| Metric | 7543528:zrxusd:triple_gx:lsma210_75_50 | 7543528:ZRXUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 124.1% | -66.91% |
| Max Drawdown | -63.52% | -84.85% |
| Sharpe | 0.7 | 0.2 |
| Sortino | 1.2 | 0.31 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 1.23 | 1.03 |
| Common Sense Ratio | 1.32 | 0.9 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.07 | 0.87 |
| Outlier Win Ratio | 14.08 | 3.81 |
| Outlier Loss Ratio | 3.02 | 3.03 |
| Volatility (ann.) | 82.31% | 110.03% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.47 | -0.36 |
| Skew | 3.62 | 1.67 |
| Kurtosis | 54.07 | 17.07 |
| Expected Daily % | 0.07% | -0.1% |
| Expected Monthly % | 2.2% | -2.94% |
| Expected Yearly % | 22.35% | -24.15% |
| Kelly Criterion | 6.6% | 7.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.93% | -9.41% |
| Expected Shortfall (cVaR) | -6.93% | -9.41% |
| Year | 7543528:ZRXUSD | 7543528:zrxusd:triple_gx:lsma210_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -79.37 | -54.46 | 0.69 | + |
| 2023 | 151.22 | 243.65 | 1.61 | + |
| 2024 | 22.68 | 65.45 | 2.89 | + |
| 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.) | 55.22% | -17.86% |
| 5Y (ann.) | 29.9% | -30.13% |
| Metric | 7543528:zrxusd:triple_gx:lsma210_75_50 | 7543528:ZRXUSD |
|---|---|---|
| Max Drawdown | -63.52% | -84.85% |
| Longest DD Days | 546.0 | 677.0 |
| Avg. Drawdown | -29.77% | -54.94% |
| Avg. Drawdown Days | 158.0 | 373.0 |
| Recovery Factor | 1.95 | -0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-03 | 2023-10-31 | -63.52 | 546 |
| 2024-03-17 | 2024-12-06 | -56.68 | 264 |
| 2024-12-09 | 2025-05-31 | -47.58 | 173 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2023-11-01 | 2023-11-08 | -7.59 | 7 |
| 2023-11-09 | 2023-11-11 | -3.23 | 2 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| Metric | 7543528:zrxusd:triple_gx:lsma210_75_50 | 7543528:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -47.61% | -47.61% |
| Best Month | 67.41% | 100.18% |
| Worst Month | -40.16% | -41.32% |
| Best Year | 243.65% | 151.22% |
| Worst Year | -54.46% | -79.37% |
| Avg. Up Day | 4.9% | 4.92% |
| Avg. Down Day | -4.16% | -4.42% |
| Avg. Up Week | 14.22% | 16.49% |
| Avg. Down Week | -9.16% | -12.62% |
| Avg. Up Month | 31.55% | 45.4% |
| Avg. Down Month | -12.14% | -19.72% |
| Win Days % | 49.49% | 51.43% |
| Win Month % | 54.17% | 37.84% |
| Win Week % | 54.17% | 48.48% |
| Win Quarter % | 53.85% | 30.77% |
| Win Year % | 50.0% | 50.0% |