| Metric | zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | ZRXUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 1.58% | -37.78% |
| Max Drawdown | -41.46% | -65.68% |
| Sharpe | 0.02 | 0.01 |
| Sortino | 0.02 | 0.01 |
| Payoff Ratio | 0.0 | 0.88 |
| Profit Factor | 1.2 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.44 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 432.0 | 1.98 |
| Outlier Loss Ratio | 0.14 | 1.94 |
| Volatility (ann.) | 2.78% | 5.48% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.05 | -0.75 |
| Skew | -107.97 | 0.53 |
| Kurtosis | 27979.34 | 131.68 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.17% | -5.14% |
| Expected Yearly % | 1.58% | -37.78% |
| Kelly Criterion | 40.11% | -7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -0.47% |
| Expected Shortfall (cVaR) | -0.24% | -0.47% |
| Year | ZRXUSD | zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -37.78 | 1.58 | -0.04 | + |
| Metric | zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | ZRXUSD |
|---|---|---|
| MTD | 5.33% | 7.49% |
| 3M | 16.16% | 23.33% |
| 6M | -15.61% | 13.06% |
| YTD | 1.58% | -37.78% |
| 1Y | 1.58% | -37.78% |
| 3Y (ann.) | 2.27% | -49.3% |
| 5Y (ann.) | 2.27% | -49.3% |
| Metric | zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | ZRXUSD |
|---|---|---|
| Max Drawdown | -41.46% | -65.68% |
| Longest DD Days | 190.0 | 252.0 |
| Avg. Drawdown | -12.15% | -1.82% |
| Avg. Drawdown Days | 44.0 | 4.0 |
| Recovery Factor | 0.04 | -0.58 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-07 | 2025-09-13 | -41.46 | 190 |
| 2025-01-07 | 2025-02-04 | -18.86 | 28 |
| 2025-02-12 | 2025-02-14 | -0.15 | 1 |
| 2025-02-21 | 2025-02-21 | -0.15 | 0 |
| 2025-02-28 | 2025-03-01 | -0.14 | 0 |
| Metric | zrxusd_div_0.25_tpm:0.025__tp__tep:1.0_ | ZRXUSD |
|---|---|---|
| Best Day | 19.86% | 11.3% |
| Worst Day | -32.64% | -9.93% |
| Best Week | 19.62% | 16.08% |
| Worst Week | -31.8% | -28.63% |
| Best Month | 33.61% | 15.0% |
| Worst Month | -27.57% | -27.74% |
| Best Year | 1.58% | -37.78% |
| Worst Year | 1.58% | -37.78% |
| Avg. Up Day | 0.0% | 0.16% |
| Avg. Down Day | -3.1% | -0.19% |
| Avg. Up Week | 2.5% | 7.47% |
| Avg. Down Week | -5.14% | -7.29% |
| Avg. Up Month | 19.47% | 9.55% |
| Avg. Down Month | -9.04% | -19.03% |
| Win Days % | 99.93% | 49.87% |
| Win Month % | 66.67% | 44.44% |
| Win Week % | 68.75% | 50.0% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |