| Metric | 7534149:zrxusd:triple_gx:lsma230_110_20 | 7534149:ZRXUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -28.62% | -64.27% |
| Max Drawdown | -54.3% | -76.83% |
| Sharpe | -0.04 | -0.24 |
| Sortino | -0.06 | -0.34 |
| Payoff Ratio | 1.12 | 0.94 |
| Profit Factor | 0.99 | 0.97 |
| Common Sense Ratio | 0.92 | 0.83 |
| CPC Index | 0.5 | 0.47 |
| Tail Ratio | 0.93 | 0.86 |
| Outlier Win Ratio | 11.34 | 3.23 |
| Outlier Loss Ratio | 3.16 | 2.57 |
| Volatility (ann.) | 63.96% | 95.6% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.37 | -0.64 |
| Skew | 1.69 | 0.34 |
| Kurtosis | 20.36 | 4.4 |
| Expected Daily % | -0.06% | -0.19% |
| Expected Monthly % | -1.76% | -5.27% |
| Expected Yearly % | -15.51% | -40.23% |
| Kelly Criterion | -4.7% | 1.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.51% | -8.29% |
| Expected Shortfall (cVaR) | -5.51% | -8.29% |
| Year | 7534149:ZRXUSD | 7534149:zrxusd:triple_gx:lsma230_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | -6.57 | 0.78 | + |
| 2025 | -61.00 | -23.61 | 0.39 | + |
| Metric | 7534149:zrxusd:triple_gx:lsma230_110_20 | 7534149:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -3.99% |
| 3M | -4.03% | -27.17% |
| 6M | -14.95% | -35.24% |
| YTD | -23.61% | -61.0% |
| 1Y | -7.62% | -50.56% |
| 3Y (ann.) | -20.08% | -49.55% |
| 5Y (ann.) | -20.08% | -49.55% |
| Metric | 7534149:zrxusd:triple_gx:lsma230_110_20 | 7534149:ZRXUSD |
|---|---|---|
| Max Drawdown | -54.3% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -17.08% | -36.19% |
| Avg. Drawdown Days | 74.0 | 135.0 |
| Recovery Factor | -0.53 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -54.30 | 342 |
| 2024-07-10 | 2024-11-24 | -44.73 | 137 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-06-21 | 2024-06-25 | -3.67 | 4 |
| 2024-05-23 | 2024-06-19 | -1.99 | 27 |
| 2024-12-06 | 2024-12-07 | -0.18 | 1 |
| Metric | 7534149:zrxusd:triple_gx:lsma230_110_20 | 7534149:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -24.21% |
| Best Week | 26.07% | 31.86% |
| Worst Week | -24.34% | -28.63% |
| Best Month | 84.05% | 84.05% |
| Worst Month | -25.55% | -29.2% |
| Best Year | -6.57% | -8.38% |
| Worst Year | -23.61% | -61.0% |
| Avg. Up Day | 3.92% | 3.94% |
| Avg. Down Day | -3.5% | -4.19% |
| Avg. Up Week | 9.4% | 12.57% |
| Avg. Down Week | -7.07% | -9.95% |
| Avg. Up Month | 31.97% | 36.99% |
| Avg. Down Month | -12.6% | -13.63% |
| Win Days % | 44.73% | 52.09% |
| Win Month % | 35.29% | 31.58% |
| Win Week % | 42.0% | 46.91% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 0.0% | 0.0% |