| Metric | 7544588:zrxusd:triple_gx:lsma220_65_55 | 7544588:ZRXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 331.12% | -43.18% |
| Max Drawdown | -58.46% | -84.85% |
| Sharpe | 0.98 | 0.34 |
| Sortino | 1.82 | 0.54 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 1.78 | 0.93 |
| CPC Index | 0.9 | 0.65 |
| Tail Ratio | 1.29 | 0.88 |
| Outlier Win Ratio | 15.04 | 3.45 |
| Outlier Loss Ratio | 2.93 | 2.81 |
| Volatility (ann.) | 75.91% | 107.95% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.05 | -0.2 |
| Skew | 4.95 | 1.9 |
| Kurtosis | 72.44 | 18.09 |
| Expected Daily % | 0.13% | -0.05% |
| Expected Monthly % | 4.03% | -1.52% |
| Expected Yearly % | 44.1% | -13.18% |
| Kelly Criterion | 11.29% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.33% | -9.19% |
| Expected Shortfall (cVaR) | -6.33% | -9.19% |
| Year | 7544588:ZRXUSD | 7544588:zrxusd:triple_gx:lsma220_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.57 | -15.07 | 0.23 | + |
| 2023 | 151.22 | 257.12 | 1.70 | + |
| 2024 | 22.68 | 54.92 | 2.42 | + |
| 2025 | -47.96 | -8.25 | 0.17 | + |
| Metric | 7544588:zrxusd:triple_gx:lsma220_65_55 | 7544588:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -14.73% |
| 3M | 0.0% | -19.57% |
| 6M | -17.52% | -56.83% |
| YTD | -8.25% | -47.96% |
| 1Y | 28.84% | -53.94% |
| 3Y (ann.) | 56.29% | -17.86% |
| 5Y (ann.) | 61.48% | -16.92% |
| Metric | 7544588:zrxusd:triple_gx:lsma220_65_55 | 7544588:ZRXUSD |
|---|---|---|
| Max Drawdown | -58.46% | -84.85% |
| Longest DD Days | 264.0 | 537.0 |
| Avg. Drawdown | -15.97% | -30.99% |
| Avg. Drawdown Days | 60.0 | 156.0 |
| Recovery Factor | 5.66 | -0.51 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-06 | -58.46 | 264 |
| 2024-12-09 | 2025-05-31 | -45.09 | 173 |
| 2022-11-05 | 2023-02-20 | -41.68 | 107 |
| 2023-11-16 | 2024-03-10 | -31.70 | 115 |
| 2023-10-18 | 2023-10-29 | -18.48 | 11 |
| 2023-03-18 | 2023-09-15 | -16.33 | 181 |
| 2023-03-15 | 2023-03-17 | -8.07 | 2 |
| 2023-11-01 | 2023-11-08 | -7.59 | 7 |
| 2023-02-24 | 2023-03-13 | -7.03 | 17 |
| 2023-09-16 | 2023-10-13 | -5.51 | 27 |
| Metric | 7544588:zrxusd:triple_gx:lsma220_65_55 | 7544588: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 | 74.51% | 100.18% |
| Worst Month | -21.84% | -39.12% |
| Best Year | 257.12% | 151.22% |
| Worst Year | -15.07% | -64.57% |
| Avg. Up Day | 5.06% | 5.07% |
| Avg. Down Day | -3.89% | -4.27% |
| Avg. Up Week | 16.55% | 18.05% |
| Avg. Down Week | -8.54% | -10.93% |
| Avg. Up Month | 32.32% | 40.44% |
| Avg. Down Month | -10.55% | -21.17% |
| Win Days % | 49.85% | 51.53% |
| Win Month % | 54.55% | 40.54% |
| Win Week % | 54.1% | 49.08% |
| Win Quarter % | 63.64% | 30.77% |
| Win Year % | 50.0% | 50.0% |