| Metric | d_zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | ZRXUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 1.58% | -39.23% |
| Max Drawdown | -41.41% | -62.48% |
| Sharpe | 0.53 | -0.49 |
| Sortino | 0.63 | -0.67 |
| Payoff Ratio | 0.09 | 0.82 |
| Profit Factor | 1.21 | 0.94 |
| Common Sense Ratio | 42.14 | 0.78 |
| CPC Index | 0.1 | 0.41 |
| Tail Ratio | 34.75 | 0.83 |
| Outlier Win Ratio | 12.93 | 2.54 |
| Outlier Loss Ratio | 2.89 | 3.48 |
| Volatility (ann.) | 86.43% | 112.33% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.05 | -0.82 |
| Skew | -3.61 | -0.09 |
| Kurtosis | 28.0 | 0.33 |
| Expected Daily % | 0.01% | -0.33% |
| Expected Monthly % | 0.17% | -5.38% |
| Expected Yearly % | 1.58% | -39.23% |
| Kelly Criterion | -70.47% | -3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.31% | -9.82% |
| Expected Shortfall (cVaR) | -7.31% | -9.82% |
| Year | ZRXUSD | d_zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -39.23 | 1.58 | -0.04 | + |
| Metric | d_zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | ZRXUSD |
|---|---|---|
| MTD | 5.33% | 13.05% |
| 3M | 23.01% | 5.45% |
| 6M | -15.61% | 15.62% |
| YTD | 1.58% | -39.23% |
| 1Y | 1.58% | -39.23% |
| 3Y (ann.) | 2.27% | -50.99% |
| 5Y (ann.) | 2.27% | -50.99% |
| Metric | d_zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | ZRXUSD |
|---|---|---|
| Max Drawdown | -41.41% | -62.48% |
| Longest DD Days | 189.0 | 237.0 |
| Avg. Drawdown | -15.13% | -38.37% |
| Avg. Drawdown Days | 55.0 | 124.0 |
| Recovery Factor | 0.04 | -0.63 |
| Ulcer Index | 1.24 | 1.16 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-08 | 2025-09-13 | -41.41 | 189 |
| 2025-01-08 | 2025-02-05 | -18.86 | 28 |
| 2025-02-13 | 2025-02-15 | -0.15 | 2 |
| 2025-03-01 | 2025-03-02 | -0.09 | 1 |
| Metric | d_zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | ZRXUSD |
|---|---|---|
| Best Day | 19.62% | 19.01% |
| Worst Day | -32.75% | -15.19% |
| Best Week | 19.62% | 24.39% |
| Worst Week | -31.8% | -30.44% |
| Best Month | 11.43% | 22.82% |
| Worst Month | -27.61% | -29.42% |
| Best Year | 1.58% | -39.23% |
| Worst Year | 1.58% | -39.23% |
| Avg. Up Day | 0.79% | 4.67% |
| Avg. Down Day | -8.62% | -5.68% |
| Avg. Up Week | 2.82% | 10.5% |
| Avg. Down Week | -11.49% | -7.66% |
| Avg. Up Month | 7.85% | 17.93% |
| Avg. Down Month | -4.61% | -11.54% |
| Win Days % | 85.71% | 53.29% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 71.43% | 44.74% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |