| Metric | 7544604:zrxusd:triple_gx:lsma225_65_55 | 7544604:ZRXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 454.65% | -54.42% |
| Max Drawdown | -61.37% | -86.93% |
| Sharpe | 1.0 | 0.29 |
| Sortino | 1.85 | 0.45 |
| Payoff Ratio | 1.23 | 1.1 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.66 | 0.93 |
| CPC Index | 0.85 | 0.59 |
| Tail Ratio | 1.22 | 0.89 |
| Outlier Win Ratio | 13.89 | 3.41 |
| Outlier Loss Ratio | 2.93 | 2.7 |
| Volatility (ann.) | 73.2% | 104.82% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.03 | -0.23 |
| Skew | 4.82 | 1.76 |
| Kurtosis | 73.19 | 18.07 |
| Expected Daily % | 0.13% | -0.06% |
| Expected Monthly % | 4.06% | -1.81% |
| Expected Yearly % | 53.46% | -17.83% |
| Kelly Criterion | 10.56% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.1% | -8.94% |
| Expected Shortfall (cVaR) | -6.1% | -8.94% |
| Year | 7544604:ZRXUSD | 7544604:zrxusd:triple_gx:lsma225_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.07 | -14.86 | 0.24 | + |
| 2023 | 151.22 | 289.66 | 1.92 | + |
| 2024 | 22.68 | 44.43 | 1.96 | + |
| 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.) | 89.07% | -1.36% |
| 5Y (ann.) | 63.18% | -20.11% |
| Metric | 7544604:zrxusd:triple_gx:lsma225_65_55 | 7544604:ZRXUSD |
|---|---|---|
| Max Drawdown | -61.37% | -86.93% |
| Longest DD Days | 342.0 | 609.0 |
| Avg. Drawdown | -14.14% | -33.78% |
| Avg. Drawdown Days | 62.0 | 210.0 |
| Recovery Factor | 7.41 | -0.63 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-08 | -61.37 | 266 |
| 2024-12-09 | 2025-11-16 | -45.24 | 342 |
| 2022-11-05 | 2023-02-20 | -41.68 | 107 |
| 2023-11-16 | 2024-03-10 | -31.53 | 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 |
| Metric | 7544604:zrxusd:triple_gx:lsma225_65_55 | 7544604: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 | -14.86% | -62.07% |
| Avg. Up Day | 4.58% | 4.6% |
| Avg. Down Day | -3.71% | -4.2% |
| Avg. Up Week | 14.35% | 16.08% |
| Avg. Down Week | -7.33% | -10.84% |
| Avg. Up Month | 29.79% | 35.57% |
| Avg. Down Month | -8.06% | -19.25% |
| Win Days % | 50.6% | 51.65% |
| Win Month % | 50.0% | 39.53% |
| Win Week % | 53.25% | 49.2% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 75.0% | 50.0% |