| Metric | 7546659:zrxusd:triple_gx:lsma85_70_65 | 7546659:ZRXUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | -52.25% | -64.27% |
| Max Drawdown | -67.26% | -76.83% |
| Sharpe | -0.41 | -0.24 |
| Sortino | -0.61 | -0.34 |
| Payoff Ratio | 1.01 | 0.85 |
| Profit Factor | 0.91 | 0.97 |
| Common Sense Ratio | 0.77 | 0.83 |
| CPC Index | 0.42 | 0.43 |
| Tail Ratio | 0.84 | 0.86 |
| Outlier Win Ratio | 10.83 | 3.13 |
| Outlier Loss Ratio | 3.12 | 2.7 |
| Volatility (ann.) | 66.55% | 95.6% |
| R^2 | 0.49 | 0.49 |
| Calmar | -0.58 | -0.64 |
| Skew | 1.39 | 0.34 |
| Kurtosis | 18.6 | 4.4 |
| Expected Daily % | -0.13% | -0.19% |
| Expected Monthly % | -3.82% | -5.27% |
| Expected Yearly % | -30.9% | -40.23% |
| Kelly Criterion | -7.93% | -4.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.8% | -8.29% |
| Expected Shortfall (cVaR) | -5.8% | -8.29% |
| Year | 7546659:ZRXUSD | 7546659:zrxusd:triple_gx:lsma85_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | -18.14 | 2.17 | - |
| 2025 | -61.00 | -41.67 | 0.68 | + |
| Metric | 7546659:zrxusd:triple_gx:lsma85_70_65 | 7546659:ZRXUSD |
|---|---|---|
| MTD | -3.25% | -3.99% |
| 3M | -4.66% | -27.17% |
| 6M | -33.21% | -35.24% |
| YTD | -41.67% | -61.0% |
| 1Y | -28.14% | -50.56% |
| 3Y (ann.) | -38.83% | -49.55% |
| 5Y (ann.) | -38.83% | -49.55% |
| Metric | 7546659:zrxusd:triple_gx:lsma85_70_65 | 7546659:ZRXUSD |
|---|---|---|
| Max Drawdown | -67.26% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -23.6% | -36.19% |
| Avg. Drawdown Days | 107.0 | 135.0 |
| Recovery Factor | -0.78 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -67.26 | 342 |
| 2024-05-24 | 2024-11-26 | -38.26 | 186 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2024-05-22 | 2024-05-23 | -0.18 | 1 |
| Metric | 7546659:zrxusd:triple_gx:lsma85_70_65 | 7546659:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -24.21% |
| Best Week | 31.86% | 31.86% |
| Worst Week | -27.06% | -28.63% |
| Best Month | 42.78% | 84.05% |
| Worst Month | -22.19% | -29.2% |
| Best Year | -18.14% | -8.38% |
| Worst Year | -41.67% | -61.0% |
| Avg. Up Day | 3.66% | 3.69% |
| Avg. Down Day | -3.63% | -4.34% |
| Avg. Up Week | 9.07% | 9.94% |
| Avg. Down Week | -6.9% | -10.08% |
| Avg. Up Month | 18.65% | 36.88% |
| Avg. Down Month | -9.61% | -16.75% |
| Win Days % | 45.78% | 52.09% |
| Win Month % | 27.78% | 31.58% |
| Win Week % | 36.54% | 46.91% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 0.0% |