| Metric | 7546705:zrxusd:triple_gx:lsma190_70_65 | 7546705:ZRXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 178.02% | -77.14% |
| Max Drawdown | -62.53% | -86.93% |
| Sharpe | 0.72 | 0.15 |
| Sortino | 1.34 | 0.24 |
| Payoff Ratio | 1.26 | 1.08 |
| Profit Factor | 1.25 | 1.02 |
| Common Sense Ratio | 1.44 | 0.9 |
| CPC Index | 0.75 | 0.57 |
| Tail Ratio | 1.15 | 0.88 |
| Outlier Win Ratio | 14.72 | 3.36 |
| Outlier Loss Ratio | 3.43 | 2.89 |
| Volatility (ann.) | 71.08% | 110.25% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.52 | -0.39 |
| Skew | 5.3 | 1.84 |
| Kurtosis | 79.42 | 18.63 |
| Expected Daily % | 0.08% | -0.11% |
| Expected Monthly % | 2.35% | -3.3% |
| Expected Yearly % | 29.13% | -30.86% |
| Kelly Criterion | 5.8% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.98% | -9.45% |
| Expected Shortfall (cVaR) | -5.98% | -9.45% |
| Year | 7546705:ZRXUSD | 7546705:zrxusd:triple_gx:lsma190_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -80.98 | 6.86 | -0.08 | + |
| 2023 | 151.22 | 108.36 | 0.72 | - |
| 2024 | 22.68 | 82.89 | 3.65 | + |
| 2025 | -61.00 | -31.72 | 0.52 | + |
| Metric | 7546705:zrxusd:triple_gx:lsma190_70_65 | 7546705:ZRXUSD |
|---|---|---|
| MTD | -3.25% | -3.99% |
| 3M | -3.51% | -27.17% |
| 6M | -26.46% | -35.24% |
| YTD | -31.72% | -61.0% |
| 1Y | -16.77% | -50.56% |
| 3Y (ann.) | 39.18% | -1.36% |
| 5Y (ann.) | 32.73% | -33.55% |
| Metric | 7546705:zrxusd:triple_gx:lsma190_70_65 | 7546705:ZRXUSD |
|---|---|---|
| Max Drawdown | -62.53% | -86.93% |
| Longest DD Days | 342.0 | 693.0 |
| Avg. Drawdown | -14.66% | -47.21% |
| Avg. Drawdown Days | 65.0 | 328.0 |
| Recovery Factor | 2.85 | -0.89 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -62.53 | 342 |
| 2024-03-17 | 2024-11-26 | -52.46 | 254 |
| 2023-03-20 | 2023-10-30 | -39.46 | 224 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2022-05-16 | 2022-11-04 | -16.32 | 172 |
| 2023-02-08 | 2023-03-01 | -12.32 | 21 |
| 2022-11-10 | 2022-11-23 | -11.66 | 13 |
| 2023-03-02 | 2023-03-17 | -9.24 | 15 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2022-11-25 | 2022-12-04 | -7.44 | 9 |
| Metric | 7546705:zrxusd:triple_gx:lsma190_70_65 | 7546705:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 130.16% | 139.3% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 61.4% | 100.18% |
| Worst Month | -23.01% | -44.13% |
| Best Year | 108.36% | 151.22% |
| Worst Year | -31.72% | -80.98% |
| Avg. Up Day | 4.51% | 4.53% |
| Avg. Down Day | -3.58% | -4.2% |
| Avg. Up Week | 13.61% | 14.69% |
| Avg. Down Week | -7.62% | -10.43% |
| Avg. Up Month | 23.37% | 39.01% |
| Avg. Down Month | -9.29% | -21.53% |
| Win Days % | 47.47% | 51.33% |
| Win Month % | 55.17% | 36.36% |
| Win Week % | 48.89% | 48.44% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 75.0% | 50.0% |