| Metric | 7544604:zrxusd:triple_gx:lsma225_65_55 | 7544604:ZRXUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 51.17% | -64.27% |
| Max Drawdown | -45.24% | -76.83% |
| Sharpe | 0.74 | -0.24 |
| Sortino | 1.24 | -0.34 |
| Payoff Ratio | 1.1 | 0.92 |
| Profit Factor | 1.21 | 0.97 |
| Common Sense Ratio | 1.07 | 0.83 |
| CPC Index | 0.66 | 0.46 |
| Tail Ratio | 0.88 | 0.86 |
| Outlier Win Ratio | 13.05 | 3.28 |
| Outlier Loss Ratio | 3.07 | 2.47 |
| Volatility (ann.) | 61.02% | 95.6% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.7 | -0.64 |
| Skew | 2.26 | 0.34 |
| Kurtosis | 25.55 | 4.4 |
| Expected Daily % | 0.08% | -0.19% |
| Expected Monthly % | 2.2% | -5.27% |
| Expected Yearly % | 22.95% | -40.23% |
| Kelly Criterion | 4.02% | 0.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -8.29% |
| Expected Shortfall (cVaR) | -5.13% | -8.29% |
| Year | 7544604:ZRXUSD | 7544604:zrxusd:triple_gx:lsma225_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 30.60 | -3.65 | + |
| 2025 | -61.00 | 15.76 | -0.26 | + |
| Metric | 7544604:zrxusd:triple_gx:lsma225_65_55 | 7544604:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -3.99% |
| 3M | 0.74% | -27.17% |
| 6M | 26.17% | -35.24% |
| YTD | 15.76% | -61.0% |
| 1Y | 59.02% | -50.56% |
| 3Y (ann.) | 31.62% | -49.55% |
| 5Y (ann.) | 31.62% | -49.55% |
| Metric | 7544604:zrxusd:triple_gx:lsma225_65_55 | 7544604:ZRXUSD |
|---|---|---|
| Max Drawdown | -45.24% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -13.74% | -36.19% |
| Avg. Drawdown Days | 63.0 | 135.0 |
| Recovery Factor | 1.13 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -45.24 | 342 |
| 2024-08-11 | 2024-11-18 | -27.83 | 99 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-06-20 | 2024-08-08 | -4.79 | 49 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2024-08-09 | 2024-08-10 | -0.09 | 1 |
| Metric | 7544604:zrxusd:triple_gx:lsma225_65_55 | 7544604: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 | 30.6% | -8.38% |
| Worst Year | 15.76% | -61.0% |
| Avg. Up Day | 3.87% | 3.89% |
| Avg. Down Day | -3.52% | -4.23% |
| Avg. Up Week | 10.66% | 12.25% |
| Avg. Down Week | -6.42% | -10.96% |
| Avg. Up Month | 36.44% | 34.74% |
| Avg. Down Month | -7.22% | -19.04% |
| Win Days % | 49.75% | 52.09% |
| Win Month % | 36.36% | 31.58% |
| Win Week % | 50.0% | 46.91% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 100.0% | 0.0% |