.7% |
| Expected Shortfall (cVaR) | -5.53% | -8.7% |
| Year | 7544600:ZRXUSD | 7544600:zrxusd:triple_gx:lsma230_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 24.56 | -2.93 | + |
| 2025 | -47.96 | -4.19 | 0.09 | + |
| Metric | 7544600:zrxusd:triple_gx:lsma230_65_55 | 7544600:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -14.73% |
| 3M | 0.0% | -19.57% |
| 6M | -13.86% | -56.83% |
| YTD | -4.19% | -47.96% |
| 1Y | 19.34% | -53.94% |
| 3Y (ann.) | 18.51% | -50.91% |
| 5Y (ann.) | 18.51% | -50.91% |
| Metric | 7544600:zrxusd:triple_gx:lsma230_65_55 | 7544600:ZRXUSD |
|---|---|---|
| Max Drawdown | -45.09% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -14.27% | -35.26% |
| Avg. Drawdown Days | 42.0 | 92.0 |
| Recovery Factor | 0.43 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -45.09 | 173 |
| 2024-08-11 | 2024-11-18 | -27.83 | 99 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-06-20 | 2024-08-08 | -9.19 | 49 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2024-08-09 | 2024-08-10 | -0.09 | 1 |
| Metric | 7544600:zrxusd:triple_gx:lsma230_65_55 | 7544600: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 | 24.56% | -8.38% |
| Worst Year | -4.19% | -47.96% |
| Avg. Up Day | 4.55% | 4.57% |
| Avg. Down Day | -4.04% | -4.46% |
| Avg. Up Week | 13.07% | 14.75% |
| Avg. Down Week | -8.07% | -11.46% |
| Avg. Up Month | 74.51% | 84.05% |
| Avg. Down Month | -8.81% | -21.07% |
| Win Days % | 47.46% | 51.84% |
| Win Month % | 28.57% | 30.77% |
| Win Week % | 50.0% | 45.61% |
| Win Quarter % | 25.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |