| Metric | 7543568:zrxusd:triple_gx:lsma235_75_50 | 7543568:ZRXUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 38.95% | -52.32% |
| Max Drawdown | -47.09% | -73.14% |
| Sharpe | 0.79 | -0.21 |
| Sortino | 1.36 | -0.31 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.25 | 0.97 |
| Common Sense Ratio | 1.2 | 0.84 |
| CPC Index | 0.7 | 0.53 |
| Tail Ratio | 0.96 | 0.86 |
| Outlier Win Ratio | 14.81 | 3.33 |
| Outlier Loss Ratio | 2.6 | 2.42 |
| Volatility (ann.) | 65.66% | 100.41% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.79 | -0.7 |
| Skew | 2.52 | 0.67 |
| Kurtosis | 26.81 | 4.18 |
| Expected Daily % | 0.09% | -0.19% |
| Expected Monthly % | 2.56% | -5.54% |
| Expected Yearly % | 17.88% | -30.95% |
| Kelly Criterion | 6.65% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.51% | -8.7% |
| Expected Shortfall (cVaR) | -5.51% | -8.7% |
| Year | 7543568:ZRXUSD | 7543568:zrxusd:triple_gx:lsma235_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 51.45 | -6.14 | + |
| 2025 | -47.96 | -8.25 | 0.17 | + |
| Metric | 7543568:zrxusd:triple_gx:lsma235_75_50 | 7543568:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -14.73% |
| 3M | 0.0% | -19.57% |
| 6M | -20.52% | -56.83% |
| YTD | -8.25% | -47.96% |
| 1Y | 38.95% | -53.94% |
| 3Y (ann.) | 37.16% | -50.91% |
| 5Y (ann.) | 37.16% | -50.91% |
| Metric | 7543568:zrxusd:triple_gx:lsma235_75_50 | 7543568:ZRXUSD |
|---|---|---|
| Max Drawdown | -47.09% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -10.31% | -35.26% |
| Avg. Drawdown Days | 22.0 | 92.0 |
| Recovery Factor | 0.83 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -47.09 | 173 |
| 2024-09-28 | 2024-11-11 | -19.60 | 44 |
| 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 |
| 2024-08-14 | 2024-09-27 | -4.93 | 44 |
| 2024-06-20 | 2024-06-25 | -3.84 | 5 |
| Metric | 7543568:zrxusd:triple_gx:lsma235_75_50 | 7543568: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 | 51.45% | -8.38% |
| Worst Year | -8.25% | -47.96% |
| Avg. Up Day | 4.46% | 4.48% |
| Avg. Down Day | -4.17% | -4.23% |
| Avg. Up Week | 12.91% | 15.22% |
| Avg. Down Week | -9.83% | -13.38% |
| Avg. Up Month | 67.41% | 84.05% |
| Avg. Down Month | -13.37% | -24.84% |
| Win Days % | 51.72% | 51.84% |
| Win Month % | 57.14% | 30.77% |
| Win Week % | 57.14% | 45.61% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |