| Metric | 7546715:zrxusd:triple_gx:lsma195_70_65 | 7546715:ZRXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 200.22% | -68.86% |
| Max Drawdown | -52.46% | -86.75% |
| Sharpe | 0.81 | 0.21 |
| Sortino | 1.56 | 0.33 |
| Payoff Ratio | 1.33 | 1.16 |
| Profit Factor | 1.31 | 1.03 |
| Common Sense Ratio | 1.63 | 0.9 |
| CPC Index | 0.82 | 0.62 |
| Tail Ratio | 1.24 | 0.87 |
| Outlier Win Ratio | 15.65 | 3.29 |
| Outlier Loss Ratio | 3.38 | 2.88 |
| Volatility (ann.) | 72.85% | 113.61% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.8 | -0.36 |
| Skew | 5.66 | 1.99 |
| Kurtosis | 82.69 | 18.77 |
| Expected Daily % | 0.1% | -0.1% |
| Expected Monthly % | 2.94% | -3.02% |
| Expected Yearly % | 31.63% | -25.3% |
| Kelly Criterion | 6.83% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.11% | -9.72% |
| Expected Shortfall (cVaR) | -6.11% | -9.72% |
| Year | 7546715:ZRXUSD | 7546715:zrxusd:triple_gx:lsma195_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -80.58 | -10.02 | 0.12 | + |
| 2023 | 151.22 | 125.16 | 0.83 | - |
| 2024 | 22.68 | 75.30 | 3.32 | + |
| 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.) | 48.56% | -17.86% |
| 5Y (ann.) | 42.01% | -31.08% |
| Metric | 7546715:zrxusd:triple_gx:lsma195_70_65 | 7546715:ZRXUSD |
|---|---|---|
| Max Drawdown | -52.46% | -86.75% |
| Longest DD Days | 263.0 | 693.0 |
| Avg. Drawdown | -15.67% | -45.38% |
| Avg. Drawdown Days | 68.0 | 285.0 |
| Recovery Factor | 3.82 | -0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-11-26 | -52.46 | 254 |
| 2024-12-09 | 2025-05-31 | -51.64 | 173 |
| 2023-03-20 | 2023-10-30 | -39.46 | 224 |
| 2023-11-16 | 2024-03-10 | -29.57 | 115 |
| 2022-05-16 | 2023-02-03 | -25.17 | 263 |
| 2023-02-08 | 2023-03-01 | -12.32 | 21 |
| 2023-03-02 | 2023-03-17 | -9.24 | 15 |
| 2024-11-27 | 2024-12-02 | -8.58 | 5 |
| 2023-02-05 | 2023-02-07 | -5.30 | 2 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| Metric | 7546715:zrxusd:triple_gx:lsma195_70_65 | 7546715:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 130.16% | 139.3% |
| Worst Week | -34.16% | -47.61% |
| Best Month | 61.4% | 100.18% |
| Worst Month | -23.01% | -44.13% |
| Best Year | 125.16% | 151.22% |
| Worst Year | -15.47% | -80.58% |
| Avg. Up Day | 4.95% | 4.98% |
| Avg. Down Day | -3.73% | -4.27% |
| Avg. Up Week | 15.46% | 16.59% |
| Avg. Down Week | -7.77% | -10.65% |
| Avg. Up Month | 26.86% | 42.05% |
| Avg. Down Month | -8.98% | -19.85% |
| Win Days % | 46.87% | 51.1% |
| Win Month % | 47.83% | 36.84% |
| Win Week % | 49.32% | 48.21% |
| Win Quarter % | 41.67% | 30.77% |
| Win Year % | 50.0% | 50.0% |