| Metric | 7544600:zrxusd:triple_gx:lsma230_65_55 | 7544600:ZRXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 324.54% | -44.8% |
| Max Drawdown | -63.15% | -84.85% |
| Sharpe | 0.97 | 0.33 |
| Sortino | 1.81 | 0.52 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.37 | 1.05 |
| Common Sense Ratio | 1.75 | 0.93 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | 1.28 | 0.89 |
| Outlier Win Ratio | 14.75 | 3.48 |
| Outlier Loss Ratio | 2.82 | 2.75 |
| Volatility (ann.) | 76.38% | 107.5% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.97 | -0.21 |
| Skew | 4.9 | 1.94 |
| Kurtosis | 71.26 | 18.57 |
| Expected Daily % | 0.13% | -0.05% |
| Expected Monthly % | 3.99% | -1.59% |
| Expected Yearly % | 43.54% | -13.81% |
| Kelly Criterion | 10.41% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.37% | -9.16% |
| Expected Shortfall (cVaR) | -6.37% | -9.16% |
| Year | 7544600:ZRXUSD | 7544600:zrxusd:triple_gx:lsma230_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.58 | -13.32 | 0.20 | + |
| 2023 | 151.22 | 289.66 | 1.92 | + |
| 2024 | 22.68 | 31.20 | 1.38 | + |
| 2025 | -47.96 | -4.19 | 0.09 | + |
| Metric | 7544600:zrxusd:triple_gx:lsma230_65_55 | 7544600:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -14.73% |
| 3M | 0.0% | -19.57% |
| 6M | -13.86% | -56.83% |
| YTD | -4.19% | -47.96% |
| 1Y | 19.34% | -53.94% |
| 3Y (ann.) | 55.49% | -17.86% |
| 5Y (ann.) | 61.36% | -17.85% |
| Metric | 7544600:zrxusd:triple_gx:lsma230_65_55 | 7544600:ZRXUSD |
|---|---|---|
| Max Drawdown | -63.15% | -84.85% |
| Longest DD Days | 440.0 | 535.0 |
| Avg. Drawdown | -13.07% | -39.55% |
| Avg. Drawdown Days | 59.0 | 218.0 |
| Recovery Factor | 5.14 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2025-05-31 | -63.15 | 440 |
| 2022-11-05 | 2023-02-20 | -41.68 | 107 |
| 2023-11-16 | 2024-03-10 | -34.79 | 115 |
| 2023-10-18 | 2023-10-29 | -18.48 | 11 |
| 2023-03-18 | 2023-09-14 | -8.70 | 180 |
| 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 |
| 2023-02-21 | 2023-02-23 | -4.67 | 2 |
| Metric | 7544600:zrxusd:triple_gx:lsma230_65_55 | 7544600: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 | 289.66% | 151.22% |
| Worst Year | -13.32% | -65.58% |
| Avg. Up Day | 5.01% | 5.02% |
| Avg. Down Day | -3.99% | -4.31% |
| Avg. Up Week | 16.06% | 17.67% |
| Avg. Down Week | -8.24% | -11.01% |
| Avg. Up Month | 35.29% | 45.4% |
| Avg. Down Month | -9.09% | -20.11% |
| Win Days % | 50.15% | 51.45% |
| Win Month % | 50.0% | 37.84% |
| Win Week % | 52.46% | 48.77% |
| Win Quarter % | 54.55% | 30.77% |
| Win Year % | 50.0% | 50.0% |