| Metric | 7545487:zrxusd:triple_gx:lsma155_110_55 | 7545487:ZRXUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 292.25% | -52.09% |
| Max Drawdown | -65.44% | -86.75% |
| Sharpe | 0.9 | 0.34 |
| Sortino | 1.51 | 0.54 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.39 | 0.92 |
| CPC Index | 0.72 | 0.57 |
| Tail Ratio | 1.1 | 0.87 |
| Outlier Win Ratio | 10.52 | 3.65 |
| Outlier Loss Ratio | 3.09 | 3.12 |
| Volatility (ann.) | 87.82% | 113.53% |
| R^2 | 0.6 | 0.6 |
| Calmar | 0.8 | -0.23 |
| Skew | 3.01 | 1.92 |
| Kurtosis | 40.87 | 18.14 |
| Expected Daily % | 0.12% | -0.06% |
| Expected Monthly % | 3.57% | -1.87% |
| Expected Yearly % | 40.73% | -16.8% |
| Kelly Criterion | 8.55% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.35% | -9.67% |
| Expected Shortfall (cVaR) | -7.35% | -9.67% |
| Year | 7545487:ZRXUSD | 7545487:zrxusd:triple_gx:lsma155_110_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.12 | -26.44 | 0.38 | + |
| 2023 | 151.22 | 146.92 | 0.97 | - |
| 2024 | 22.68 | 85.23 | 3.76 | + |
| 2025 | -47.96 | 16.58 | -0.35 | + |
| Metric | 7545487:zrxusd:triple_gx:lsma155_110_55 | 7545487:ZRXUSD |
|---|---|---|
| MTD | 10.43% | -14.73% |
| 3M | 27.46% | -19.57% |
| 6M | 0.39% | -56.83% |
| YTD | 16.58% | -47.96% |
| 1Y | 93.4% | -53.94% |
| 3Y (ann.) | 63.61% | -17.86% |
| 5Y (ann.) | 52.4% | -20.29% |
| Metric | 7545487:zrxusd:triple_gx:lsma155_110_55 | 7545487:ZRXUSD |
|---|---|---|
| Max Drawdown | -65.44% | -86.75% |
| Longest DD Days | 559.0 | 693.0 |
| Avg. Drawdown | -21.89% | -24.81% |
| Avg. Drawdown Days | 142.0 | 129.0 |
| Recovery Factor | 4.47 | -0.6 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2025-05-31 | -65.44 | 440 |
| 2022-05-01 | 2023-11-11 | -56.16 | 559 |
| 2023-11-16 | 2024-03-10 | -31.00 | 115 |
| 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 |
| 2022-03-25 | 2022-03-29 | -1.36 | 4 |
| 2024-03-15 | 2024-03-16 | -0.21 | 1 |
| Metric | 7545487:zrxusd:triple_gx:lsma155_110_55 | 7545487: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 | -37.52% | -44.13% |
| Best Year | 146.92% | 151.22% |
| Worst Year | -26.44% | -70.12% |
| Avg. Up Day | 4.63% | 4.64% |
| Avg. Down Day | -4.16% | -4.44% |
| Avg. Up Week | 14.97% | 15.67% |
| Avg. Down Week | -9.29% | -10.83% |
| Avg. Up Month | 37.36% | 46.52% |
| Avg. Down Month | -13.55% | -24.45% |
| Win Days % | 51.82% | 51.66% |
| Win Month % | 53.57% | 38.46% |
| Win Week % | 53.85% | 48.55% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 75.0% | 50.0% |