| Metric | 7546715:zrxusd:triple_gx:lsma195_70_65 | 7546715:ZRXUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 17.13% | -52.32% |
| Max Drawdown | -51.64% | -73.14% |
| Sharpe | 0.54 | -0.21 |
| Sortino | 0.92 | -0.31 |
| Payoff Ratio | 1.27 | 1.06 |
| Profit Factor | 1.17 | 0.97 |
| Common Sense Ratio | 1.23 | 0.84 |
| CPC Index | 0.69 | 0.53 |
| Tail Ratio | 1.05 | 0.86 |
| Outlier Win Ratio | 15.42 | 3.13 |
| Outlier Loss Ratio | 2.82 | 2.39 |
| Volatility (ann.) | 62.88% | 100.41% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.32 | -0.7 |
| Skew | 2.77 | 0.67 |
| Kurtosis | 31.64 | 4.18 |
| Expected Daily % | 0.04% | -0.19% |
| Expected Monthly % | 1.22% | -5.54% |
| Expected Yearly % | 8.23% | -30.95% |
| Kelly Criterion | 4.14% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.32% | -8.7% |
| Expected Shortfall (cVaR) | -5.32% | -8.7% |
| Year | 7546715:ZRXUSD | 7546715:zrxusd:triple_gx:lsma195_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 38.56 | -4.60 | + |
| 2025 | -47.96 | -15.47 | 0.32 | + |
| Metric | 7546715:zrxusd:triple_gx:lsma195_70_65 | 7546715:ZRXUSD |
|---|---|---|
| MTD | -15.47% | -14.73% |
| 3M | -15.47% | -19.57% |
| 6M | -30.83% | -56.83% |
| YTD | -15.47% | -47.96% |
| 1Y | 17.13% | -53.94% |
| 3Y (ann.) | 16.4% | -50.91% |
| 5Y (ann.) | 16.4% | -50.91% |
| Metric | 7546715:zrxusd:triple_gx:lsma195_70_65 | 7546715:ZRXUSD |
|---|---|---|
| Max Drawdown | -51.64% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -13.74% | -35.26% |
| Avg. Drawdown Days | 34.0 | 92.0 |
| Recovery Factor | 0.33 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -51.64 | 173 |
| 2024-07-07 | 2024-10-20 | -16.46 | 105 |
| 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 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| Metric | 7546715:zrxusd:triple_gx:lsma195_70_65 | 7546715: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 | 38.56% | -8.38% |
| Worst Year | -15.47% | -47.96% |
| Avg. Up Day | 4.7% | 4.72% |
| Avg. Down Day | -3.7% | -4.47% |
| Avg. Up Week | 11.9% | 13.8% |
| Avg. Down Week | -7.45% | -11.48% |
| Avg. Up Month | 35.49% | 49.68% |
| Avg. Down Month | -12.25% | -14.4% |
| Win Days % | 46.36% | 51.84% |
| Win Month % | 42.86% | 30.77% |
| Win Week % | 46.15% | 45.61% |
| Win Quarter % | 33.33% | 20.0% |
| Win Year % | 50.0% | 0.0% |