| Metric | 7534108:zrxusd:triple_gx:lsma160_110_20 | 7534108:ZRXUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 438.34% | -54.78% |
| Max Drawdown | -61.61% | -86.75% |
| Sharpe | 1.01 | 0.32 |
| Sortino | 1.78 | 0.51 |
| Payoff Ratio | 1.2 | 1.06 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.51 | 0.91 |
| CPC Index | 0.77 | 0.57 |
| Tail Ratio | 1.16 | 0.87 |
| Outlier Win Ratio | 10.72 | 3.67 |
| Outlier Loss Ratio | 3.23 | 2.96 |
| Volatility (ann.) | 85.1% | 113.66% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.11 | -0.25 |
| Skew | 3.51 | 1.93 |
| Kurtosis | 45.49 | 18.13 |
| Expected Daily % | 0.14% | -0.07% |
| Expected Monthly % | 4.41% | -2.01% |
| Expected Yearly % | 52.32% | -18.0% |
| Kelly Criterion | 7.76% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.09% | -9.69% |
| Expected Shortfall (cVaR) | -7.09% | -9.69% |
| Year | 7534108:ZRXUSD | 7534108:zrxusd:triple_gx:lsma160_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.81 | -43.43 | 0.60 | + |
| 2023 | 151.22 | 143.84 | 0.95 | - |
| 2024 | 22.68 | 255.11 | 11.25 | + |
| 2025 | -47.96 | 9.90 | -0.21 | + |
| Metric | 7534108:zrxusd:triple_gx:lsma160_110_20 | 7534108:ZRXUSD |
|---|---|---|
| MTD | -7.63% | -14.73% |
| 3M | 17.15% | -19.57% |
| 6M | -13.03% | -56.83% |
| YTD | 9.9% | -47.96% |
| 1Y | 45.12% | -53.94% |
| 3Y (ann.) | 101.98% | -17.86% |
| 5Y (ann.) | 68.39% | -21.79% |
| Metric | 7534108:zrxusd:triple_gx:lsma160_110_20 | 7534108:ZRXUSD |
|---|---|---|
| Max Drawdown | -61.61% | -86.75% |
| Longest DD Days | 586.0 | 693.0 |
| Avg. Drawdown | -20.7% | -27.17% |
| Avg. Drawdown Days | 96.0 | 145.0 |
| Recovery Factor | 7.11 | -0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-11 | -61.61 | 586 |
| 2024-12-09 | 2025-05-31 | -45.02 | 173 |
| 2024-07-27 | 2024-11-24 | -42.45 | 120 |
| 2024-03-17 | 2024-07-26 | -37.11 | 131 |
| 2023-11-16 | 2024-03-06 | -29.57 | 111 |
| 2022-03-10 | 2022-03-30 | -9.59 | 20 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2022-03-31 | 2022-04-02 | -5.47 | 2 |
| 2024-03-07 | 2024-03-08 | -2.49 | 1 |
| Metric | 7534108:zrxusd:triple_gx:lsma160_110_20 | 7534108: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 | 255.11% | 151.22% |
| Worst Year | -43.43% | -71.81% |
| Avg. Up Day | 4.76% | 4.77% |
| Avg. Down Day | -3.95% | -4.52% |
| Avg. Up Week | 13.24% | 16.11% |
| Avg. Down Week | -8.12% | -10.82% |
| Avg. Up Month | 36.97% | 40.58% |
| Avg. Down Month | -12.11% | -18.82% |
| Win Days % | 49.61% | 51.62% |
| Win Month % | 51.52% | 38.46% |
| Win Week % | 54.81% | 48.55% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 75.0% | 50.0% |