| Metric | 7534175:zrxusd:triple_gx:lsma130_115_20 | 7534175:ZRXUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 135.3% | -65.06% |
| Max Drawdown | -60.86% | -86.75% |
| Sharpe | 0.71 | 0.26 |
| Sortino | 1.2 | 0.41 |
| Payoff Ratio | 1.16 | 1.03 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.21 | 0.9 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.03 | 0.87 |
| Outlier Win Ratio | 9.24 | 3.59 |
| Outlier Loss Ratio | 3.29 | 3.0 |
| Volatility (ann.) | 87.31% | 113.28% |
| R^2 | 0.59 | 0.59 |
| Calmar | 0.48 | -0.31 |
| Skew | 3.15 | 1.9 |
| Kurtosis | 40.08 | 17.94 |
| Expected Daily % | 0.07% | -0.09% |
| Expected Monthly % | 2.16% | -2.59% |
| Expected Yearly % | 23.85% | -23.12% |
| Kelly Criterion | 4.0% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.35% | -9.67% |
| Expected Shortfall (cVaR) | -7.35% | -9.67% |
| Year | 7534175:ZRXUSD | 7534175:zrxusd:triple_gx:lsma130_115_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.21 | -49.53 | 0.63 | + |
| 2023 | 151.22 | 120.01 | 0.79 | - |
| 2024 | 22.68 | 116.72 | 5.15 | + |
| 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.) | 60.29% | -17.86% |
| 5Y (ann.) | 29.48% | -27.2% |
| Metric | 7534175:zrxusd:triple_gx:lsma130_115_20 | 7534175:ZRXUSD |
|---|---|---|
| Max Drawdown | -60.86% | -86.75% |
| Longest DD Days | 586.0 | 693.0 |
| Avg. Drawdown | -28.86% | -34.28% |
| Avg. Drawdown Days | 197.0 | 171.0 |
| Recovery Factor | 2.22 | -0.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-11-11 | -60.86 | 586 |
| 2024-03-17 | 2025-05-31 | -58.79 | 440 |
| 2023-11-16 | 2024-03-06 | -29.57 | 111 |
| 2022-02-17 | 2022-04-03 | -21.24 | 45 |
| 2024-03-07 | 2024-03-08 | -2.49 | 1 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| Metric | 7534175:zrxusd:triple_gx:lsma130_115_20 | 7534175:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 164.31% | 100.18% |
| Worst Month | -25.55% | -44.13% |
| Best Year | 120.01% | 151.22% |
| Worst Year | -49.53% | -78.21% |
| Avg. Up Day | 4.51% | 4.52% |
| Avg. Down Day | -3.89% | -4.39% |
| Avg. Up Week | 13.28% | 15.18% |
| Avg. Down Week | -8.37% | -10.77% |
| Avg. Up Month | 44.84% | 42.53% |
| Avg. Down Month | -11.58% | -18.17% |
| Win Days % | 48.45% | 51.33% |
| Win Month % | 38.24% | 37.5% |
| Win Week % | 49.12% | 47.46% |
| Win Quarter % | 42.86% | 35.71% |
| Win Year % | 50.0% | 50.0% |