| Metric | 7544773:zrxusd:triple_gx:lsma150_75_55 | 7544773:ZRXUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 378.88% | -65.97% |
| Max Drawdown | -67.57% | -86.93% |
| Sharpe | 0.9 | 0.26 |
| Sortino | 1.54 | 0.41 |
| Payoff Ratio | 1.13 | 1.02 |
| Profit Factor | 1.27 | 1.04 |
| Common Sense Ratio | 1.39 | 0.92 |
| CPC Index | 0.74 | 0.55 |
| Tail Ratio | 1.1 | 0.89 |
| Outlier Win Ratio | 11.76 | 3.64 |
| Outlier Loss Ratio | 3.18 | 3.0 |
| Volatility (ann.) | 81.07% | 110.28% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.77 | -0.29 |
| Skew | 3.38 | 1.78 |
| Kurtosis | 49.36 | 18.03 |
| Expected Daily % | 0.12% | -0.08% |
| Expected Monthly % | 3.46% | -2.32% |
| Expected Yearly % | 47.93% | -23.62% |
| Kelly Criterion | 8.22% | 4.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.78% | -9.42% |
| Expected Shortfall (cVaR) | -6.78% | -9.42% |
| Year | 7544773:ZRXUSD | 7544773:zrxusd:triple_gx:lsma150_75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.68 | -45.40 | 0.63 | + |
| 2023 | 151.22 | 249.73 | 1.65 | + |
| 2024 | 22.68 | 119.32 | 5.26 | + |
| 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.) | 108.27% | -1.36% |
| 5Y (ann.) | 52.35% | -25.15% |
| Metric | 7544773:zrxusd:triple_gx:lsma150_75_55 | 7544773:ZRXUSD |
|---|---|---|
| Max Drawdown | -67.57% | -86.93% |
| Longest DD Days | 559.0 | 693.0 |
| Avg. Drawdown | -20.58% | -28.47% |
| Avg. Drawdown Days | 118.0 | 168.0 |
| Recovery Factor | 5.61 | -0.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-01 | 2023-11-11 | -67.57 | 559 |
| 2024-03-17 | 2024-12-06 | -55.65 | 264 |
| 2024-12-09 | 2025-11-16 | -49.50 | 342 |
| 2023-11-16 | 2024-03-06 | -29.57 | 111 |
| 2022-03-10 | 2022-03-18 | -9.59 | 8 |
| 2022-03-06 | 2022-03-09 | -5.91 | 3 |
| 2022-03-31 | 2022-04-02 | -5.47 | 2 |
| 2024-03-07 | 2024-03-08 | -2.49 | 1 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| 2022-03-24 | 2022-03-29 | -0.20 | 5 |
| Metric | 7544773:zrxusd:triple_gx:lsma150_75_55 | 7544773:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -47.61% | -47.61% |
| Best Month | 81.61% | 100.18% |
| Worst Month | -38.84% | -44.13% |
| Best Year | 249.73% | 151.22% |
| Worst Year | -45.4% | -71.68% |
| Avg. Up Day | 4.45% | 4.46% |
| Avg. Down Day | -3.93% | -4.38% |
| Avg. Up Week | 13.18% | 14.86% |
| Avg. Down Week | -6.85% | -10.01% |
| Avg. Up Month | 35.85% | 37.81% |
| Avg. Down Month | -10.97% | -20.51% |
| Win Days % | 51.26% | 51.67% |
| Win Month % | 51.43% | 39.13% |
| Win Week % | 50.0% | 48.48% |
| Win Quarter % | 56.25% | 37.5% |
| Win Year % | 75.0% | 50.0% |