| Metric | 7546730:zrxusd:triple_gx:lsma220_70_65 | 7546730:ZRXUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 29.12% | -52.32% |
| Max Drawdown | -41.32% | -73.14% |
| Sharpe | 0.69 | -0.21 |
| Sortino | 1.22 | -0.31 |
| Payoff Ratio | 1.34 | 1.06 |
| Profit Factor | 1.25 | 0.97 |
| Common Sense Ratio | 1.35 | 0.84 |
| CPC Index | 0.79 | 0.53 |
| Tail Ratio | 1.08 | 0.86 |
| Outlier Win Ratio | 17.51 | 3.13 |
| Outlier Loss Ratio | 2.89 | 2.39 |
| Volatility (ann.) | 60.53% | 100.41% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.67 | -0.7 |
| Skew | 3.13 | 0.67 |
| Kurtosis | 36.9 | 4.18 |
| Expected Daily % | 0.07% | -0.19% |
| Expected Monthly % | 1.99% | -5.54% |
| Expected Yearly % | 13.63% | -30.95% |
| Kelly Criterion | 7.26% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -8.7% |
| Expected Shortfall (cVaR) | -5.1% | -8.7% |
| Year | 7546730:ZRXUSD | 7546730:zrxusd:triple_gx:lsma220_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.38 | 26.12 | -3.12 | + |
| 2025 | -47.96 | 2.38 | -0.05 | + |
| Metric | 7546730:zrxusd:triple_gx:lsma220_70_65 | 7546730:ZRXUSD |
|---|---|---|
| MTD | 2.38% | -14.73% |
| 3M | 2.38% | -19.57% |
| 6M | -16.22% | -56.83% |
| YTD | 2.38% | -47.96% |
| 1Y | 29.12% | -53.94% |
| 3Y (ann.) | 27.83% | -50.91% |
| 5Y (ann.) | 27.83% | -50.91% |
| Metric | 7546730:zrxusd:triple_gx:lsma220_70_65 | 7546730:ZRXUSD |
|---|---|---|
| Max Drawdown | -41.32% | -73.14% |
| Longest DD Days | 173.0 | 191.0 |
| Avg. Drawdown | -12.52% | -35.26% |
| Avg. Drawdown Days | 28.0 | 92.0 |
| Recovery Factor | 0.7 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -41.32 | 173 |
| 2024-08-25 | 2024-10-20 | -16.57 | 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 |
| 2024-07-26 | 2024-08-13 | -6.69 | 18 |
| 2024-11-25 | 2024-11-26 | -6.11 | 1 |
| 2024-08-14 | 2024-08-24 | -5.27 | 10 |
| 2024-12-05 | 2024-12-06 | -3.73 | 1 |
| Metric | 7546730:zrxusd:triple_gx:lsma220_70_65 | 7546730: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 | 26.12% | -8.38% |
| Worst Year | 2.38% | -47.96% |
| Avg. Up Day | 4.8% | 4.83% |
| Avg. Down Day | -3.58% | -4.56% |
| Avg. Up Week | 11.66% | 14.42% |
| Avg. Down Week | -8.61% | -11.85% |
| Avg. Up Month | 32.25% | 49.68% |
| Avg. Down Month | -12.69% | -14.29% |
| Win Days % | 46.88% | 51.84% |
| Win Month % | 57.14% | 30.77% |
| Win Week % | 54.55% | 45.61% |
| Win Quarter % | 66.67% | 20.0% |
| Win Year % | 100.0% | 0.0% |