| Metric | 7546743:zrxusd:triple_gx:lsma235_70_65 | 7546743:ZRXUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 24.86% | -52.32% |
| Max Drawdown | -46.58% | -73.14% |
| Sharpe | 0.64 | -0.21 |
| Sortino | 1.12 | -0.31 |
| Payoff Ratio | 1.33 | 1.07 |
| Profit Factor | 1.24 | 0.97 |
| Common Sense Ratio | 1.33 | 0.84 |
| CPC Index | 0.76 | 0.54 |
| Tail Ratio | 1.08 | 0.86 |
| Outlier Win Ratio | 17.96 | 3.13 |
| Outlier Loss Ratio | 2.85 | 2.39 |
| Volatility (ann.) | 60.45% | 100.41% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.51 | -0.7 |
| Skew | 3.14 | 0.67 |
| Kurtosis | 37.17 | 4.18 |
| Expected Daily % | 0.06% | -0.19% |
| Expected Monthly % | 1.72% | -5.54% |
| Expected Yearly % | 11.74% | -30.95% |
| Kelly Criterion | 5.72% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -8.7% |
| Expected Shortfall (cVaR) | -5.1% | -8.7% |
| Year | 7546743:ZRXUSD | 7546743:zrxusd:triple_gx:lsma235_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 37.40 | -4.47 | + |
| 2025 | -47.96 | -9.13 | 0.19 | + |
| Metric | 7546743:zrxusd:triple_gx:lsma235_70_65 | 7546743:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -14.73% |
| 3M | 0.0% | -19.57% |
| 6M | -25.64% | -56.83% |
| YTD | -9.13% | -47.96% |
| 1Y | 24.86% | -53.94% |
| 3Y (ann.) | 23.77% | -50.91% |
| 5Y (ann.) | 23.77% | -50.91% |
| Metric | 7546743:zrxusd:triple_gx:lsma235_70_65 | 7546743:ZRXUSD |
|---|---|---|
| Max Drawdown | -46.58% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -12.24% | -35.26% |
| Avg. Drawdown Days | 27.0 | 92.0 |
| Recovery Factor | 0.53 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -46.58 | 173 |
| 2024-08-25 | 2024-10-20 | -15.03 | 56 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-10-31 | 2024-11-10 | -12.19 | 10 |
| 2024-11-12 | 2024-11-18 | -11.22 | 6 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-08-14 | 2024-08-24 | -5.27 | 10 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2024-08-11 | 2024-08-12 | -0.18 | 1 |
| Metric | 7546743:zrxusd:triple_gx:lsma235_70_65 | 7546743: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 | 61.4% | 84.05% |
| Worst Month | -23.01% | -29.2% |
| Best Year | 37.4% | -8.38% |
| Worst Year | -9.13% | -47.96% |
| Avg. Up Day | 4.92% | 4.94% |
| Avg. Down Day | -3.71% | -4.61% |
| Avg. Up Week | 14.19% | 16.3% |
| Avg. Down Week | -8.24% | -12.01% |
| Avg. Up Month | 61.4% | 84.05% |
| Avg. Down Month | -12.04% | -23.46% |
| Win Days % | 46.24% | 51.84% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 50.0% | 45.61% |
| Win Quarter % | 33.33% | 20.0% |
| Win Year % | 50.0% | 0.0% |