| Metric | 7546669:zrxusd:triple_gx:lsma120_70_65 | 7546669:ZRXUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -10.07% | -64.27% |
| Max Drawdown | -57.54% | -76.83% |
| Sharpe | 0.21 | -0.24 |
| Sortino | 0.33 | -0.34 |
| Payoff Ratio | 1.03 | 0.85 |
| Profit Factor | 1.05 | 0.97 |
| Common Sense Ratio | 1.01 | 0.83 |
| CPC Index | 0.53 | 0.43 |
| Tail Ratio | 0.96 | 0.86 |
| Outlier Win Ratio | 11.01 | 3.19 |
| Outlier Loss Ratio | 3.04 | 2.69 |
| Volatility (ann.) | 65.83% | 95.6% |
| R^2 | 0.48 | 0.48 |
| Calmar | -0.12 | -0.64 |
| Skew | 1.52 | 0.34 |
| Kurtosis | 19.34 | 4.4 |
| Expected Daily % | -0.02% | -0.19% |
| Expected Monthly % | -0.56% | -5.27% |
| Expected Yearly % | -5.17% | -40.23% |
| Kelly Criterion | -0.79% | -3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.63% | -8.29% |
| Expected Shortfall (cVaR) | -5.63% | -8.29% |
| Year | 7546669:ZRXUSD | 7546669:zrxusd:triple_gx:lsma120_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 17.65 | -2.11 | + |
| 2025 | -61.00 | -23.56 | 0.39 | + |
| Metric | 7546669:zrxusd:triple_gx:lsma120_70_65 | 7546669:ZRXUSD |
|---|---|---|
| MTD | -3.25% | -3.99% |
| 3M | -4.66% | -27.17% |
| 6M | -27.45% | -35.24% |
| YTD | -23.56% | -61.0% |
| 1Y | -6.82% | -50.56% |
| 3Y (ann.) | -6.81% | -49.55% |
| 5Y (ann.) | -6.81% | -49.55% |
| Metric | 7546669:zrxusd:triple_gx:lsma120_70_65 | 7546669:ZRXUSD |
|---|---|---|
| Max Drawdown | -57.54% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -17.79% | -36.19% |
| Avg. Drawdown Days | 73.0 | 135.0 |
| Recovery Factor | -0.18 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -57.54 | 342 |
| 2024-06-16 | 2024-11-11 | -23.77 | 148 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-11-12 | 2024-11-18 | -11.22 | 6 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| Metric | 7546669:zrxusd:triple_gx:lsma120_70_65 | 7546669: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 | 61.4% | 84.05% |
| Worst Month | -23.01% | -29.2% |
| Best Year | 17.65% | -8.38% |
| Worst Year | -23.56% | -61.0% |
| Avg. Up Day | 3.8% | 3.82% |
| Avg. Down Day | -3.7% | -4.48% |
| Avg. Up Week | 8.53% | 9.6% |
| Avg. Down Week | -6.8% | -9.55% |
| Avg. Up Month | 24.86% | 36.88% |
| Avg. Down Month | -8.79% | -14.88% |
| Win Days % | 48.93% | 52.09% |
| Win Month % | 43.75% | 31.58% |
| Win Week % | 46.81% | 46.91% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 50.0% | 0.0% |