| Metric | 7545487:zrxusd:triple_gx:lsma155_110_55 | 7545487:ZRXUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 93.4% | -52.32% |
| Max Drawdown | -47.41% | -73.14% |
| Sharpe | 1.2 | -0.21 |
| Sortino | 2.07 | -0.31 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.31 | 0.97 |
| Common Sense Ratio | 1.45 | 0.84 |
| CPC Index | 0.81 | 0.56 |
| Tail Ratio | 1.11 | 0.86 |
| Outlier Win Ratio | 9.24 | 3.38 |
| Outlier Loss Ratio | 2.92 | 2.5 |
| Volatility (ann.) | 75.35% | 100.41% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.87 | -0.7 |
| Skew | 1.82 | 0.67 |
| Kurtosis | 15.27 | 4.18 |
| Expected Daily % | 0.17% | -0.19% |
| Expected Monthly % | 5.2% | -5.54% |
| Expected Yearly % | 39.07% | -30.95% |
| Kelly Criterion | 9.78% | 8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.24% | -8.7% |
| Expected Shortfall (cVaR) | -6.24% | -8.7% |
| Year | 7545487:ZRXUSD | 7545487:zrxusd:triple_gx:lsma155_110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 65.89 | -7.87 | + |
| 2025 | -47.96 | 16.58 | -0.35 | + |
| Metric | 7545487:zrxusd:triple_gx:lsma155_110_55 | 7545487:ZRXUSD |
|---|---|---|
| MTD | 10.43% | -14.73% |
| 3M | 27.46% | -19.57% |
| 6M | 0.39% | -56.83% |
| YTD | 16.58% | -47.96% |
| 1Y | 93.4% | -53.94% |
| 3Y (ann.) | 88.43% | -50.91% |
| 5Y (ann.) | 88.43% | -50.91% |
| Metric | 7545487:zrxusd:triple_gx:lsma155_110_55 | 7545487:ZRXUSD |
|---|---|---|
| Max Drawdown | -47.41% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -11.11% | -35.26% |
| Avg. Drawdown Days | 25.0 | 92.0 |
| Recovery Factor | 1.97 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -47.41 | 173 |
| 2024-07-22 | 2024-11-11 | -23.46 | 112 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-12 | 2024-11-16 | -11.22 | 4 |
| 2024-11-17 | 2024-11-18 | -8.65 | 1 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-06-28 | 2024-07-10 | -8.09 | 12 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-07-11 | 2024-07-14 | -4.35 | 3 |
| 2024-06-20 | 2024-06-25 | -3.84 | 5 |
| Metric | 7545487:zrxusd:triple_gx:lsma155_110_55 | 7545487: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 | 84.05% | 84.05% |
| Worst Month | -18.98% | -29.2% |
| Best Year | 65.89% | -8.38% |
| Worst Year | 16.58% | -47.96% |
| Avg. Up Day | 4.54% | 4.55% |
| Avg. Down Day | -3.7% | -4.07% |
| Avg. Up Week | 12.41% | 11.81% |
| Avg. Down Week | -7.62% | -11.24% |
| Avg. Up Month | 49.74% | 49.52% |
| Avg. Down Month | -8.59% | -18.95% |
| Win Days % | 50.29% | 51.84% |
| Win Month % | 55.56% | 30.77% |
| Win Week % | 51.61% | 45.61% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |