| Metric | 6568180:filusd:triple_gx:lsma205_40_25 | 6568180:FILUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 22.49% | -86.26% |
| Max Drawdown | -63.89% | -88.04% |
| Sharpe | 0.41 | -0.16 |
| Sortino | 0.65 | -0.23 |
| Payoff Ratio | 1.26 | 0.99 |
| Profit Factor | 1.12 | 0.98 |
| Common Sense Ratio | 1.14 | 1.0 |
| CPC Index | 0.63 | 0.48 |
| Tail Ratio | 1.02 | 1.03 |
| Outlier Win Ratio | 15.9 | 3.72 |
| Outlier Loss Ratio | 3.72 | 3.18 |
| Volatility (ann.) | 62.58% | 98.83% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.11 | -0.54 |
| Skew | 1.93 | 0.53 |
| Kurtosis | 31.89 | 7.42 |
| Expected Daily % | 0.02% | -0.18% |
| Expected Monthly % | 0.54% | -5.09% |
| Expected Yearly % | 5.2% | -39.12% |
| Kelly Criterion | 1.31% | -1.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.32% | -8.55% |
| Expected Shortfall (cVaR) | -5.32% | -8.55% |
| Year | 6568180:FILUSD | 6568180:filusd:triple_gx:lsma205_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.10 | -56.70 | 0.67 | + |
| 2023 | 130.09 | 73.68 | 0.57 | - |
| 2024 | -28.59 | 113.08 | -3.95 | + |
| 2025 | -47.41 | -23.56 | 0.50 | + |
| Metric | 6568180:filusd:triple_gx:lsma205_40_25 | 6568180:FILUSD |
|---|---|---|
| MTD | -12.71% | -6.07% |
| 3M | -16.15% | -20.28% |
| 6M | -9.83% | -55.27% |
| YTD | -23.56% | -47.41% |
| 1Y | 7.6% | -55.27% |
| 3Y (ann.) | 30.21% | -31.84% |
| 5Y (ann.) | 6.75% | -47.21% |
| Metric | 6568180:filusd:triple_gx:lsma205_40_25 | 6568180:FILUSD |
|---|---|---|
| Max Drawdown | -63.89% | -88.04% |
| Longest DD Days | 675.0 | 1132.0 |
| Avg. Drawdown | -17.32% | -88.04% |
| Avg. Drawdown Days | 140.0 | 1132.0 |
| Recovery Factor | 0.35 | -0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-03 | 2024-03-08 | -63.89 | 675 |
| 2024-04-21 | 2024-11-23 | -33.81 | 216 |
| 2024-12-01 | 2025-05-31 | -26.64 | 181 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-04-15 | 2024-04-20 | -4.92 | 5 |
| 2024-03-09 | 2024-04-14 | -3.89 | 36 |
| 2022-04-30 | 2022-05-01 | -0.18 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6568180:filusd:triple_gx:lsma205_40_25 | 6568180:FILUSD |
|---|---|---|
| Best Day | 41.19% | 41.19% |
| Worst Day | -24.65% | -26.34% |
| Best Week | 39.34% | 57.29% |
| Worst Week | -37.14% | -37.14% |
| Best Month | 83.06% | 100.42% |
| Worst Month | -44.46% | -43.55% |
| Best Year | 113.08% | 130.09% |
| Worst Year | -56.7% | -84.1% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.35% | -4.28% |
| Avg. Up Week | 10.25% | 14.6% |
| Avg. Down Week | -7.41% | -11.48% |
| Avg. Up Month | 25.68% | 49.46% |
| Avg. Down Month | -10.59% | -24.02% |
| Win Days % | 44.97% | 49.6% |
| Win Month % | 42.42% | 34.21% |
| Win Week % | 49.38% | 44.58% |
| Win Quarter % | 46.15% | 38.46% |
| Win Year % | 50.0% | 25.0% |