| Metric | 7546730:zrxusd:triple_gx:lsma220_70_65 | 7546730:ZRXUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 210.97% | -43.18% |
| Max Drawdown | -54.34% | -84.85% |
| Sharpe | 0.85 | 0.34 |
| Sortino | 1.59 | 0.54 |
| Payoff Ratio | 1.33 | 1.14 |
| Profit Factor | 1.33 | 1.06 |
| Common Sense Ratio | 1.71 | 0.93 |
| CPC Index | 0.84 | 0.62 |
| Tail Ratio | 1.29 | 0.88 |
| Outlier Win Ratio | 16.27 | 3.35 |
| Outlier Loss Ratio | 3.25 | 2.81 |
| Volatility (ann.) | 69.57% | 107.95% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.83 | -0.2 |
| Skew | 5.67 | 1.9 |
| Kurtosis | 91.58 | 18.09 |
| Expected Daily % | 0.1% | -0.05% |
| Expected Monthly % | 3.11% | -1.52% |
| Expected Yearly % | 32.79% | -13.18% |
| Kelly Criterion | 8.44% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.83% | -9.19% |
| Expected Shortfall (cVaR) | -5.83% | -9.19% |
| Year | 7546730:ZRXUSD | 7546730:zrxusd:triple_gx:lsma220_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.57 | 1.19 | -0.02 | + |
| 2023 | 151.22 | 218.62 | 1.45 | + |
| 2024 | 22.68 | -5.79 | -0.26 | - |
| 2025 | -47.96 | 2.38 | -0.05 | + |
| Metric | 7546730:zrxusd:triple_gx:lsma220_70_65 | 7546730:ZRXUSD |
|---|---|---|
| MTD | 2.38% | -14.73% |
| 3M | 2.38% | -19.57% |
| 6M | -16.22% | -56.83% |
| YTD | 2.38% | -47.96% |
| 1Y | 29.12% | -53.94% |
| 3Y (ann.) | 50.22% | -17.86% |
| 5Y (ann.) | 45.07% | -16.92% |
| Metric | 7546730:zrxusd:triple_gx:lsma220_70_65 | 7546730:ZRXUSD |
|---|---|---|
| Max Drawdown | -54.34% | -84.85% |
| Longest DD Days | 262.0 | 537.0 |
| Avg. Drawdown | -12.08% | -30.99% |
| Avg. Drawdown Days | 54.0 | 156.0 |
| Recovery Factor | 3.88 | -0.51 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-04 | -54.34 | 262 |
| 2024-12-09 | 2025-05-31 | -41.32 | 173 |
| 2023-11-16 | 2024-03-14 | -39.53 | 119 |
| 2023-03-20 | 2023-10-16 | -19.47 | 210 |
| 2022-05-16 | 2022-12-04 | -16.41 | 202 |
| 2023-02-08 | 2023-03-01 | -12.32 | 21 |
| 2023-01-28 | 2023-02-03 | -10.42 | 6 |
| 2023-03-02 | 2023-03-17 | -9.24 | 15 |
| 2023-10-26 | 2023-10-29 | -6.94 | 3 |
| 2022-12-05 | 2023-01-20 | -6.57 | 46 |
| Metric | 7546730:zrxusd:triple_gx:lsma220_70_65 | 7546730:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 66.64% | 139.3% |
| Worst Week | -34.16% | -34.16% |
| Best Month | 61.4% | 100.18% |
| Worst Month | -23.01% | -39.12% |
| Best Year | 218.62% | 151.22% |
| Worst Year | -5.79% | -64.57% |
| Avg. Up Day | 4.78% | 4.8% |
| Avg. Down Day | -3.58% | -4.19% |
| Avg. Up Week | 12.94% | 16.81% |
| Avg. Down Week | -7.94% | -10.57% |
| Avg. Up Month | 26.36% | 34.79% |
| Avg. Down Month | -9.5% | -19.4% |
| Win Days % | 47.66% | 51.53% |
| Win Month % | 56.52% | 40.54% |
| Win Week % | 54.41% | 49.08% |
| Win Quarter % | 54.55% | 30.77% |
| Win Year % | 75.0% | 50.0% |