| Metric | 7546705:zrxusd:triple_gx:lsma190_70_65 | 7546705:ZRXUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -1.3% | -64.27% |
| Max Drawdown | -62.53% | -76.83% |
| Sharpe | 0.29 | -0.24 |
| Sortino | 0.46 | -0.34 |
| Payoff Ratio | 1.12 | 0.92 |
| Profit Factor | 1.07 | 0.97 |
| Common Sense Ratio | 0.99 | 0.83 |
| CPC Index | 0.57 | 0.47 |
| Tail Ratio | 0.92 | 0.86 |
| Outlier Win Ratio | 12.47 | 3.19 |
| Outlier Loss Ratio | 2.97 | 2.5 |
| Volatility (ann.) | 62.25% | 95.6% |
| R^2 | 0.43 | 0.43 |
| Calmar | -0.01 | -0.64 |
| Skew | 1.98 | 0.34 |
| Kurtosis | 23.65 | 4.4 |
| Expected Daily % | -0.0% | -0.19% |
| Expected Monthly % | -0.07% | -5.27% |
| Expected Yearly % | -0.65% | -40.23% |
| Kelly Criterion | 0.43% | 0.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -8.29% |
| Expected Shortfall (cVaR) | -5.31% | -8.29% |
| Year | 7546705:ZRXUSD | 7546705:zrxusd:triple_gx:lsma190_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 44.56 | -5.32 | + |
| 2025 | -61.00 | -31.72 | 0.52 | + |
| Metric | 7546705:zrxusd:triple_gx:lsma190_70_65 | 7546705:ZRXUSD |
|---|---|---|
| MTD | -3.25% | -3.99% |
| 3M | -3.51% | -27.17% |
| 6M | -26.46% | -35.24% |
| YTD | -31.72% | -61.0% |
| 1Y | -16.77% | -50.56% |
| 3Y (ann.) | -0.87% | -49.55% |
| 5Y (ann.) | -0.87% | -49.55% |
| Metric | 7546705:zrxusd:triple_gx:lsma190_70_65 | 7546705:ZRXUSD |
|---|---|---|
| Max Drawdown | -62.53% | -76.83% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -12.98% | -36.19% |
| Avg. Drawdown Days | 40.0 | 135.0 |
| Recovery Factor | -0.02 | -0.84 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -62.53 | 342 |
| 2024-08-25 | 2024-10-20 | -15.63 | 56 |
| 2024-11-19 | 2024-11-24 | -13.56 | 5 |
| 2024-10-31 | 2024-11-10 | -12.19 | 10 |
| 2024-11-12 | 2024-11-18 | -11.22 | 6 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2024-07-07 | 2024-07-26 | -7.23 | 19 |
| 2024-07-27 | 2024-08-13 | -6.52 | 17 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-08-14 | 2024-08-24 | -5.27 | 10 |
| Metric | 7546705:zrxusd:triple_gx:lsma190_70_65 | 7546705: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 | 44.56% | -8.38% |
| Worst Year | -31.72% | -61.0% |
| Avg. Up Day | 3.95% | 3.97% |
| Avg. Down Day | -3.52% | -4.29% |
| Avg. Up Week | 9.7% | 11.17% |
| Avg. Down Week | -7.47% | -10.29% |
| Avg. Up Month | 23.69% | 36.99% |
| Avg. Down Month | -10.37% | -15.22% |
| Win Days % | 47.37% | 52.09% |
| Win Month % | 46.15% | 31.58% |
| Win Week % | 46.51% | 46.91% |
| Win Quarter % | 40.0% | 28.57% |
| Win Year % | 50.0% | 0.0% |