| Metric | configs_sql/hl_close/c/zrxusd/uniq_ | ZRXUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 156.34% | -64.08% |
| Max Drawdown | -56.69% | -93.67% |
| Sharpe | 0.64 | 0.39 |
| Sortino | 1.14 | 0.61 |
| Payoff Ratio | 1.13 | 1.0 |
| 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 | 10.32 | 3.19 |
| Outlier Loss Ratio | 5.95 | 2.8 |
| Volatility (ann.) | 69.09% | 122.14% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.44 | -0.23 |
| Skew | 4.69 | 1.53 |
| Kurtosis | 73.29 | 14.8 |
| Expected Daily % | 0.06% | -0.07% |
| Expected Monthly % | 1.83% | -1.95% |
| Expected Yearly % | 20.72% | -18.52% |
| Kelly Criterion | 5.85% | 3.43% |
| 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_ | 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 | -53.21 | -2.60 | 0.05 | + |
| Metric | configs_sql/hl_close/c/zrxusd/uniq_ | ZRXUSD |
|---|---|---|
| MTD | 0.22% | -11.82% |
| 3M | -2.6% | -60.16% |
| 6M | 23.02% | -31.17% |
| YTD | -2.6% | -53.21% |
| 1Y | 9.65% | -67.97% |
| 3Y (ann.) | 47.61% | -32.79% |
| 5Y (ann.) | 24.98% | -21.54% |
| Metric | configs_sql/hl_close/c/zrxusd/uniq_ | ZRXUSD |
|---|---|---|
| Max Drawdown | -56.69% | -93.67% |
| Longest DD Days | 1000.0 | 1454.0 |
| Avg. Drawdown | -26.08% | -22.84% |
| Avg. Drawdown Days | 190.0 | 191.0 |
| Recovery Factor | 2.76 | -0.68 |
| 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 | 2025-04-07 | -43.04 | 119 |
| 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_ | 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% | 4.6% |
| Avg. Down Day | -2.11% | -4.58% |
| Avg. Up Week | 7.96% | 16.38% |
| Avg. Down Week | -4.65% | -12.09% |
| Avg. Up Month | 17.18% | 37.33% |
| Avg. Down Month | -5.78% | -19.56% |
| Win Days % | 49.95% | 51.6% |
| Win Month % | 42.86% | 40.38% |
| Win Week % | 49.14% | 46.43% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 40.0% | 60.0% |