| Metric | 7545467:zrxusd:triple_gx:lsma150_110_55 | 7545467:ZRXUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 227.06% | -54.59% |
| Max Drawdown | -70.57% | -86.75% |
| Sharpe | 0.83 | 0.33 |
| Sortino | 1.4 | 0.52 |
| Payoff Ratio | 1.14 | 1.06 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.33 | 0.92 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.08 | 0.87 |
| Outlier Win Ratio | 10.24 | 3.63 |
| Outlier Loss Ratio | 3.11 | 3.11 |
| Volatility (ann.) | 88.29% | 113.56% |
| R^2 | 0.61 | 0.61 |
| Calmar | 0.62 | -0.25 |
| Skew | 2.96 | 1.92 |
| Kurtosis | 39.85 | 18.04 |
| Expected Daily % | 0.1% | -0.07% |
| Expected Monthly % | 3.01% | -1.95% |
| Expected Yearly % | 34.48% | -17.91% |
| Kelly Criterion | 7.97% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.4% | -9.68% |
| Expected Shortfall (cVaR) | -7.4% | -9.68% |
| Year | 7545467:ZRXUSD | 7545467:zrxusd:triple_gx:lsma150_110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.68 | -31.27 | 0.44 | + |
| 2023 | 151.22 | 149.00 | 0.99 | - |
| 2024 | 22.68 | 70.00 | 3.09 | + |
| 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.) | 57.89% | -17.86% |
| 5Y (ann.) | 43.87% | -21.52% |
| Metric | 7545467:zrxusd:triple_gx:lsma150_110_55 | 7545467:ZRXUSD |
|---|---|---|
| Max Drawdown | -70.57% | -86.75% |
| Longest DD Days | 559.0 | 693.0 |
| Avg. Drawdown | -25.98% | -28.21% |
| Avg. Drawdown Days | 163.0 | 147.0 |
| Recovery Factor | 3.22 | -0.63 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2025-05-31 | -70.57 | 440 |
| 2022-05-01 | 2023-11-11 | -56.79 | 559 |
| 2023-11-16 | 2024-03-09 | -29.57 | 114 |
| 2022-03-01 | 2022-03-23 | -17.88 | 22 |
| 2022-03-31 | 2022-04-02 | -5.47 | 2 |
| 2022-03-25 | 2022-03-29 | -1.36 | 4 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| Metric | 7545467:zrxusd:triple_gx:lsma150_110_55 | 7545467: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 | 84.05% | 100.18% |
| Worst Month | -38.84% | -44.13% |
| Best Year | 149.0% | 151.22% |
| Worst Year | -31.27% | -71.68% |
| Avg. Up Day | 4.65% | 4.66% |
| Avg. Down Day | -4.09% | -4.38% |
| Avg. Up Week | 15.14% | 15.62% |
| Avg. Down Week | -9.1% | -10.71% |
| Avg. Up Month | 32.98% | 40.06% |
| Avg. Down Month | -12.34% | -22.25% |
| Win Days % | 51.03% | 51.52% |
| Win Month % | 51.72% | 40.0% |
| Win Week % | 52.17% | 48.28% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 75.0% | 50.0% |