| Metric | 7534175:zrxusd:triple_gx:lsma130_115_20 | 7534175:ZRXUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | -15.38% | -52.32% |
| Max Drawdown | -45.74% | -73.14% |
| Sharpe | 0.16 | -0.21 |
| Sortino | 0.26 | -0.31 |
| Payoff Ratio | 1.04 | 0.96 |
| Profit Factor | 1.03 | 0.97 |
| Common Sense Ratio | 1.05 | 0.84 |
| CPC Index | 0.51 | 0.48 |
| Tail Ratio | 1.01 | 0.86 |
| Outlier Win Ratio | 8.34 | 3.34 |
| Outlier Loss Ratio | 2.91 | 2.59 |
| Volatility (ann.) | 76.78% | 100.41% |
| R^2 | 0.58 | 0.58 |
| Calmar | -0.32 | -0.7 |
| Skew | 1.45 | 0.67 |
| Kurtosis | 13.51 | 4.18 |
| Expected Daily % | -0.04% | -0.19% |
| Expected Monthly % | -1.28% | -5.54% |
| Expected Yearly % | -8.01% | -30.95% |
| Kelly Criterion | -2.95% | 1.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.58% | -8.7% |
| Expected Shortfall (cVaR) | -6.58% | -8.7% |
| Year | 7534175:ZRXUSD | 7534175:zrxusd:triple_gx:lsma130_115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | -13.46 | 1.61 | - |
| 2025 | -47.96 | -2.23 | 0.05 | + |
| Metric | 7534175:zrxusd:triple_gx:lsma130_115_20 | 7534175:ZRXUSD |
|---|---|---|
| MTD | -10.91% | -14.73% |
| 3M | 4.23% | -19.57% |
| 6M | -22.63% | -56.83% |
| YTD | -2.23% | -47.96% |
| 1Y | -15.38% | -53.94% |
| 3Y (ann.) | -14.82% | -50.91% |
| 5Y (ann.) | -14.82% | -50.91% |
| Metric | 7534175:zrxusd:triple_gx:lsma130_115_20 | 7534175:ZRXUSD |
|---|---|---|
| Max Drawdown | -45.74% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -25.52% | -35.26% |
| Avg. Drawdown Days | 69.0 | 92.0 |
| Recovery Factor | -0.34 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2024-11-26 | -45.74 | 122 |
| 2024-12-09 | 2025-05-31 | -45.02 | 173 |
| 2024-06-12 | 2024-07-26 | -28.09 | 44 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-12-06 | 2024-12-07 | -0.18 | 1 |
| Metric | 7534175:zrxusd:triple_gx:lsma130_115_20 | 7534175: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 | -2.23% | -8.38% |
| Worst Year | -13.46% | -47.96% |
| Avg. Up Day | 4.14% | 4.15% |
| Avg. Down Day | -3.99% | -4.33% |
| Avg. Up Week | 10.31% | 12.01% |
| Avg. Down Week | -9.68% | -11.96% |
| Avg. Up Month | 52.09% | 49.52% |
| Avg. Down Month | -12.43% | -19.82% |
| Win Days % | 47.55% | 51.84% |
| Win Month % | 27.27% | 30.77% |
| Win Week % | 52.63% | 45.61% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 0.0% | 0.0% |