| Metric | configs_sql/hl_close/c/zrxusd/uniq_daily_ | ZRXUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 155.71% | -64.39% |
| Max Drawdown | -56.69% | -93.67% |
| Sharpe | 0.64 | 0.39 |
| Sortino | 1.14 | 0.61 |
| Payoff Ratio | 1.14 | 1.01 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.25 | 1.0 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.07 | 0.94 |
| Outlier Win Ratio | 10.31 | 3.19 |
| Outlier Loss Ratio | 5.95 | 2.8 |
| Volatility (ann.) | 69.11% | 122.18% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.44 | -0.23 |
| Skew | 4.69 | 1.53 |
| Kurtosis | 73.24 | 14.79 |
| Expected Daily % | 0.06% | -0.07% |
| Expected Monthly % | 1.82% | -1.97% |
| Expected Yearly % | 20.66% | -18.66% |
| Kelly Criterion | 5.84% | 3.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.83% | -10.39% |
| Expected Shortfall (cVaR) | -5.83% | -10.39% |
| Year | ZRXUSD | configs_sql/hl_close/c/zrxusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2021 | 35.14 | -30.38 | -0.86 | - |
| 2022 | -81.57 | -21.53 | 0.26 | + |
| 2023 | 151.25 | 188.90 | 1.25 | + |
| 2024 | 22.69 | 66.75 | 2.94 | + |
| 2025 | -53.61 | -2.84 | 0.05 | + |
| Metric | configs_sql/hl_close/c/zrxusd/uniq_daily_ | ZRXUSD |
|---|---|---|
| MTD | -0.02% | -12.57% |
| 3M | -2.84% | -59.43% |
| 6M | 21.63% | -32.69% |
| YTD | -2.84% | -53.61% |
| 1Y | 10.41% | -67.63% |
| 3Y (ann.) | 45.31% | -35.95% |
| 5Y (ann.) | 24.92% | -21.71% |
| Metric | configs_sql/hl_close/c/zrxusd/uniq_daily_ | ZRXUSD |
|---|---|---|
| Max Drawdown | -56.69% | -93.67% |
| Longest DD Days | 1000.0 | 1453.0 |
| Avg. Drawdown | -26.08% | -22.84% |
| Avg. Drawdown Days | 190.0 | 191.0 |
| Recovery Factor | 2.75 | -0.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-02-14 | 2023-11-11 | -56.69 | 1000 |
| 2024-03-17 | 2024-12-06 | -54.14 | 264 |
| 2024-12-09 | 2025-04-06 | -43.04 | 118 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2021-01-18 | 2021-02-03 | -17.34 | 16 |
| 2021-02-06 | 2021-02-11 | -7.63 | 5 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| 2021-02-04 | 2021-02-05 | -0.04 | 1 |
| Metric | configs_sql/hl_close/c/zrxusd/uniq_daily_ | ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.93% |
| Worst Day | -27.49% | -38.06% |
| Best Week | 131.69% | 165.35% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 66.5% | 100.18% |
| Worst Month | -24.12% | -44.12% |
| Best Year | 188.9% | 151.25% |
| Worst Year | -30.38% | -81.57% |
| Avg. Up Day | 2.4% | 4.61% |
| Avg. Down Day | -2.11% | -4.58% |
| Avg. Up Week | 7.96% | 16.38% |
| Avg. Down Week | -4.59% | -12.06% |
| Avg. Up Month | 17.18% | 37.33% |
| Avg. Down Month | -5.55% | -19.28% |
| Win Days % | 49.91% | 51.57% |
| Win Month % | 40.82% | 40.38% |
| Win Week % | 48.57% | 46.43% |
| Win Quarter % | 44.44% | 33.33% |
| Win Year % | 40.0% | 60.0% |