| Metric | 6568357:filusd:triple_gx:lsma210_45_25 | 6568357:FILUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -18.21% | -54.82% |
| Max Drawdown | -40.01% | -72.05% |
| Sharpe | -0.1 | -0.4 |
| Sortino | -0.14 | -0.55 |
| Payoff Ratio | 1.27 | 1.01 |
| Profit Factor | 0.98 | 0.95 |
| Common Sense Ratio | 0.96 | 0.93 |
| CPC Index | 0.51 | 0.46 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 13.98 | 2.99 |
| Outlier Loss Ratio | 3.32 | 2.81 |
| Volatility (ann.) | 53.34% | 89.63% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.44 | -0.74 |
| Skew | 0.61 | -0.15 |
| Kurtosis | 8.92 | 1.57 |
| Expected Daily % | -0.05% | -0.21% |
| Expected Monthly % | -1.53% | -5.93% |
| Expected Yearly % | -9.56% | -32.78% |
| Kelly Criterion | -4.9% | -2.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.61% | -7.81% |
| Expected Shortfall (cVaR) | -4.61% | -7.81% |
| Year | 6568357:FILUSD | 6568357:filusd:triple_gx:lsma210_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 29.80 | -2.12 | + |
| 2025 | -47.41 | -36.99 | 0.78 | + |
| Metric | 6568357:filusd:triple_gx:lsma210_45_25 | 6568357:FILUSD |
|---|---|---|
| MTD | -12.71% | -6.07% |
| 3M | -27.87% | -20.28% |
| 6M | -21.98% | -55.27% |
| YTD | -36.99% | -47.41% |
| 1Y | -18.21% | -55.27% |
| 3Y (ann.) | -17.56% | -53.38% |
| 5Y (ann.) | -17.56% | -53.38% |
| Metric | 6568357:filusd:triple_gx:lsma210_45_25 | 6568357:FILUSD |
|---|---|---|
| Max Drawdown | -40.01% | -72.05% |
| Longest DD Days | 173.0 | 192.0 |
| Avg. Drawdown | -17.34% | -32.18% |
| Avg. Drawdown Days | 69.0 | 93.0 |
| Recovery Factor | -0.46 | -0.76 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-11-24 | -40.01 | 168 |
| 2024-12-09 | 2025-05-31 | -38.47 | 173 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6568357:filusd:triple_gx:lsma210_45_25 | 6568357:FILUSD |
|---|---|---|
| Best Day | 15.25% | 15.25% |
| Worst Day | -13.97% | -20.33% |
| Best Week | 24.25% | 31.76% |
| Worst Week | -17.08% | -33.76% |
| Best Month | 83.06% | 100.42% |
| Worst Month | -28.63% | -32.53% |
| Best Year | 29.8% | -14.08% |
| Worst Year | -36.99% | -47.41% |
| Avg. Up Day | 4.15% | 4.16% |
| Avg. Down Day | -3.27% | -4.12% |
| Avg. Up Week | 10.05% | 15.61% |
| Avg. Down Week | -6.49% | -9.48% |
| Avg. Up Month | 44.75% | 53.6% |
| Avg. Down Month | -13.43% | -15.42% |
| Win Days % | 41.35% | 48.55% |
| Win Month % | 45.45% | 15.38% |
| Win Week % | 39.29% | 38.6% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |