| Metric | 7544603:zrxusd:triple_gx:lsma235_65_55 | 7544603:ZRXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 538.83% | -54.42% |
| Max Drawdown | -58.98% | -86.93% |
| Sharpe | 1.06 | 0.29 |
| Sortino | 1.96 | 0.45 |
| Payoff Ratio | 1.24 | 1.1 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | 1.69 | 0.92 |
| CPC Index | 0.88 | 0.59 |
| Tail Ratio | 1.21 | 0.88 |
| Outlier Win Ratio | 13.79 | 3.43 |
| Outlier Loss Ratio | 2.91 | 2.71 |
| Volatility (ann.) | 73.57% | 104.72% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.2 | -0.23 |
| Skew | 4.79 | 1.77 |
| Kurtosis | 72.22 | 18.27 |
| Expected Daily % | 0.15% | -0.06% |
| Expected Monthly % | 4.41% | -1.81% |
| Expected Yearly % | 58.98% | -17.84% |
| Kelly Criterion | 11.29% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.12% | -8.93% |
| Expected Shortfall (cVaR) | -6.12% | -8.93% |
| Year | 7544603:ZRXUSD | 7544603:zrxusd:triple_gx:lsma235_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.08 | -15.61 | 0.25 | + |
| 2023 | 151.22 | 289.66 | 1.92 | + |
| 2024 | 22.68 | 61.40 | 2.71 | + |
| 2025 | -61.00 | 20.37 | -0.33 | + |
| Metric | 7544603:zrxusd:triple_gx:lsma235_65_55 | 7544603:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -3.99% |
| 3M | 0.74% | -27.17% |
| 6M | 25.63% | -35.24% |
| YTD | 20.37% | -61.0% |
| 1Y | 65.36% | -50.56% |
| 3Y (ann.) | 98.77% | -1.36% |
| 5Y (ann.) | 70.62% | -20.26% |
| Metric | 7544603:zrxusd:triple_gx:lsma235_65_55 | 7544603:ZRXUSD |
|---|---|---|
| Max Drawdown | -58.98% | -86.93% |
| Longest DD Days | 342.0 | 609.0 |
| Avg. Drawdown | -16.21% | -39.94% |
| Avg. Drawdown Days | 73.0 | 250.0 |
| Recovery Factor | 9.14 | -0.63 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-06 | -58.98 | 264 |
| 2024-12-09 | 2025-11-16 | -45.09 | 342 |
| 2022-11-05 | 2023-02-20 | -41.68 | 107 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2023-10-18 | 2023-10-29 | -18.48 | 11 |
| 2023-03-18 | 2023-09-14 | -8.70 | 180 |
| 2023-03-15 | 2023-03-17 | -8.07 | 2 |
| 2023-11-01 | 2023-11-08 | -7.59 | 7 |
| 2023-02-24 | 2023-03-13 | -7.03 | 17 |
| 2023-09-16 | 2023-10-13 | -5.51 | 27 |
| Metric | 7544603:zrxusd:triple_gx:lsma235_65_55 | 7544603:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -34.16% |
| Best Month | 74.51% | 100.18% |
| Worst Month | -21.84% | -39.12% |
| Best Year | 289.66% | 151.22% |
| Worst Year | -15.61% | -62.08% |
| Avg. Up Day | 4.65% | 4.67% |
| Avg. Down Day | -3.76% | -4.24% |
| Avg. Up Week | 14.32% | 15.82% |
| Avg. Down Week | -7.44% | -10.63% |
| Avg. Up Month | 29.53% | 35.56% |
| Avg. Down Month | -8.31% | -20.03% |
| Win Days % | 50.98% | 51.66% |
| Win Month % | 52.0% | 39.53% |
| Win Week % | 53.33% | 49.19% |
| Win Quarter % | 61.54% | 33.33% |
| Win Year % | 75.0% | 50.0% |