| Metric | 7543528:zrxusd:triple_gx:lsma210_75_50 | 7543528:ZRXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 22.06% | -52.32% |
| Max Drawdown | -47.58% | -73.14% |
| Sharpe | 0.6 | -0.21 |
| Sortino | 1.02 | -0.31 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.18 | 0.97 |
| Common Sense Ratio | 1.09 | 0.84 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 0.92 | 0.86 |
| Outlier Win Ratio | 14.35 | 3.33 |
| Outlier Loss Ratio | 2.78 | 2.42 |
| Volatility (ann.) | 66.2% | 100.41% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.44 | -0.7 |
| Skew | 2.45 | 0.67 |
| Kurtosis | 26.03 | 4.18 |
| Expected Daily % | 0.05% | -0.19% |
| Expected Monthly % | 1.54% | -5.54% |
| Expected Yearly % | 10.48% | -30.95% |
| Kelly Criterion | 4.25% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -8.7% |
| Expected Shortfall (cVaR) | -5.59% | -8.7% |
| Year | 7543528:ZRXUSD | 7543528:zrxusd:triple_gx:lsma210_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 41.03 | -4.90 | + |
| 2025 | -47.96 | -13.45 | 0.28 | + |
| Metric | 7543528:zrxusd:triple_gx:lsma210_75_50 | 7543528:ZRXUSD |
|---|---|---|
| MTD | -5.67% | -14.73% |
| 3M | -5.67% | -19.57% |
| 6M | -25.02% | -56.83% |
| YTD | -13.45% | -47.96% |
| 1Y | 22.06% | -53.94% |
| 3Y (ann.) | 21.1% | -50.91% |
| 5Y (ann.) | 21.1% | -50.91% |
| Metric | 7543528:zrxusd:triple_gx:lsma210_75_50 | 7543528:ZRXUSD |
|---|---|---|
| Max Drawdown | -47.58% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -10.9% | -35.26% |
| Avg. Drawdown Days | 25.0 | 92.0 |
| Recovery Factor | 0.46 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -47.58 | 173 |
| 2024-08-14 | 2024-11-11 | -20.28 | 89 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-12 | 2024-11-16 | -11.22 | 4 |
| 2024-11-17 | 2024-11-18 | -8.65 | 1 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-08-11 | 2024-08-13 | -6.50 | 2 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-07-27 | 2024-08-08 | -4.36 | 12 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| Metric | 7543528:zrxusd:triple_gx:lsma210_75_50 | 7543528:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -27.19% | -28.63% |
| Best Month | 67.41% | 84.05% |
| Worst Month | -18.49% | -29.2% |
| Best Year | 41.03% | -8.38% |
| Worst Year | -13.45% | -47.96% |
| Avg. Up Day | 4.42% | 4.43% |
| Avg. Down Day | -3.84% | -4.06% |
| Avg. Up Week | 11.24% | 13.45% |
| Avg. Down Week | -8.69% | -13.85% |
| Avg. Up Month | 67.41% | 84.05% |
| Avg. Down Month | -8.66% | -16.16% |
| Win Days % | 48.8% | 51.84% |
| Win Month % | 37.5% | 30.77% |
| Win Week % | 52.0% | 45.61% |
| Win Quarter % | 50.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |