| Metric | 7534152:zrxusd:triple_gx:lsma220_110_20 | 7534152:ZRXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 326.31% | -43.18% |
| Max Drawdown | -58.78% | -84.85% |
| Sharpe | 0.96 | 0.34 |
| Sortino | 1.79 | 0.54 |
| Payoff Ratio | 1.31 | 1.12 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.47 | 0.93 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.12 | 0.88 |
| Outlier Win Ratio | 12.51 | 3.67 |
| Outlier Loss Ratio | 3.24 | 2.89 |
| Volatility (ann.) | 80.9% | 107.95% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.04 | -0.2 |
| Skew | 4.47 | 1.9 |
| Kurtosis | 58.03 | 18.09 |
| Expected Daily % | 0.13% | -0.05% |
| Expected Monthly % | 4.0% | -1.52% |
| Expected Yearly % | 43.69% | -13.18% |
| Kelly Criterion | 8.06% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.75% | -9.19% |
| Expected Shortfall (cVaR) | -6.75% | -9.19% |
| Year | 7534152:ZRXUSD | 7534152:zrxusd:triple_gx:lsma220_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.57 | -8.13 | 0.13 | + |
| 2023 | 151.22 | 186.29 | 1.23 | + |
| 2024 | 22.68 | 81.39 | 3.59 | + |
| 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.) | 58.24% | -17.86% |
| 5Y (ann.) | 60.88% | -16.92% |
| Metric | 7534152:zrxusd:triple_gx:lsma220_110_20 | 7534152:ZRXUSD |
|---|---|---|
| Max Drawdown | -58.78% | -84.85% |
| Longest DD Days | 440.0 | 537.0 |
| Avg. Drawdown | -14.38% | -30.99% |
| Avg. Drawdown Days | 57.0 | 156.0 |
| Recovery Factor | 5.55 | -0.51 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2025-05-31 | -58.78 | 440 |
| 2022-11-05 | 2023-02-01 | -41.68 | 88 |
| 2023-11-16 | 2024-03-09 | -29.82 | 114 |
| 2023-04-05 | 2023-10-30 | -29.05 | 208 |
| 2023-03-02 | 2023-04-04 | -21.09 | 33 |
| 2022-05-16 | 2022-05-20 | -16.32 | 4 |
| 2023-02-08 | 2023-02-20 | -13.99 | 12 |
| 2022-07-31 | 2022-11-04 | -13.99 | 96 |
| 2023-02-24 | 2023-03-01 | -8.28 | 5 |
| 2022-06-18 | 2022-06-20 | -7.58 | 2 |
| Metric | 7534152:zrxusd:triple_gx:lsma220_110_20 | 7534152: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 | 186.29% | 151.22% |
| Worst Year | -10.64% | -64.57% |
| Avg. Up Day | 4.84% | 4.86% |
| Avg. Down Day | -3.7% | -4.35% |
| Avg. Up Week | 15.1% | 17.6% |
| Avg. Down Week | -8.67% | -10.61% |
| Avg. Up Month | 35.53% | 37.92% |
| Avg. Down Month | -11.98% | -17.04% |
| Win Days % | 47.88% | 51.53% |
| Win Month % | 51.61% | 40.54% |
| Win Week % | 55.29% | 49.08% |
| Win Quarter % | 46.15% | 30.77% |
| Win Year % | 50.0% | 50.0% |