| Metric | 7534161:zrxusd:triple_gx:lsma235_110_20 | 7534161:ZRXUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 388.08% | -54.42% |
| Max Drawdown | -55.22% | -86.93% |
| Sharpe | 0.94 | 0.29 |
| Sortino | 1.74 | 0.45 |
| Payoff Ratio | 1.29 | 1.08 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.41 | 0.92 |
| CPC Index | 0.81 | 0.58 |
| Tail Ratio | 1.09 | 0.88 |
| Outlier Win Ratio | 11.58 | 3.48 |
| Outlier Loss Ratio | 3.12 | 2.77 |
| Volatility (ann.) | 77.7% | 104.72% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.05 | -0.23 |
| Skew | 4.44 | 1.77 |
| Kurtosis | 60.02 | 18.27 |
| Expected Daily % | 0.13% | -0.06% |
| Expected Monthly % | 3.76% | -1.81% |
| Expected Yearly % | 48.64% | -17.84% |
| Kelly Criterion | 8.33% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.49% | -8.93% |
| Expected Shortfall (cVaR) | -6.49% | -8.93% |
| Year | 7534161:ZRXUSD | 7534161:zrxusd:triple_gx:lsma235_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.08 | -16.33 | 0.26 | + |
| 2023 | 151.22 | 224.01 | 1.48 | + |
| 2024 | 22.68 | 106.50 | 4.70 | + |
| 2025 | -61.00 | -12.81 | 0.21 | + |
| Metric | 7534161:zrxusd:triple_gx:lsma235_110_20 | 7534161:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -3.99% |
| 3M | -4.03% | -27.17% |
| 6M | -10.8% | -35.24% |
| YTD | -12.81% | -61.0% |
| 1Y | 5.43% | -50.56% |
| 3Y (ann.) | 83.95% | -1.36% |
| 5Y (ann.) | 57.89% | -20.26% |
| Metric | 7534161:zrxusd:triple_gx:lsma235_110_20 | 7534161:ZRXUSD |
|---|---|---|
| Max Drawdown | -55.22% | -86.93% |
| Longest DD Days | 342.0 | 609.0 |
| Avg. Drawdown | -17.85% | -39.94% |
| Avg. Drawdown Days | 74.0 | 250.0 |
| Recovery Factor | 7.03 | -0.63 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-03 | -55.22 | 261 |
| 2024-12-09 | 2025-11-16 | -47.84 | 342 |
| 2022-11-05 | 2023-02-01 | -41.68 | 88 |
| 2023-11-16 | 2024-03-08 | -29.57 | 113 |
| 2023-04-05 | 2023-10-29 | -27.42 | 207 |
| 2023-03-02 | 2023-04-04 | -21.09 | 33 |
| 2023-02-08 | 2023-02-20 | -13.99 | 12 |
| 2022-07-31 | 2022-11-04 | -13.99 | 96 |
| 2022-06-15 | 2022-06-20 | -9.95 | 5 |
| 2023-02-24 | 2023-03-01 | -8.28 | 5 |
| Metric | 7534161:zrxusd:triple_gx:lsma235_110_20 | 7534161: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 | 139.79% | 100.18% |
| Worst Month | -25.55% | -39.12% |
| Best Year | 224.01% | 151.22% |
| Worst Year | -16.33% | -62.08% |
| Avg. Up Day | 4.59% | 4.61% |
| Avg. Down Day | -3.56% | -4.26% |
| Avg. Up Week | 14.0% | 15.89% |
| Avg. Down Week | -7.36% | -10.72% |
| Avg. Up Month | 34.65% | 36.83% |
| Avg. Down Month | -11.3% | -16.48% |
| Win Days % | 48.39% | 51.66% |
| Win Month % | 54.29% | 39.53% |
| Win Week % | 51.02% | 49.19% |
| Win Quarter % | 60.0% | 33.33% |
| Win Year % | 50.0% | 50.0% |