| Metric | 7546743:zrxusd:triple_gx:lsma235_70_65 | 7546743:ZRXUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 244.64% | -39.18% |
| Max Drawdown | -52.46% | -84.85% |
| Sharpe | 0.91 | 0.36 |
| Sortino | 1.74 | 0.57 |
| Payoff Ratio | 1.36 | 1.18 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.73 | 0.94 |
| CPC Index | 0.89 | 0.64 |
| Tail Ratio | 1.26 | 0.89 |
| Outlier Win Ratio | 17.0 | 3.39 |
| Outlier Loss Ratio | 3.04 | 2.7 |
| Volatility (ann.) | 69.2% | 107.58% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.97 | -0.18 |
| Skew | 5.9 | 1.95 |
| Kurtosis | 94.73 | 18.59 |
| Expected Daily % | 0.11% | -0.05% |
| Expected Monthly % | 3.4% | -1.34% |
| Expected Yearly % | 36.25% | -11.69% |
| Kelly Criterion | 9.28% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.79% | -9.16% |
| Expected Shortfall (cVaR) | -5.79% | -9.16% |
| Year | 7546743:ZRXUSD | 7546743:zrxusd:triple_gx:lsma235_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.08 | 13.16 | -0.21 | + |
| 2023 | 151.22 | 192.29 | 1.27 | + |
| 2024 | 22.68 | 14.67 | 0.65 | - |
| 2025 | -47.96 | -9.13 | 0.19 | + |
| Metric | 7546743:zrxusd:triple_gx:lsma235_70_65 | 7546743:ZRXUSD |
|---|---|---|
| MTD | 0.0% | -14.73% |
| 3M | 0.0% | -19.57% |
| 6M | -25.64% | -56.83% |
| YTD | -9.13% | -47.96% |
| 1Y | 24.86% | -53.94% |
| 3Y (ann.) | 50.99% | -17.86% |
| 5Y (ann.) | 50.88% | -15.24% |
| Metric | 7546743:zrxusd:triple_gx:lsma235_70_65 | 7546743:ZRXUSD |
|---|---|---|
| Max Drawdown | -52.46% | -84.85% |
| Longest DD Days | 260.0 | 529.0 |
| Avg. Drawdown | -10.52% | -39.52% |
| Avg. Drawdown Days | 38.0 | 216.0 |
| Recovery Factor | 4.66 | -0.46 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-12-02 | -52.46 | 260 |
| 2024-12-09 | 2025-05-31 | -46.58 | 173 |
| 2023-11-16 | 2024-03-14 | -32.95 | 119 |
| 2023-03-20 | 2023-10-16 | -19.94 | 210 |
| 2023-02-08 | 2023-03-01 | -12.32 | 21 |
| 2022-11-10 | 2022-11-23 | -11.66 | 13 |
| 2023-01-28 | 2023-02-03 | -10.42 | 6 |
| 2023-03-02 | 2023-03-17 | -9.24 | 15 |
| 2022-11-25 | 2022-12-04 | -7.44 | 9 |
| 2023-10-26 | 2023-10-29 | -6.94 | 3 |
| Metric | 7546743:zrxusd:triple_gx:lsma235_70_65 | 7546743:ZRXUSD |
|---|---|---|
| Best Day | 59.94% | 59.94% |
| Worst Day | -27.49% | -27.49% |
| Best Week | 66.64% | 139.3% |
| Worst Week | -34.16% | -34.16% |
| Best Month | 61.4% | 100.18% |
| Worst Month | -23.01% | -39.12% |
| Best Year | 192.29% | 151.22% |
| Worst Year | -9.13% | -62.08% |
| Avg. Up Day | 4.98% | 5.0% |
| Avg. Down Day | -3.67% | -4.23% |
| Avg. Up Week | 13.87% | 17.9% |
| Avg. Down Week | -8.55% | -11.12% |
| Avg. Up Month | 24.99% | 35.41% |
| Avg. Down Month | -7.97% | -23.33% |
| Win Days % | 47.8% | 51.5% |
| Win Month % | 55.0% | 40.54% |
| Win Week % | 54.24% | 49.07% |
| Win Quarter % | 50.0% | 30.77% |
| Win Year % | 75.0% | 50.0% |