| Metric | 6563784:filusd:triple_gx:lsma230_65_15 | 6563784:FILUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -29.82% | -65.96% |
| Max Drawdown | -56.82% | -83.12% |
| Sharpe | 0.08 | -0.13 |
| Sortino | 0.17 | -0.21 |
| Payoff Ratio | 1.37 | 1.08 |
| Profit Factor | 1.03 | 0.98 |
| Common Sense Ratio | 0.94 | 0.92 |
| CPC Index | 0.56 | 0.51 |
| Tail Ratio | 0.92 | 0.94 |
| Outlier Win Ratio | 10.96 | 3.0 |
| Outlier Loss Ratio | 3.73 | 3.01 |
| Volatility (ann.) | 85.75% | 112.78% |
| R^2 | 0.58 | 0.58 |
| Calmar | -0.37 | -0.62 |
| Skew | 8.83 | 4.14 |
| Kurtosis | 158.4 | 54.66 |
| Expected Daily % | -0.06% | -0.2% |
| Expected Monthly % | -1.85% | -5.51% |
| Expected Yearly % | -16.23% | -41.66% |
| Kelly Criterion | -4.01% | 0.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.36% | -9.75% |
| Expected Shortfall (cVaR) | -7.36% | -9.75% |
| Year | 6563784:FILUSD | 6563784:filusd:triple_gx:lsma230_65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 48.41 | -3.44 | + |
| 2025 | -60.38 | -52.71 | 0.87 | + |
| Metric | 6563784:filusd:triple_gx:lsma230_65_15 | 6563784:FILUSD |
|---|---|---|
| MTD | 4.59% | 29.24% |
| 3M | -40.6% | -20.66% |
| 6M | -42.1% | -31.99% |
| YTD | -52.71% | -60.38% |
| 1Y | -10.48% | -53.36% |
| 3Y (ann.) | -20.98% | -51.15% |
| 5Y (ann.) | -20.98% | -51.15% |
| Metric | 6563784:filusd:triple_gx:lsma230_65_15 | 6563784:FILUSD |
|---|---|---|
| Max Drawdown | -56.82% | -83.12% |
| Longest DD Days | 298.0 | 346.0 |
| Avg. Drawdown | -14.83% | -34.95% |
| Avg. Drawdown Days | 74.0 | 135.0 |
| Recovery Factor | -0.52 | -0.79 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -56.82 | 298 |
| 2024-06-10 | 2024-11-24 | -29.02 | 167 |
| 2024-12-05 | 2025-01-21 | -9.60 | 47 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-06-08 | 2024-06-09 | -0.18 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6563784:filusd:triple_gx:lsma230_65_15 | 6563784:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -26.7% | -26.7% |
| Best Week | 76.45% | 121.91% |
| Worst Week | -40.73% | -40.62% |
| Best Month | 60.03% | 100.42% |
| Worst Month | -32.1% | -32.53% |
| Best Year | 48.41% | -14.08% |
| Worst Year | -52.71% | -60.38% |
| Avg. Up Day | 4.51% | 4.53% |
| Avg. Down Day | -3.3% | -4.21% |
| Avg. Up Week | 13.47% | 19.97% |
| Avg. Down Week | -7.81% | -12.06% |
| Avg. Up Month | 16.84% | 35.08% |
| Avg. Down Month | -12.25% | -13.1% |
| Win Days % | 39.91% | 48.45% |
| Win Month % | 50.0% | 21.05% |
| Win Week % | 44.23% | 39.51% |
| Win Quarter % | 28.57% | 14.29% |
| Win Year % | 50.0% | 0.0% |