| Metric | 7546693:zrxusd:triple_gx:lsma165_70_65 | 7546693:ZRXUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 360.29% | -51.61% |
| Max Drawdown | -55.03% | -86.75% |
| Sharpe | 0.98 | 0.34 |
| Sortino | 1.89 | 0.54 |
| Payoff Ratio | 1.36 | 1.2 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.77 | 0.92 |
| CPC Index | 0.87 | 0.65 |
| Tail Ratio | 1.29 | 0.87 |
| Outlier Win Ratio | 14.96 | 3.39 |
| Outlier Loss Ratio | 3.52 | 2.85 |
| Volatility (ann.) | 73.37% | 113.82% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.1 | -0.23 |
| Skew | 5.44 | 1.92 |
| Kurtosis | 78.15 | 18.09 |
| Expected Daily % | 0.13% | -0.06% |
| Expected Monthly % | 3.99% | -1.84% |
| Expected Yearly % | 46.47% | -16.6% |
| Kelly Criterion | 7.65% | 11.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.12% | -9.69% |
| Expected Shortfall (cVaR) | -6.12% | -9.69% |
| Year | 7546693:ZRXUSD | 7546693:zrxusd:triple_gx:lsma165_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.83 | 30.36 | -0.43 | + |
| 2023 | 151.22 | 98.82 | 0.65 | - |
| 2024 | 22.68 | 54.15 | 2.39 | + |
| 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.) | 52.33% | -17.86% |
| 5Y (ann.) | 60.75% | -20.2% |
| Metric | 7546693:zrxusd:triple_gx:lsma165_70_65 | 7546693:ZRXUSD |
|---|---|---|
| Max Drawdown | -55.03% | -86.75% |
| Longest DD Days | 527.0 | 693.0 |
| Avg. Drawdown | -15.29% | -29.69% |
| Avg. Drawdown Days | 94.0 | 165.0 |
| Recovery Factor | 6.55 | -0.59 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-06 | -55.03 | 264 |
| 2024-12-09 | 2025-05-31 | -41.32 | 173 |
| 2022-05-16 | 2023-10-25 | -32.63 | 527 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2023-10-26 | 2023-10-29 | -6.94 | 3 |
| 2022-03-31 | 2022-04-02 | -5.47 | 2 |
| 2023-11-05 | 2023-11-07 | -3.43 | 2 |
| 2023-11-09 | 2023-11-11 | -3.23 | 2 |
| 2023-11-01 | 2023-11-03 | -2.72 | 2 |
| 2022-04-04 | 2022-05-15 | -2.71 | 41 |
| Metric | 7546693:zrxusd:triple_gx:lsma165_70_65 | 7546693: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 | 61.4% | 100.18% |
| Worst Month | -23.01% | -44.13% |
| Best Year | 98.82% | 151.22% |
| Worst Year | 15.21% | -69.83% |
| Avg. Up Day | 4.98% | 5.0% |
| Avg. Down Day | -3.65% | -4.17% |
| Avg. Up Week | 13.53% | 15.57% |
| Avg. Down Week | -7.81% | -10.31% |
| Avg. Up Month | 29.02% | 43.04% |
| Avg. Down Month | -10.39% | -23.2% |
| Win Days % | 46.74% | 51.67% |
| Win Month % | 62.96% | 38.46% |
| Win Week % | 54.76% | 48.84% |
| Win Quarter % | 69.23% | 35.71% |
| Win Year % | 100.0% | 50.0% |