| Metric | 7544773:zrxusd:triple_gx:lsma150_75_55 | 7544773:ZRXUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 44.22% | -64.27% |
| Max Drawdown | -49.5% | -76.83% |
| Sharpe | 0.69 | -0.24 |
| Sortino | 1.13 | -0.34 |
| Payoff Ratio | 1.08 | 0.96 |
| Profit Factor | 1.17 | 0.97 |
| Common Sense Ratio | 1.14 | 0.83 |
| CPC Index | 0.63 | 0.48 |
| Tail Ratio | 0.97 | 0.86 |
| Outlier Win Ratio | 11.11 | 3.4 |
| Outlier Loss Ratio | 2.99 | 2.5 |
| Volatility (ann.) | 65.18% | 95.6% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.56 | -0.64 |
| Skew | 1.91 | 0.34 |
| Kurtosis | 19.69 | 4.4 |
| Expected Daily % | 0.07% | -0.19% |
| Expected Monthly % | 1.95% | -5.27% |
| Expected Yearly % | 20.09% | -40.23% |
| Kelly Criterion | 2.82% | 2.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.49% | -8.29% |
| Expected Shortfall (cVaR) | -5.49% | -8.29% |
| Year | 7544773:ZRXUSD | 7544773:zrxusd:triple_gx:lsma150_75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 26.12 | -3.12 | + |
| 2025 | -61.00 | 14.35 | -0.24 | + |
| Metric | 7544773:zrxusd:triple_gx:lsma150_75_55 | 7544773:ZRXUSD |
|---|---|---|
| MTD | 7.57% | -3.99% |
| 3M | 16.38% | -27.17% |
| 6M | -10.01% | -35.24% |
| YTD | 14.35% | -61.0% |
| 1Y | 44.49% | -50.56% |
| 3Y (ann.) | 27.56% | -49.55% |
| 5Y (ann.) | 27.56% | -49.55% |
| Metric | 7544773:zrxusd:triple_gx:lsma150_75_55 | 7544773:ZRXUSD |
|---|---|---|
| Max Drawdown | -49.5% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -12.71% | -36.19% |
| Avg. Drawdown Days | 50.0 | 135.0 |
| Recovery Factor | 0.89 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -49.50 | 342 |
| 2024-06-28 | 2024-11-10 | -20.66 | 135 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-12 | 2024-11-16 | -10.09 | 4 |
| 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 | 2024-06-25 | -3.84 | 5 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2024-06-26 | 2024-06-27 | -2.34 | 1 |
| Metric | 7544773:zrxusd:triple_gx:lsma150_75_55 | 7544773:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -24.21% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -27.06% | -28.63% |
| Best Month | 74.0% | 84.05% |
| Worst Month | -22.19% | -29.2% |
| Best Year | 26.12% | -8.38% |
| Worst Year | 14.35% | -61.0% |
| Avg. Up Day | 3.92% | 3.93% |
| Avg. Down Day | -3.63% | -4.1% |
| Avg. Up Week | 9.57% | 11.1% |
| Avg. Down Week | -5.92% | -10.04% |
| Avg. Up Month | 36.16% | 36.88% |
| Avg. Down Month | -11.23% | -15.97% |
| Win Days % | 49.58% | 52.09% |
| Win Month % | 60.0% | 31.58% |
| Win Week % | 46.81% | 46.91% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 100.0% | 0.0% |