| Metric | 6563784:filusd:triple_gx:lsma230_65_15 | 6563784:FILUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 102.19% | -76.72% |
| Max Drawdown | -56.82% | -88.1% |
| Sharpe | 0.61 | 0.1 |
| Sortino | 1.11 | 0.16 |
| Payoff Ratio | 1.34 | 1.07 |
| Profit Factor | 1.19 | 1.02 |
| Common Sense Ratio | 1.3 | 1.02 |
| CPC Index | 0.71 | 0.54 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 12.97 | 3.75 |
| Outlier Loss Ratio | 4.01 | 3.43 |
| Volatility (ann.) | 77.61% | 105.76% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.39 | -0.39 |
| Skew | 6.15 | 2.69 |
| Kurtosis | 111.54 | 34.64 |
| Expected Daily % | 0.06% | -0.11% |
| Expected Monthly % | 1.65% | -3.33% |
| Expected Yearly % | 19.25% | -30.54% |
| Kelly Criterion | 2.63% | 2.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.55% | -9.08% |
| Expected Shortfall (cVaR) | -6.55% | -9.08% |
| Year | 6563784:FILUSD | 6563784:filusd:triple_gx:lsma230_65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.24 | -27.95 | 0.44 | + |
| 2023 | 130.09 | 236.77 | 1.82 | + |
| 2024 | -28.59 | 76.22 | -2.67 | + |
| 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.) | 39.14% | -23.54% |
| 5Y (ann.) | 22.39% | -34.18% |
| Metric | 6563784:filusd:triple_gx:lsma230_65_15 | 6563784:FILUSD |
|---|---|---|
| Max Drawdown | -56.82% | -88.1% |
| Longest DD Days | 298.0 | 617.0 |
| Avg. Drawdown | -18.58% | -53.53% |
| Avg. Drawdown Days | 72.0 | 317.0 |
| Recovery Factor | 1.8 | -0.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -56.82 | 298 |
| 2022-08-01 | 2023-02-14 | -48.13 | 197 |
| 2023-03-15 | 2023-11-12 | -38.42 | 242 |
| 2024-03-09 | 2024-11-29 | -36.29 | 265 |
| 2024-01-02 | 2024-03-03 | -27.48 | 61 |
| 2023-02-21 | 2023-03-13 | -21.36 | 20 |
| 2023-11-16 | 2024-01-01 | -16.90 | 46 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2022-06-16 | 2022-06-21 | -13.08 | 5 |
| 2022-06-25 | 2022-07-31 | -12.63 | 36 |
| 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 | 70.68% | 100.42% |
| Worst Month | -32.1% | -43.55% |
| Best Year | 236.77% | 130.09% |
| Worst Year | -52.71% | -64.24% |
| Avg. Up Day | 4.54% | 4.57% |
| Avg. Down Day | -3.38% | -4.28% |
| Avg. Up Week | 13.54% | 17.45% |
| Avg. Down Week | -7.41% | -12.15% |
| Avg. Up Month | 23.25% | 38.21% |
| Avg. Down Month | -11.96% | -20.89% |
| Win Days % | 44.16% | 49.53% |
| Win Month % | 54.05% | 34.88% |
| Win Week % | 47.27% | 45.16% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 50.0% | 25.0% |