| Metric | 7543568:zrxusd:triple_gx:lsma235_75_50 | 7543568:ZRXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 330.85% | -39.18% |
| Max Drawdown | -53.48% | -84.85% |
| Sharpe | 0.98 | 0.36 |
| Sortino | 1.8 | 0.57 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.43 | 0.94 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.06 | 0.89 |
| Outlier Win Ratio | 13.96 | 3.63 |
| Outlier Loss Ratio | 2.73 | 2.77 |
| Volatility (ann.) | 78.96% | 107.58% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.17 | -0.18 |
| Skew | 4.54 | 1.95 |
| Kurtosis | 62.96 | 18.59 |
| Expected Daily % | 0.13% | -0.05% |
| Expected Monthly % | 4.03% | -1.34% |
| Expected Yearly % | 44.07% | -11.69% |
| Kelly Criterion | 9.95% | 10.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.59% | -9.16% |
| Expected Shortfall (cVaR) | -6.59% | -9.16% |
| Year | 7543568:ZRXUSD | 7543568:zrxusd:triple_gx:lsma235_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.08 | -23.28 | 0.37 | + |
| 2023 | 151.22 | 298.00 | 1.97 | + |
| 2024 | 22.68 | 53.79 | 2.37 | + |
| 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.) | 62.65% | -17.86% |
| 5Y (ann.) | 62.5% | -15.24% |
| Metric | 7543568:zrxusd:triple_gx:lsma235_75_50 | 7543568:ZRXUSD |
|---|---|---|
| Max Drawdown | -53.48% | -84.85% |
| Longest DD Days | 261.0 | 529.0 |
| Avg. Drawdown | -16.63% | -39.52% |
| Avg. Drawdown Days | 55.0 | 216.0 |
| Recovery Factor | 6.19 | -0.46 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-03 | -53.48 | 261 |
| 2024-12-09 | 2025-05-31 | -47.09 | 173 |
| 2022-11-05 | 2023-02-03 | -41.68 | 90 |
| 2023-11-16 | 2024-03-10 | -34.56 | 115 |
| 2023-03-02 | 2023-09-28 | -21.57 | 210 |
| 2023-10-18 | 2023-10-29 | -18.48 | 11 |
| 2023-02-08 | 2023-02-20 | -13.99 | 12 |
| 2023-10-09 | 2023-10-15 | -12.24 | 6 |
| 2023-02-24 | 2023-03-01 | -8.28 | 5 |
| 2023-11-01 | 2023-11-08 | -7.59 | 7 |
| Metric | 7543568:zrxusd:triple_gx:lsma235_75_50 | 7543568: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 | 298.0% | 151.22% |
| Worst Year | -23.28% | -62.08% |
| Avg. Up Day | 5.04% | 5.05% |
| Avg. Down Day | -4.14% | -4.26% |
| Avg. Up Week | 14.72% | 17.14% |
| Avg. Down Week | -9.51% | -12.21% |
| Avg. Up Month | 29.95% | 40.49% |
| Avg. Down Month | -12.17% | -19.41% |
| Win Days % | 50.57% | 51.5% |
| Win Month % | 63.64% | 40.54% |
| Win Week % | 57.81% | 49.07% |
| Win Quarter % | 70.0% | 30.77% |
| Win Year % | 50.0% | 50.0% |