| Metric | 7542533:zrxusd:triple_gx:lsma235_90_45 | 7542533:ZRXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 220.57% | -39.18% |
| Max Drawdown | -56.13% | -84.85% |
| Sharpe | 0.85 | 0.36 |
| Sortino | 1.55 | 0.57 |
| Payoff Ratio | 1.23 | 1.15 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.35 | 0.94 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 1.06 | 0.89 |
| Outlier Win Ratio | 12.89 | 3.63 |
| Outlier Loss Ratio | 2.77 | 2.81 |
| Volatility (ann.) | 80.54% | 107.58% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.84 | -0.18 |
| Skew | 4.29 | 1.95 |
| Kurtosis | 58.18 | 18.59 |
| Expected Daily % | 0.11% | -0.05% |
| Expected Monthly % | 3.2% | -1.34% |
| Expected Yearly % | 33.81% | -11.69% |
| Kelly Criterion | 8.77% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.75% | -9.16% |
| Expected Shortfall (cVaR) | -6.75% | -9.16% |
| Year | 7542533:ZRXUSD | 7542533:zrxusd:triple_gx:lsma235_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.08 | -9.44 | 0.15 | + |
| 2023 | 151.22 | 189.79 | 1.26 | + |
| 2024 | 22.68 | 34.16 | 1.51 | + |
| 2025 | -47.96 | -8.95 | 0.19 | + |
| Metric | 7542533:zrxusd:triple_gx:lsma235_90_45 | 7542533:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -14.73% |
| 3M | 0.0% | -19.57% |
| 6M | -25.57% | -56.83% |
| YTD | -8.95% | -47.96% |
| 1Y | 13.2% | -53.94% |
| 3Y (ann.) | 42.96% | -17.86% |
| 5Y (ann.) | 47.29% | -15.24% |
| Metric | 7542533:zrxusd:triple_gx:lsma235_90_45 | 7542533:ZRXUSD |
|---|---|---|
| Max Drawdown | -56.13% | -84.85% |
| Longest DD Days | 264.0 | 529.0 |
| Avg. Drawdown | -18.94% | -39.52% |
| Avg. Drawdown Days | 67.0 | 216.0 |
| Recovery Factor | 3.93 | -0.46 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-06 | -56.13 | 264 |
| 2024-12-09 | 2025-05-31 | -50.08 | 173 |
| 2022-11-05 | 2023-02-20 | -41.68 | 107 |
| 2023-11-16 | 2024-03-11 | -36.27 | 116 |
| 2023-03-02 | 2023-10-16 | -28.23 | 228 |
| 2023-10-18 | 2023-10-29 | -18.48 | 11 |
| 2023-02-24 | 2023-03-01 | -8.28 | 5 |
| 2023-11-01 | 2023-11-08 | -7.59 | 7 |
| 2023-02-21 | 2023-02-23 | -4.67 | 2 |
| 2022-10-30 | 2022-11-03 | -4.43 | 4 |
| Metric | 7542533:zrxusd:triple_gx:lsma235_90_45 | 7542533: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 | 58.95% | 100.18% |
| Worst Month | -23.09% | -39.12% |
| Best Year | 189.79% | 151.22% |
| Worst Year | -9.44% | -62.08% |
| Avg. Up Day | 4.94% | 4.95% |
| Avg. Down Day | -4.01% | -4.31% |
| Avg. Up Week | 14.88% | 16.19% |
| Avg. Down Week | -9.25% | -10.39% |
| Avg. Up Month | 24.64% | 37.15% |
| Avg. Down Month | -10.79% | -21.89% |
| Win Days % | 49.61% | 51.5% |
| Win Month % | 60.0% | 40.54% |
| Win Week % | 53.52% | 49.07% |
| Win Quarter % | 72.73% | 30.77% |
| Win Year % | 50.0% | 50.0% |