| Metric | 7545467:zrxusd:triple_gx:lsma150_110_55 | 7545467:ZRXUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 63.31% | -52.32% |
| Max Drawdown | -47.41% | -73.14% |
| Sharpe | 0.98 | -0.21 |
| Sortino | 1.67 | -0.31 |
| Payoff Ratio | 1.24 | 1.13 |
| Profit Factor | 1.25 | 0.97 |
| Common Sense Ratio | 1.39 | 0.84 |
| CPC Index | 0.75 | 0.57 |
| Tail Ratio | 1.11 | 0.86 |
| Outlier Win Ratio | 9.04 | 3.38 |
| Outlier Loss Ratio | 2.96 | 2.5 |
| Volatility (ann.) | 75.97% | 100.41% |
| R^2 | 0.58 | 0.58 |
| Calmar | 1.27 | -0.7 |
| Skew | 1.77 | 0.67 |
| Kurtosis | 14.86 | 4.18 |
| Expected Daily % | 0.13% | -0.19% |
| Expected Monthly % | 3.84% | -5.54% |
| Expected Yearly % | 27.79% | -30.95% |
| Kelly Criterion | 7.0% | 9.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.34% | -8.7% |
| Expected Shortfall (cVaR) | -6.34% | -8.7% |
| Year | 7545467:ZRXUSD | 7545467:zrxusd:triple_gx:lsma150_110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 45.27 | -5.40 | + |
| 2025 | -47.96 | 12.42 | -0.26 | + |
| Metric | 7545467:zrxusd:triple_gx:lsma150_110_55 | 7545467:ZRXUSD |
|---|---|---|
| MTD | 8.24% | -14.73% |
| 3M | 24.92% | -19.57% |
| 6M | -3.2% | -56.83% |
| YTD | 12.42% | -47.96% |
| 1Y | 63.31% | -53.94% |
| 3Y (ann.) | 60.18% | -50.91% |
| 5Y (ann.) | 60.18% | -50.91% |
| Metric | 7545467:zrxusd:triple_gx:lsma150_110_55 | 7545467:ZRXUSD |
|---|---|---|
| Max Drawdown | -47.41% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -14.35% | -35.26% |
| Avg. Drawdown Days | 27.0 | 92.0 |
| Recovery Factor | 1.34 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -47.41 | 173 |
| 2024-07-22 | 2024-10-14 | -22.53 | 84 |
| 2024-10-16 | 2024-11-10 | -22.42 | 25 |
| 2024-06-28 | 2024-07-19 | -21.75 | 21 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-12 | 2024-11-16 | -11.22 | 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 |
| Metric | 7545467:zrxusd:triple_gx:lsma150_110_55 | 7545467:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -27.06% | -28.63% |
| Best Month | 84.05% | 84.05% |
| Worst Month | -18.98% | -29.2% |
| Best Year | 45.27% | -8.38% |
| Worst Year | 12.42% | -47.96% |
| Avg. Up Day | 4.55% | 4.56% |
| Avg. Down Day | -3.68% | -4.04% |
| Avg. Up Week | 11.36% | 11.43% |
| Avg. Down Week | -8.56% | -11.24% |
| Avg. Up Month | 49.74% | 49.52% |
| Avg. Down Month | -6.67% | -15.2% |
| Win Days % | 48.6% | 51.84% |
| Win Month % | 44.44% | 30.77% |
| Win Week % | 54.84% | 45.61% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |