| Metric | 7544603:zrxusd:triple_gx:lsma235_65_55 | 7544603:ZRXUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 66.92% | -64.27% |
| Max Drawdown | -45.09% | -76.83% |
| Sharpe | 0.85 | -0.24 |
| Sortino | 1.44 | -0.34 |
| Payoff Ratio | 1.11 | 0.93 |
| Profit Factor | 1.25 | 0.97 |
| Common Sense Ratio | 1.13 | 0.83 |
| CPC Index | 0.69 | 0.47 |
| Tail Ratio | 0.91 | 0.86 |
| Outlier Win Ratio | 13.12 | 3.28 |
| Outlier Loss Ratio | 3.14 | 2.47 |
| Volatility (ann.) | 60.59% | 95.6% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.9 | -0.64 |
| Skew | 2.31 | 0.34 |
| Kurtosis | 26.26 | 4.4 |
| Expected Daily % | 0.09% | -0.19% |
| Expected Monthly % | 2.73% | -5.27% |
| Expected Yearly % | 29.2% | -40.23% |
| Kelly Criterion | 4.91% | 0.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -8.29% |
| Expected Shortfall (cVaR) | -5.08% | -8.29% |
| Year | 7544603:ZRXUSD | 7544603:zrxusd:triple_gx:lsma235_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 38.67 | -4.62 | + |
| 2025 | -61.00 | 20.37 | -0.33 | + |
| Metric | 7544603:zrxusd:triple_gx:lsma235_65_55 | 7544603:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -3.99% |
| 3M | 0.74% | -27.17% |
| 6M | 25.63% | -35.24% |
| YTD | 20.37% | -61.0% |
| 1Y | 65.36% | -50.56% |
| 3Y (ann.) | 40.58% | -49.55% |
| 5Y (ann.) | 40.58% | -49.55% |
| Metric | 7544603:zrxusd:triple_gx:lsma235_65_55 | 7544603:ZRXUSD |
|---|---|---|
| Max Drawdown | -45.09% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -12.69% | -36.19% |
| Avg. Drawdown Days | 56.0 | 135.0 |
| Recovery Factor | 1.48 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -45.09 | 342 |
| 2024-08-11 | 2024-11-16 | -22.48 | 97 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-17 | 2024-11-18 | -8.65 | 1 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-06-20 | 2024-08-08 | -5.88 | 49 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2024-08-09 | 2024-08-10 | -0.09 | 1 |
| Metric | 7544603:zrxusd:triple_gx:lsma235_65_55 | 7544603:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -24.21% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -20.7% | -28.63% |
| Best Month | 74.51% | 84.05% |
| Worst Month | -15.41% | -29.2% |
| Best Year | 38.67% | -8.38% |
| Worst Year | 20.37% | -61.0% |
| Avg. Up Day | 3.86% | 3.88% |
| Avg. Down Day | -3.48% | -4.16% |
| Avg. Up Week | 10.66% | 12.25% |
| Avg. Down Week | -6.75% | -10.2% |
| Avg. Up Month | 36.44% | 34.74% |
| Avg. Down Month | -7.37% | -19.04% |
| Win Days % | 50.0% | 52.09% |
| Win Month % | 36.36% | 31.58% |
| Win Week % | 51.35% | 46.91% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 100.0% | 0.0% |