| Metric | 7543536:zrxusd:triple_gx:lsma215_75_50 | 7543536:ZRXUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 230.76% | -52.62% |
| Max Drawdown | -57.12% | -84.85% |
| Sharpe | 0.86 | 0.3 |
| Sortino | 1.51 | 0.47 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.39 | 0.91 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.08 | 0.87 |
| Outlier Win Ratio | 14.03 | 3.82 |
| Outlier Loss Ratio | 3.0 | 2.98 |
| Volatility (ann.) | 81.29% | 109.26% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.84 | -0.26 |
| Skew | 3.94 | 1.77 |
| Kurtosis | 56.02 | 17.36 |
| Expected Daily % | 0.11% | -0.07% |
| Expected Monthly % | 3.29% | -2.0% |
| Expected Yearly % | 34.86% | -17.03% |
| Kelly Criterion | 8.79% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.81% | -9.32% |
| Expected Shortfall (cVaR) | -6.81% | -9.32% |
| Year | 7543536:ZRXUSD | 7543536:zrxusd:triple_gx:lsma215_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.45 | -38.19 | 0.54 | + |
| 2023 | 151.22 | 277.60 | 1.84 | + |
| 2024 | 22.68 | 63.75 | 2.81 | + |
| 2025 | -47.96 | -13.45 | 0.28 | + |
| Metric | 7543536:zrxusd:triple_gx:lsma215_75_50 | 7543536:ZRXUSD |
|---|---|---|
| MTD | -5.67% | -14.73% |
| 3M | -5.67% | -19.57% |
| 6M | -25.02% | -56.83% |
| YTD | -13.45% | -47.96% |
| 1Y | 20.8% | -53.94% |
| 3Y (ann.) | 56.8% | -17.86% |
| 5Y (ann.) | 47.78% | -21.64% |
| Metric | 7543536:zrxusd:triple_gx:lsma215_75_50 | 7543536:ZRXUSD |
|---|---|---|
| Max Drawdown | -57.12% | -84.85% |
| Longest DD Days | 515.0 | 551.0 |
| Avg. Drawdown | -25.23% | -40.57% |
| Avg. Drawdown Days | 122.0 | 221.0 |
| Recovery Factor | 4.04 | -0.62 |
| Ulcer Index | 1.22 | 1.23 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-06 | -57.12 | 264 |
| 2022-05-11 | 2023-10-08 | -51.09 | 515 |
| 2024-12-09 | 2025-05-31 | -47.58 | 173 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2023-10-18 | 2023-10-29 | -18.48 | 11 |
| 2023-10-09 | 2023-10-15 | -12.24 | 6 |
| 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 | 7543536:zrxusd:triple_gx:lsma215_75_50 | 7543536: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 | 67.41% | 100.18% |
| Worst Month | -22.0% | -39.12% |
| Best Year | 277.6% | 151.22% |
| Worst Year | -38.19% | -70.45% |
| Avg. Up Day | 4.9% | 4.92% |
| Avg. Down Day | -4.06% | -4.32% |
| Avg. Up Week | 14.86% | 16.75% |
| Avg. Down Week | -9.13% | -12.59% |
| Avg. Up Month | 32.55% | 45.4% |
| Avg. Down Month | -10.25% | -17.19% |
| Win Days % | 50.13% | 51.57% |
| Win Month % | 54.17% | 37.84% |
| Win Week % | 54.93% | 48.78% |
| Win Quarter % | 46.15% | 30.77% |
| Win Year % | 50.0% | 50.0% |