| Metric | 7546659:zrxusd:triple_gx:lsma85_70_65 | 7546659:ZRXUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 69.61% | -79.1% |
| Max Drawdown | -75.59% | -86.93% |
| Sharpe | 0.53 | 0.16 |
| Sortino | 0.91 | 0.24 |
| Payoff Ratio | 1.18 | 1.05 |
| Profit Factor | 1.15 | 1.02 |
| Common Sense Ratio | 1.12 | 0.9 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 0.98 | 0.88 |
| Outlier Win Ratio | 12.22 | 3.39 |
| Outlier Loss Ratio | 3.53 | 2.95 |
| Volatility (ann.) | 74.37% | 109.56% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.19 | -0.38 |
| Skew | 4.25 | 1.73 |
| Kurtosis | 61.73 | 17.71 |
| Expected Daily % | 0.04% | -0.11% |
| Expected Monthly % | 1.11% | -3.21% |
| Expected Yearly % | 11.14% | -26.88% |
| Kelly Criterion | 1.81% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.3% | -9.39% |
| Expected Shortfall (cVaR) | -6.3% | -9.39% |
| Year | 7546659:ZRXUSD | 7546659:zrxusd:triple_gx:lsma85_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -5.64 | 0.00 | -0.00 | + |
| 2022 | -81.57 | 10.50 | -0.13 | + |
| 2023 | 151.22 | 155.06 | 1.03 | + |
| 2024 | 22.68 | 3.17 | 0.14 | - |
| 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.) | 16.74% | -1.36% |
| 5Y (ann.) | 14.51% | -33.07% |
| Metric | 7546659:zrxusd:triple_gx:lsma85_70_65 | 7546659:ZRXUSD |
|---|---|---|
| Max Drawdown | -75.59% | -86.93% |
| Longest DD Days | 609.0 | 693.0 |
| Avg. Drawdown | -15.15% | -47.47% |
| Avg. Drawdown Days | 81.0 | 283.0 |
| Recovery Factor | 0.92 | -0.91 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2025-11-16 | -75.59 | 609 |
| 2023-11-16 | 2024-03-10 | -34.69 | 115 |
| 2022-01-17 | 2022-04-02 | -30.44 | 75 |
| 2023-03-02 | 2023-10-21 | -24.40 | 233 |
| 2022-08-01 | 2023-01-27 | -21.85 | 179 |
| 2022-05-16 | 2022-07-31 | -21.34 | 76 |
| 2023-02-08 | 2023-03-01 | -12.32 | 21 |
| 2023-01-28 | 2023-02-03 | -10.42 | 6 |
| 2023-10-26 | 2023-10-29 | -6.94 | 3 |
| 2023-02-05 | 2023-02-07 | -5.30 | 2 |
| Metric | 7546659:zrxusd:triple_gx:lsma85_70_65 | 7546659:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 139.3% | 139.3% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 56.53% | 100.18% |
| Worst Month | -22.19% | -44.13% |
| Best Year | 155.06% | 151.22% |
| Worst Year | -41.67% | -81.57% |
| Avg. Up Day | 4.3% | 4.32% |
| Avg. Down Day | -3.63% | -4.12% |
| Avg. Up Week | 11.91% | 13.84% |
| Avg. Down Week | -6.93% | -9.81% |
| Avg. Up Month | 20.55% | 35.59% |
| Avg. Down Month | -8.5% | -19.18% |
| Win Days % | 46.79% | 51.62% |
| Win Month % | 42.86% | 37.5% |
| Win Week % | 45.83% | 46.86% |
| Win Quarter % | 50.0% | 29.41% |
| Win Year % | 75.0% | 40.0% |