| Metric | 6568350:filusd:triple_gx:lsma220_45_25 | 6568350:FILUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 57.71% | -77.75% |
| Max Drawdown | -56.88% | -88.1% |
| Sharpe | 0.5 | 0.09 |
| Sortino | 0.94 | 0.15 |
| Payoff Ratio | 1.27 | 1.03 |
| Profit Factor | 1.15 | 1.02 |
| Common Sense Ratio | 1.11 | 1.02 |
| CPC Index | 0.67 | 0.52 |
| Tail Ratio | 0.96 | 1.0 |
| Outlier Win Ratio | 14.03 | 3.73 |
| Outlier Loss Ratio | 3.61 | 3.21 |
| Volatility (ann.) | 74.43% | 105.84% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.24 | -0.4 |
| Skew | 7.1 | 2.66 |
| Kurtosis | 129.14 | 34.26 |
| Expected Daily % | 0.04% | -0.12% |
| Expected Monthly % | 1.07% | -3.43% |
| Expected Yearly % | 12.06% | -31.32% |
| Kelly Criterion | 3.45% | 0.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.31% | -9.09% |
| Expected Shortfall (cVaR) | -6.31% | -9.09% |
| Year | 6568350:FILUSD | 6568350:filusd:triple_gx:lsma220_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.82 | -26.83 | 0.41 | + |
| 2023 | 130.09 | 127.98 | 0.98 | - |
| 2024 | -28.59 | 97.56 | -3.41 | + |
| 2025 | -60.38 | -52.15 | 0.86 | + |
| Metric | 6568350:filusd:triple_gx:lsma220_45_25 | 6568350:FILUSD |
|---|---|---|
| MTD | 2.76% | 29.24% |
| 3M | -6.31% | -20.66% |
| 6M | -22.3% | -31.99% |
| YTD | -52.15% | -60.38% |
| 1Y | -17.97% | -53.36% |
| 3Y (ann.) | 27.32% | -23.54% |
| 5Y (ann.) | 13.85% | -34.81% |
| Metric | 6568350:filusd:triple_gx:lsma220_45_25 | 6568350:FILUSD |
|---|---|---|
| Max Drawdown | -56.88% | -88.1% |
| Longest DD Days | 342.0 | 617.0 |
| Avg. Drawdown | -15.44% | -54.76% |
| Avg. Drawdown Days | 68.0 | 319.0 |
| Recovery Factor | 1.01 | -0.88 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -56.88 | 342 |
| 2023-02-21 | 2023-11-12 | -45.45 | 264 |
| 2022-11-06 | 2023-02-17 | -39.77 | 103 |
| 2024-04-21 | 2024-11-24 | -37.44 | 217 |
| 2022-05-16 | 2022-11-04 | -22.75 | 172 |
| 2024-01-02 | 2024-03-02 | -17.25 | 60 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2023-12-17 | 2023-12-25 | -10.42 | 8 |
| 2024-03-09 | 2024-04-20 | -7.27 | 42 |
| 2023-12-29 | 2024-01-01 | -7.15 | 3 |
| Metric | 6568350:filusd:triple_gx:lsma220_45_25 | 6568350:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -16.61% | -26.7% |
| Best Week | 76.45% | 121.91% |
| Worst Week | -40.62% | -40.62% |
| Best Month | 73.05% | 100.42% |
| Worst Month | -24.42% | -43.55% |
| Best Year | 127.98% | 130.09% |
| Worst Year | -52.15% | -65.82% |
| Avg. Up Day | 4.28% | 4.3% |
| Avg. Down Day | -3.37% | -4.16% |
| Avg. Up Week | 10.75% | 16.0% |
| Avg. Down Week | -7.09% | -10.32% |
| Avg. Up Month | 21.57% | 41.08% |
| Avg. Down Month | -9.31% | -18.02% |
| Win Days % | 45.97% | 49.61% |
| Win Month % | 48.65% | 34.88% |
| Win Week % | 47.12% | 44.92% |
| Win Quarter % | 46.67% | 33.33% |
| Win Year % | 50.0% | 25.0% |