| Metric | 7534149:zrxusd:triple_gx:lsma230_110_20 | 7534149:ZRXUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 352.86% | -58.64% |
| Max Drawdown | -55.51% | -86.93% |
| Sharpe | 0.91 | 0.26 |
| Sortino | 1.69 | 0.4 |
| Payoff Ratio | 1.3 | 1.08 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 1.42 | 0.91 |
| CPC Index | 0.8 | 0.58 |
| Tail Ratio | 1.1 | 0.87 |
| Outlier Win Ratio | 11.57 | 3.47 |
| Outlier Loss Ratio | 3.19 | 2.76 |
| Volatility (ann.) | 77.45% | 104.67% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.98 | -0.26 |
| Skew | 4.47 | 1.77 |
| Kurtosis | 60.63 | 18.25 |
| Expected Daily % | 0.12% | -0.07% |
| Expected Monthly % | 3.58% | -2.03% |
| Expected Yearly % | 45.88% | -19.8% |
| Kelly Criterion | 7.7% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.47% | -8.94% |
| Expected Shortfall (cVaR) | -6.47% | -8.94% |
| Year | 7534149:ZRXUSD | 7534149:zrxusd:triple_gx:lsma230_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.58 | -5.89 | 0.09 | + |
| 2023 | 151.22 | 221.78 | 1.47 | + |
| 2024 | 22.68 | 95.75 | 4.22 | + |
| 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.) | 72.53% | -1.36% |
| 5Y (ann.) | 54.25% | -22.38% |
| Metric | 7534149:zrxusd:triple_gx:lsma230_110_20 | 7534149:ZRXUSD |
|---|---|---|
| Max Drawdown | -55.51% | -86.93% |
| Longest DD Days | 342.0 | 609.0 |
| Avg. Drawdown | -14.07% | -39.96% |
| Avg. Drawdown Days | 56.0 | 251.0 |
| Recovery Factor | 6.36 | -0.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-03 | -55.51 | 261 |
| 2024-12-09 | 2025-11-16 | -54.30 | 342 |
| 2022-11-05 | 2023-02-01 | -41.68 | 88 |
| 2023-11-16 | 2024-03-09 | -29.82 | 114 |
| 2023-04-05 | 2023-10-30 | -27.92 | 208 |
| 2023-03-02 | 2023-04-04 | -21.09 | 33 |
| 2023-02-08 | 2023-02-20 | -13.99 | 12 |
| 2022-06-15 | 2022-06-20 | -9.95 | 5 |
| 2023-02-24 | 2023-03-01 | -8.28 | 5 |
| 2022-10-18 | 2022-10-26 | -5.45 | 8 |
| Metric | 7534149:zrxusd:triple_gx:lsma230_110_20 | 7534149:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -34.16% |
| Best Month | 128.8% | 100.18% |
| Worst Month | -25.55% | -39.12% |
| Best Year | 221.78% | 151.22% |
| Worst Year | -23.61% | -65.58% |
| Avg. Up Day | 4.55% | 4.57% |
| Avg. Down Day | -3.5% | -4.23% |
| Avg. Up Week | 14.18% | 16.28% |
| Avg. Down Week | -7.09% | -10.2% |
| Avg. Up Month | 37.01% | 39.01% |
| Avg. Down Month | -10.46% | -15.83% |
| Win Days % | 47.83% | 51.61% |
| Win Month % | 50.0% | 37.21% |
| Win Week % | 49.02% | 48.92% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 50.0% | 50.0% |