| Metric | 7546669:zrxusd:triple_gx:lsma120_70_65 | 7546669:ZRXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 257.32% | -67.32% |
| Max Drawdown | -58.75% | -86.93% |
| Sharpe | 0.8 | 0.26 |
| Sortino | 1.42 | 0.4 |
| Payoff Ratio | 1.24 | 1.08 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 1.37 | 0.92 |
| CPC Index | 0.74 | 0.58 |
| Tail Ratio | 1.1 | 0.88 |
| Outlier Win Ratio | 12.75 | 3.45 |
| Outlier Loss Ratio | 3.47 | 2.92 |
| Volatility (ann.) | 74.02% | 109.83% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.68 | -0.29 |
| Skew | 4.45 | 1.76 |
| Kurtosis | 64.31 | 17.94 |
| Expected Daily % | 0.09% | -0.08% |
| Expected Monthly % | 2.75% | -2.35% |
| Expected Yearly % | 37.49% | -24.39% |
| Kelly Criterion | 5.68% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.21% | -9.38% |
| Expected Shortfall (cVaR) | -6.21% | -9.38% |
| Year | 7546669:ZRXUSD | 7546669:zrxusd:triple_gx:lsma120_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.81 | 22.52 | -0.31 | + |
| 2023 | 151.22 | 126.64 | 0.84 | - |
| 2024 | 22.68 | 68.34 | 3.01 | + |
| 2025 | -61.00 | -23.56 | 0.39 | + |
| Metric | 7546669:zrxusd:triple_gx:lsma120_70_65 | 7546669:ZRXUSD |
|---|---|---|
| MTD | -3.25% | -3.99% |
| 3M | -4.66% | -27.17% |
| 6M | -27.45% | -35.24% |
| YTD | -23.56% | -61.0% |
| 1Y | -6.82% | -50.56% |
| 3Y (ann.) | 44.57% | -1.36% |
| 5Y (ann.) | 39.78% | -25.48% |
| Metric | 7546669:zrxusd:triple_gx:lsma120_70_65 | 7546669:ZRXUSD |
|---|---|---|
| Max Drawdown | -58.75% | -86.93% |
| Longest DD Days | 342.0 | 693.0 |
| Avg. Drawdown | -16.15% | -27.33% |
| Avg. Drawdown Days | 74.0 | 152.0 |
| Recovery Factor | 4.38 | -0.77 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-06 | -58.75 | 264 |
| 2024-12-09 | 2025-11-16 | -57.54 | 342 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2023-03-20 | 2023-10-23 | -28.72 | 217 |
| 2022-02-09 | 2022-03-30 | -26.73 | 49 |
| 2022-08-01 | 2023-02-03 | -18.02 | 186 |
| 2022-05-16 | 2022-07-31 | -16.32 | 76 |
| 2023-02-08 | 2023-03-01 | -12.32 | 21 |
| 2023-03-02 | 2023-03-17 | -9.24 | 15 |
| 2023-10-26 | 2023-10-29 | -6.94 | 3 |
| Metric | 7546669:zrxusd:triple_gx:lsma120_70_65 | 7546669:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 61.4% | 100.18% |
| Worst Month | -23.01% | -44.13% |
| Best Year | 126.64% | 151.22% |
| Worst Year | -23.56% | -72.81% |
| Avg. Up Day | 4.45% | 4.47% |
| Avg. Down Day | -3.59% | -4.15% |
| Avg. Up Week | 12.49% | 13.79% |
| Avg. Down Week | -6.63% | -9.31% |
| Avg. Up Month | 25.17% | 36.43% |
| Avg. Down Month | -7.85% | -19.08% |
| Win Days % | 47.83% | 51.7% |
| Win Month % | 51.35% | 40.43% |
| Win Week % | 48.65% | 48.02% |
| Win Quarter % | 43.75% | 37.5% |
| Win Year % | 75.0% | 50.0% |