| Metric | 7534152:zrxusd:triple_gx:lsma220_110_20 | 7534152:ZRXUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -22.64% | -52.32% |
| Max Drawdown | -46.86% | -73.14% |
| Sharpe | -0.04 | -0.21 |
| Sortino | -0.07 | -0.31 |
| Payoff Ratio | 1.11 | 0.99 |
| Profit Factor | 0.99 | 0.97 |
| Common Sense Ratio | 0.93 | 0.84 |
| CPC Index | 0.48 | 0.5 |
| Tail Ratio | 0.94 | 0.86 |
| Outlier Win Ratio | 13.1 | 3.28 |
| Outlier Loss Ratio | 2.95 | 2.47 |
| Volatility (ann.) | 67.09% | 100.41% |
| R^2 | 0.45 | 0.45 |
| Calmar | -0.47 | -0.7 |
| Skew | 2.11 | 0.67 |
| Kurtosis | 23.61 | 4.18 |
| Expected Daily % | -0.07% | -0.19% |
| Expected Monthly % | -1.95% | -5.54% |
| Expected Yearly % | -12.04% | -30.95% |
| Kelly Criterion | -7.09% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.78% | -8.7% |
| Expected Shortfall (cVaR) | -5.78% | -8.7% |
| Year | 7534152:ZRXUSD | 7534152:zrxusd:triple_gx:lsma220_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | -13.42 | 1.60 | - |
| 2025 | -47.96 | -10.64 | 0.22 | + |
| Metric | 7534152:zrxusd:triple_gx:lsma220_110_20 | 7534152:ZRXUSD |
|---|---|---|
| MTD | -9.59% | -14.73% |
| 3M | -4.74% | -19.57% |
| 6M | -29.29% | -56.83% |
| YTD | -10.64% | -47.96% |
| 1Y | -20.92% | -53.94% |
| 3Y (ann.) | -21.85% | -50.91% |
| 5Y (ann.) | -21.85% | -50.91% |
| Metric | 7534152:zrxusd:triple_gx:lsma220_110_20 | 7534152:ZRXUSD |
|---|---|---|
| Max Drawdown | -46.86% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -20.6% | -35.26% |
| Avg. Drawdown Days | 73.0 | 92.0 |
| Recovery Factor | -0.48 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-21 | 2024-11-26 | -46.86 | 158 |
| 2024-12-09 | 2025-05-31 | -45.02 | 173 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-05-23 | 2024-06-19 | -2.34 | 27 |
| 2024-12-06 | 2024-12-07 | -0.18 | 1 |
| Metric | 7534152:zrxusd:triple_gx:lsma220_110_20 | 7534152:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| 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 | -10.64% | -8.38% |
| Worst Year | -13.42% | -47.96% |
| Avg. Up Day | 4.36% | 4.38% |
| Avg. Down Day | -3.94% | -4.43% |
| Avg. Up Week | 11.93% | 15.82% |
| Avg. Down Week | -9.47% | -11.15% |
| Avg. Up Month | 42.36% | 49.68% |
| Avg. Down Month | -14.13% | -15.12% |
| Win Days % | 43.75% | 51.84% |
| Win Month % | 33.33% | 30.77% |
| Win Week % | 45.16% | 45.61% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 0.0% | 0.0% |