| Metric | 7533791:zrxusd:triple_gx:lsma130_95_20 | 7533791:ZRXUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | -0.54% | -52.32% |
| Max Drawdown | -46.91% | -73.14% |
| Sharpe | 0.35 | -0.21 |
| Sortino | 0.56 | -0.31 |
| Payoff Ratio | 1.06 | 0.95 |
| Profit Factor | 1.08 | 0.97 |
| Common Sense Ratio | 1.1 | 0.84 |
| CPC Index | 0.55 | 0.48 |
| Tail Ratio | 1.03 | 0.86 |
| Outlier Win Ratio | 9.16 | 3.33 |
| Outlier Loss Ratio | 3.01 | 2.55 |
| Volatility (ann.) | 73.43% | 100.41% |
| R^2 | 0.53 | 0.53 |
| Calmar | -0.01 | -0.7 |
| Skew | 1.67 | 0.67 |
| Kurtosis | 16.03 | 4.18 |
| Expected Daily % | -0.0% | -0.19% |
| Expected Monthly % | -0.04% | -5.54% |
| Expected Yearly % | -0.27% | -30.95% |
| Kelly Criterion | -1.27% | 0.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.25% | -8.7% |
| Expected Shortfall (cVaR) | -6.25% | -8.7% |
| Year | 7533791:ZRXUSD | 7533791:zrxusd:triple_gx:lsma130_95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | -0.64 | 0.08 | + |
| 2025 | -47.96 | 0.09 | -0.00 | + |
| Metric | 7533791:zrxusd:triple_gx:lsma130_95_20 | 7533791:ZRXUSD |
|---|---|---|
| MTD | -14.5% | -14.73% |
| 3M | 6.7% | -19.57% |
| 6M | -6.45% | -56.83% |
| YTD | 0.09% | -47.96% |
| 1Y | -0.54% | -53.94% |
| 3Y (ann.) | -0.52% | -50.91% |
| 5Y (ann.) | -0.52% | -50.91% |
| Metric | 7533791:zrxusd:triple_gx:lsma130_95_20 | 7533791:ZRXUSD |
|---|---|---|
| Max Drawdown | -46.91% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -21.56% | -35.26% |
| Avg. Drawdown Days | 69.0 | 92.0 |
| Recovery Factor | -0.01 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-26 | -46.91 | 133 |
| 2024-12-09 | 2025-05-31 | -35.07 | 173 |
| 2024-06-12 | 2024-07-15 | -17.07 | 33 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-12-06 | 2024-12-07 | -0.18 | 1 |
| Metric | 7533791:zrxusd:triple_gx:lsma130_95_20 | 7533791:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| Best Week | 26.07% | 31.86% |
| Worst Week | -19.66% | -28.63% |
| Best Month | 69.96% | 84.05% |
| Worst Month | -17.11% | -29.2% |
| Best Year | 0.09% | -8.38% |
| Worst Year | -0.64% | -47.96% |
| Avg. Up Day | 4.06% | 4.08% |
| Avg. Down Day | -3.83% | -4.31% |
| Avg. Up Week | 9.63% | 12.24% |
| Avg. Down Week | -8.63% | -11.56% |
| Avg. Up Month | 45.39% | 49.52% |
| Avg. Down Month | -12.42% | -19.95% |
| Win Days % | 47.92% | 51.84% |
| Win Month % | 36.36% | 30.77% |
| Win Week % | 51.35% | 45.61% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |