| Metric | 6568353:filusd:triple_gx:lsma205_45_25 | 6568353:FILUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -16.29% | -65.96% |
| Max Drawdown | -46.7% | -83.12% |
| Sharpe | 0.19 | -0.13 |
| Sortino | 0.41 | -0.21 |
| Payoff Ratio | 1.43 | 1.08 |
| Profit Factor | 1.06 | 0.98 |
| Common Sense Ratio | 0.99 | 0.92 |
| CPC Index | 0.62 | 0.51 |
| Tail Ratio | 0.93 | 0.94 |
| Outlier Win Ratio | 11.04 | 2.87 |
| Outlier Loss Ratio | 3.65 | 2.98 |
| Volatility (ann.) | 82.07% | 112.78% |
| R^2 | 0.53 | 0.53 |
| Calmar | -0.24 | -0.62 |
| Skew | 10.44 | 4.14 |
| Kurtosis | 186.25 | 54.66 |
| Expected Daily % | -0.03% | -0.2% |
| Expected Monthly % | -0.93% | -5.51% |
| Expected Yearly % | -8.51% | -41.66% |
| Kelly Criterion | -0.04% | 0.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.02% | -9.75% |
| Expected Shortfall (cVaR) | -7.02% | -9.75% |
| Year | 6568353:FILUSD | 6568353:filusd:triple_gx:lsma205_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 37.45 | -2.66 | + |
| 2025 | -60.38 | -39.10 | 0.65 | + |
| Metric | 6568353:filusd:triple_gx:lsma205_45_25 | 6568353:FILUSD |
|---|---|---|
| MTD | 2.76% | 29.24% |
| 3M | -2.33% | -20.66% |
| 6M | -19.0% | -31.99% |
| YTD | -39.1% | -60.38% |
| 1Y | 4.39% | -53.36% |
| 3Y (ann.) | -11.15% | -51.15% |
| 5Y (ann.) | -11.15% | -51.15% |
| Metric | 6568353:filusd:triple_gx:lsma205_45_25 | 6568353:FILUSD |
|---|---|---|
| Max Drawdown | -46.7% | -83.12% |
| Longest DD Days | 289.0 | 346.0 |
| Avg. Drawdown | -19.25% | -34.95% |
| Avg. Drawdown Days | 73.0 | 135.0 |
| Recovery Factor | -0.35 | -0.79 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-07 | -46.70 | 289 |
| 2025-11-08 | 2025-11-16 | -41.76 | 8 |
| 2024-06-10 | 2024-11-23 | -36.47 | 166 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-12-09 | 2025-01-21 | -1.59 | 43 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6568353:filusd:triple_gx:lsma205_45_25 | 6568353:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -12.74% | -26.7% |
| Best Week | 76.45% | 121.91% |
| Worst Week | -40.62% | -40.62% |
| Best Month | 83.06% | 100.42% |
| Worst Month | -24.42% | -32.53% |
| Best Year | 37.45% | -14.08% |
| Worst Year | -39.1% | -60.38% |
| Avg. Up Day | 4.48% | 4.49% |
| Avg. Down Day | -3.14% | -4.16% |
| Avg. Up Week | 12.43% | 20.15% |
| Avg. Down Week | -6.98% | -11.27% |
| Avg. Up Month | 30.75% | 45.48% |
| Avg. Down Month | -9.07% | -13.61% |
| Win Days % | 41.18% | 48.45% |
| Win Month % | 47.06% | 21.05% |
| Win Week % | 40.43% | 39.51% |
| Win Quarter % | 28.57% | 14.29% |
| Win Year % | 50.0% | 0.0% |