| Metric | 7534109:zrxusd:triple_gx:lsma165_110_20 | 7534109:ZRXUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 414.23% | -51.61% |
| Max Drawdown | -61.26% | -86.75% |
| Sharpe | 1.0 | 0.34 |
| Sortino | 1.76 | 0.54 |
| Payoff Ratio | 1.2 | 1.03 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.45 | 0.92 |
| CPC Index | 0.77 | 0.56 |
| Tail Ratio | 1.12 | 0.87 |
| Outlier Win Ratio | 10.93 | 3.68 |
| Outlier Loss Ratio | 3.25 | 2.96 |
| Volatility (ann.) | 84.89% | 113.82% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.08 | -0.23 |
| Skew | 3.54 | 1.92 |
| Kurtosis | 46.15 | 18.09 |
| Expected Daily % | 0.14% | -0.06% |
| Expected Monthly % | 4.29% | -1.84% |
| Expected Yearly % | 50.59% | -16.6% |
| Kelly Criterion | 7.7% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.08% | -9.69% |
| Expected Shortfall (cVaR) | -7.08% | -9.69% |
| Year | 7534109:ZRXUSD | 7534109:zrxusd:triple_gx:lsma165_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.83 | -38.80 | 0.56 | + |
| 2023 | 151.22 | 140.04 | 0.93 | - |
| 2024 | 22.68 | 218.50 | 9.63 | + |
| 2025 | -47.96 | 9.90 | -0.21 | + |
| Metric | 7534109:zrxusd:triple_gx:lsma165_110_20 | 7534109:ZRXUSD |
|---|---|---|
| MTD | -7.63% | -14.73% |
| 3M | 17.15% | -19.57% |
| 6M | -13.03% | -56.83% |
| YTD | 9.9% | -47.96% |
| 1Y | 30.16% | -53.94% |
| 3Y (ann.) | 94.36% | -17.86% |
| 5Y (ann.) | 66.38% | -20.2% |
| Metric | 7534109:zrxusd:triple_gx:lsma165_110_20 | 7534109:ZRXUSD |
|---|---|---|
| Max Drawdown | -61.26% | -86.75% |
| Longest DD Days | 586.0 | 693.0 |
| Avg. Drawdown | -18.17% | -29.69% |
| Avg. Drawdown Days | 103.0 | 165.0 |
| Recovery Factor | 6.76 | -0.59 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-11 | -61.26 | 586 |
| 2024-12-09 | 2025-05-31 | -45.02 | 173 |
| 2024-03-17 | 2024-11-24 | -40.76 | 252 |
| 2023-11-16 | 2024-03-06 | -29.57 | 111 |
| 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 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| 2022-03-28 | 2022-03-29 | -0.18 | 1 |
| Metric | 7534109:zrxusd:triple_gx:lsma165_110_20 | 7534109: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 | 218.5% | 151.22% |
| Worst Year | -38.8% | -69.83% |
| Avg. Up Day | 4.71% | 4.73% |
| Avg. Down Day | -3.93% | -4.57% |
| Avg. Up Week | 13.05% | 15.55% |
| Avg. Down Week | -8.39% | -11.08% |
| Avg. Up Month | 34.25% | 39.33% |
| Avg. Down Month | -11.47% | -18.82% |
| Win Days % | 49.71% | 51.67% |
| Win Month % | 54.55% | 38.46% |
| Win Week % | 56.73% | 48.84% |
| Win Quarter % | 57.14% | 35.71% |
| Win Year % | 75.0% | 50.0% |