| Metric | 7544786:zrxusd:triple_gx:lsma165_75_55 | 7544786:ZRXUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 3.77% | -52.32% |
| Max Drawdown | -49.5% | -73.14% |
| Sharpe | 0.37 | -0.21 |
| Sortino | 0.62 | -0.31 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 0.97 |
| Common Sense Ratio | 0.94 | 0.84 |
| CPC Index | 0.56 | 0.53 |
| Tail Ratio | 0.84 | 0.86 |
| Outlier Win Ratio | 15.49 | 3.38 |
| Outlier Loss Ratio | 2.8 | 2.45 |
| Volatility (ann.) | 65.9% | 100.41% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.07 | -0.7 |
| Skew | 2.56 | 0.67 |
| Kurtosis | 26.86 | 4.18 |
| Expected Daily % | 0.01% | -0.19% |
| Expected Monthly % | 0.29% | -5.54% |
| Expected Yearly % | 1.87% | -30.95% |
| Kelly Criterion | -2.73% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.61% | -8.7% |
| Expected Shortfall (cVaR) | -5.61% | -8.7% |
| Year | 7544786:ZRXUSD | 7544786:zrxusd:triple_gx:lsma165_75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 17.05 | -2.04 | + |
| 2025 | -47.96 | -11.35 | 0.24 | + |
| Metric | 7544786:zrxusd:triple_gx:lsma165_75_55 | 7544786:ZRXUSD |
|---|---|---|
| MTD | -9.59% | -14.73% |
| 3M | -3.08% | -19.57% |
| 6M | -26.69% | -56.83% |
| YTD | -11.35% | -47.96% |
| 1Y | 3.77% | -53.94% |
| 3Y (ann.) | 3.62% | -50.91% |
| 5Y (ann.) | 3.62% | -50.91% |
| Metric | 7544786:zrxusd:triple_gx:lsma165_75_55 | 7544786:ZRXUSD |
|---|---|---|
| Max Drawdown | -49.5% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -16.3% | -35.26% |
| Avg. Drawdown Days | 43.0 | 92.0 |
| Recovery Factor | 0.08 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -49.50 | 173 |
| 2024-07-26 | 2024-11-16 | -23.94 | 113 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 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 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| Metric | 7544786:zrxusd:triple_gx:lsma165_75_55 | 7544786:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -27.06% | -28.63% |
| Best Month | 74.0% | 84.05% |
| Worst Month | -22.19% | -29.2% |
| Best Year | 17.05% | -8.38% |
| Worst Year | -11.35% | -47.96% |
| Avg. Up Day | 4.53% | 4.56% |
| Avg. Down Day | -4.19% | -4.33% |
| Avg. Up Week | 10.93% | 12.55% |
| Avg. Down Week | -7.62% | -10.73% |
| Avg. Up Month | 40.6% | 49.52% |
| Avg. Down Month | -9.97% | -14.01% |
| Win Days % | 46.67% | 51.84% |
| Win Month % | 33.33% | 30.77% |
| Win Week % | 44.44% | 45.61% |
| Win Quarter % | 25.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |