| Metric | 7544786:zrxusd:triple_gx:lsma165_75_55 | 7544786:ZRXUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 169.05% | -51.61% |
| Max Drawdown | -72.75% | -86.75% |
| Sharpe | 0.76 | 0.34 |
| Sortino | 1.31 | 0.54 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.3 | 0.92 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.05 | 0.87 |
| Outlier Win Ratio | 13.35 | 3.68 |
| Outlier Loss Ratio | 3.04 | 3.02 |
| Volatility (ann.) | 83.48% | 113.82% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.5 | -0.23 |
| Skew | 3.58 | 1.92 |
| Kurtosis | 50.79 | 18.09 |
| Expected Daily % | 0.08% | -0.06% |
| Expected Monthly % | 2.57% | -1.84% |
| Expected Yearly % | 28.07% | -16.6% |
| Kelly Criterion | 6.54% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.01% | -9.69% |
| Expected Shortfall (cVaR) | -7.01% | -9.69% |
| Year | 7544786:ZRXUSD | 7544786:zrxusd:triple_gx:lsma165_75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.83 | -53.58 | 0.77 | + |
| 2023 | 151.22 | 211.23 | 1.40 | + |
| 2024 | 22.68 | 110.07 | 4.85 | + |
| 2025 | -47.96 | -11.35 | 0.24 | + |
| Metric | 7544786:zrxusd:triple_gx:lsma165_75_55 | 7544786:ZRXUSD |
|---|---|---|
| MTD | -9.59% | -14.73% |
| 3M | -3.08% | -19.57% |
| 6M | -26.69% | -56.83% |
| YTD | -11.35% | -47.96% |
| 1Y | 3.77% | -53.94% |
| 3Y (ann.) | 45.51% | -17.86% |
| 5Y (ann.) | 36.03% | -20.2% |
| Metric | 7544786:zrxusd:triple_gx:lsma165_75_55 | 7544786:ZRXUSD |
|---|---|---|
| Max Drawdown | -72.75% | -86.75% |
| Longest DD Days | 559.0 | 693.0 |
| Avg. Drawdown | -27.38% | -29.69% |
| Avg. Drawdown Days | 140.0 | 165.0 |
| Recovery Factor | 2.32 | -0.59 |
| Ulcer Index | 1.01 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-01 | 2023-11-11 | -72.75 | 559 |
| 2024-03-17 | 2024-12-06 | -58.84 | 264 |
| 2024-12-09 | 2025-05-31 | -49.50 | 173 |
| 2023-11-16 | 2024-03-06 | -29.57 | 111 |
| 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 | 7544786:zrxusd:triple_gx:lsma165_75_55 | 7544786: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 | 87.43% | 100.18% |
| Worst Month | -40.26% | -44.13% |
| Best Year | 211.23% | 151.22% |
| Worst Year | -53.58% | -69.83% |
| Avg. Up Day | 4.86% | 4.87% |
| Avg. Down Day | -4.25% | -4.54% |
| Avg. Up Week | 14.45% | 16.51% |
| Avg. Down Week | -8.36% | -11.08% |
| Avg. Up Month | 36.93% | 43.31% |
| Avg. Down Month | -11.6% | -19.81% |
| Win Days % | 50.12% | 51.67% |
| Win Month % | 41.38% | 38.46% |
| Win Week % | 50.0% | 48.84% |
| Win Quarter % | 42.86% | 35.71% |
| Win Year % | 50.0% | 50.0% |