| Metric | 7534076:zrxusd:triple_gx:lsma130_110_20 | 7534076:ZRXUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 160.38% | -73.81% |
| Max Drawdown | -60.16% | -86.93% |
| Sharpe | 0.7 | 0.2 |
| Sortino | 1.18 | 0.32 |
| Payoff Ratio | 1.17 | 1.02 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.21 | 0.91 |
| CPC Index | 0.66 | 0.54 |
| Tail Ratio | 1.03 | 0.88 |
| Outlier Win Ratio | 9.47 | 3.63 |
| Outlier Loss Ratio | 3.34 | 2.98 |
| Volatility (ann.) | 83.88% | 110.07% |
| R^2 | 0.58 | 0.58 |
| Calmar | 0.48 | -0.34 |
| Skew | 3.12 | 1.77 |
| Kurtosis | 41.48 | 17.92 |
| Expected Daily % | 0.07% | -0.1% |
| Expected Monthly % | 2.1% | -2.87% |
| Expected Yearly % | 27.03% | -28.47% |
| Kelly Criterion | 3.78% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.06% | -9.42% |
| Expected Shortfall (cVaR) | -7.06% | -9.42% |
| Year | 7534076:ZRXUSD | 7534076:zrxusd:triple_gx:lsma130_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.21 | -47.96 | 0.61 | + |
| 2023 | 151.22 | 144.09 | 0.95 | - |
| 2024 | 22.68 | 111.90 | 4.93 | + |
| 2025 | -61.00 | -3.27 | 0.05 | + |
| Metric | 7534076:zrxusd:triple_gx:lsma130_110_20 | 7534076:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -3.99% |
| 3M | -4.03% | -27.17% |
| 6M | -9.44% | -35.24% |
| YTD | -3.27% | -61.0% |
| 1Y | 16.97% | -50.56% |
| 3Y (ann.) | 74.78% | -1.36% |
| 5Y (ann.) | 28.85% | -29.88% |
| Metric | 7534076:zrxusd:triple_gx:lsma130_110_20 | 7534076:ZRXUSD |
|---|---|---|
| Max Drawdown | -60.16% | -86.93% |
| Longest DD Days | 609.0 | 693.0 |
| Avg. Drawdown | -28.9% | -34.58% |
| Avg. Drawdown Days | 226.0 | 195.0 |
| Recovery Factor | 2.67 | -0.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-11 | -60.16 | 586 |
| 2024-03-17 | 2025-11-16 | -59.71 | 609 |
| 2023-11-16 | 2024-03-06 | -29.57 | 111 |
| 2022-02-17 | 2022-04-03 | -21.24 | 45 |
| 2024-03-07 | 2024-03-08 | -2.49 | 1 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| Metric | 7534076:zrxusd:triple_gx:lsma130_110_20 | 7534076:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 164.31% | 100.18% |
| Worst Month | -25.55% | -44.13% |
| Best Year | 144.09% | 151.22% |
| Worst Year | -47.96% | -78.21% |
| Avg. Up Day | 4.42% | 4.43% |
| Avg. Down Day | -3.77% | -4.35% |
| Avg. Up Week | 12.53% | 14.32% |
| Avg. Down Week | -7.61% | -10.48% |
| Avg. Up Month | 39.08% | 37.31% |
| Avg. Down Month | -11.24% | -17.7% |
| Win Days % | 48.12% | 51.5% |
| Win Month % | 43.59% | 36.96% |
| Win Week % | 47.33% | 47.76% |
| Win Quarter % | 43.75% | 37.5% |
| Win Year % | 50.0% | 50.0% |