| Metric | 7544295:zrxusd:triple_gx:lsma150_115_50 | 7544295:ZRXUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 51.33% | -64.27% |
| Max Drawdown | -50.79% | -76.83% |
| Sharpe | 0.73 | -0.24 |
| Sortino | 1.19 | -0.34 |
| Payoff Ratio | 1.17 | 1.04 |
| Profit Factor | 1.16 | 0.97 |
| Common Sense Ratio | 1.29 | 0.83 |
| CPC Index | 0.66 | 0.52 |
| Tail Ratio | 1.11 | 0.86 |
| Outlier Win Ratio | 8.19 | 3.38 |
| Outlier Loss Ratio | 3.04 | 2.57 |
| Volatility (ann.) | 71.64% | 95.6% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.62 | -0.64 |
| Skew | 1.48 | 0.34 |
| Kurtosis | 13.25 | 4.4 |
| Expected Daily % | 0.08% | -0.19% |
| Expected Monthly % | 2.2% | -5.27% |
| Expected Yearly % | 23.01% | -40.23% |
| Kelly Criterion | 5.04% | 5.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.02% | -8.29% |
| Expected Shortfall (cVaR) | -6.02% | -8.29% |
| Year | 7544295:ZRXUSD | 7544295:zrxusd:triple_gx:lsma150_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 57.49 | -6.86 | + |
| 2025 | -61.00 | -3.92 | 0.06 | + |
| Metric | 7544295:zrxusd:triple_gx:lsma150_115_50 | 7544295:ZRXUSD |
|---|---|---|
| MTD | 7.57% | -3.99% |
| 3M | 20.3% | -27.17% |
| 6M | 7.35% | -35.24% |
| YTD | -3.92% | -61.0% |
| 1Y | 34.85% | -50.56% |
| 3Y (ann.) | 31.71% | -49.55% |
| 5Y (ann.) | 31.71% | -49.55% |
| Metric | 7544295:zrxusd:triple_gx:lsma150_115_50 | 7544295:ZRXUSD |
|---|---|---|
| Max Drawdown | -50.79% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -10.99% | -36.19% |
| Avg. Drawdown Days | 38.0 | 135.0 |
| Recovery Factor | 1.01 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -50.79 | 342 |
| 2024-07-22 | 2024-11-18 | -36.05 | 119 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-07-07 | 2024-07-10 | -7.23 | 3 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-07-11 | 2024-07-14 | -4.35 | 3 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2024-06-21 | 2024-06-25 | -3.67 | 4 |
| 2024-07-04 | 2024-07-06 | -3.22 | 2 |
| Metric | 7544295:zrxusd:triple_gx:lsma150_115_50 | 7544295:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -24.21% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -27.06% | -28.63% |
| Best Month | 84.05% | 84.05% |
| Worst Month | -17.94% | -29.2% |
| Best Year | 57.49% | -8.38% |
| Worst Year | -3.92% | -61.0% |
| Avg. Up Day | 4.05% | 4.06% |
| Avg. Down Day | -3.46% | -3.91% |
| Avg. Up Week | 8.9% | 10.06% |
| Avg. Down Week | -8.1% | -10.76% |
| Avg. Up Month | 32.3% | 36.88% |
| Avg. Down Month | -8.38% | -17.21% |
| Win Days % | 48.8% | 52.09% |
| Win Month % | 46.67% | 31.58% |
| Win Week % | 56.6% | 46.91% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 0.0% |