| Metric | 7546693:zrxusd:triple_gx:lsma165_70_65 | 7546693:ZRXUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 35.26% | -52.32% |
| Max Drawdown | -41.32% | -73.14% |
| Sharpe | 0.75 | -0.21 |
| Sortino | 1.31 | -0.31 |
| Payoff Ratio | 1.29 | 1.08 |
| Profit Factor | 1.24 | 0.97 |
| Common Sense Ratio | 1.23 | 0.84 |
| CPC Index | 0.74 | 0.54 |
| Tail Ratio | 0.99 | 0.86 |
| Outlier Win Ratio | 14.38 | 3.34 |
| Outlier Loss Ratio | 2.87 | 2.39 |
| Volatility (ann.) | 65.7% | 100.41% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.81 | -0.7 |
| Skew | 2.58 | 0.67 |
| Kurtosis | 26.69 | 4.18 |
| Expected Daily % | 0.08% | -0.19% |
| Expected Monthly % | 2.35% | -5.54% |
| Expected Yearly % | 16.3% | -30.95% |
| Kelly Criterion | 4.5% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.52% | -8.7% |
| Expected Shortfall (cVaR) | -5.52% | -8.7% |
| Year | 7546693:ZRXUSD | 7546693:zrxusd:triple_gx:lsma165_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 17.40 | -2.08 | + |
| 2025 | -47.96 | 15.21 | -0.32 | + |
| Metric | 7546693:zrxusd:triple_gx:lsma165_70_65 | 7546693:ZRXUSD |
|---|---|---|
| MTD | 1.71% | -14.73% |
| 3M | 15.21% | -19.57% |
| 6M | -5.73% | -56.83% |
| YTD | 15.21% | -47.96% |
| 1Y | 35.26% | -53.94% |
| 3Y (ann.) | 33.65% | -50.91% |
| 5Y (ann.) | 33.65% | -50.91% |
| Metric | 7546693:zrxusd:triple_gx:lsma165_70_65 | 7546693:ZRXUSD |
|---|---|---|
| Max Drawdown | -41.32% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -13.79% | -35.26% |
| Avg. Drawdown Days | 46.0 | 92.0 |
| Recovery Factor | 0.85 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -41.32 | 173 |
| 2024-07-07 | 2024-11-18 | -19.99 | 134 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 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 |
| 2024-07-04 | 2024-07-06 | -3.22 | 2 |
| Metric | 7546693:zrxusd:triple_gx:lsma165_70_65 | 7546693:ZRXUSD |
|---|---|---|
| Best Day | 29.22% | 29.22% |
| Worst Day | -20.15% | -20.15% |
| 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 | 17.4% | -8.38% |
| Worst Year | 15.21% | -47.96% |
| Avg. Up Day | 4.9% | 4.93% |
| Avg. Down Day | -3.8% | -4.57% |
| Avg. Up Week | 10.69% | 12.4% |
| Avg. Down Week | -7.98% | -11.22% |
| Avg. Up Month | 26.19% | 38.12% |
| Avg. Down Month | -12.18% | -14.29% |
| Win Days % | 46.22% | 51.84% |
| Win Month % | 62.5% | 30.77% |
| Win Week % | 53.57% | 45.61% |
| Win Quarter % | 66.67% | 20.0% |
| Win Year % | 100.0% | 0.0% |