| Metric | 6578951:filusd:triple_gx:lsma235_65_50 | 6578951:FILUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 69.34% | -74.27% |
| Max Drawdown | -63.53% | -88.1% |
| Sharpe | 0.54 | 0.13 |
| Sortino | 0.87 | 0.2 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 1.15 | 1.02 |
| Common Sense Ratio | 1.18 | 1.03 |
| CPC Index | 0.64 | 0.52 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 15.59 | 3.65 |
| Outlier Loss Ratio | 3.58 | 3.23 |
| Volatility (ann.) | 59.97% | 105.83% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.26 | -0.37 |
| Skew | 2.11 | 2.69 |
| Kurtosis | 30.83 | 34.68 |
| Expected Daily % | 0.04% | -0.11% |
| Expected Monthly % | 1.23% | -3.11% |
| Expected Yearly % | 14.07% | -28.78% |
| Kelly Criterion | 3.59% | 0.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -9.07% |
| Expected Shortfall (cVaR) | -5.07% | -9.07% |
| Year | 6578951:FILUSD | 6578951:filusd:triple_gx:lsma235_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -38.57 | 0.64 | + |
| 2023 | 130.09 | 264.40 | 2.03 | + |
| 2024 | -28.59 | 13.31 | -0.47 | + |
| 2025 | -60.38 | -33.24 | 0.55 | + |
| Metric | 6578951:filusd:triple_gx:lsma235_65_50 | 6578951:FILUSD |
|---|---|---|
| MTD | 0.0% | 29.24% |
| 3M | -25.49% | -20.66% |
| 6M | -31.09% | -31.99% |
| YTD | -33.24% | -60.38% |
| 1Y | -24.11% | -53.36% |
| 3Y (ann.) | 40.04% | -23.54% |
| 5Y (ann.) | 16.39% | -32.37% |
| Metric | 6578951:filusd:triple_gx:lsma235_65_50 | 6578951:FILUSD |
|---|---|---|
| Max Drawdown | -63.53% | -88.1% |
| Longest DD Days | 373.0 | 617.0 |
| Avg. Drawdown | -15.1% | -53.17% |
| Avg. Drawdown Days | 83.0 | 316.0 |
| Recovery Factor | 1.09 | -0.84 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -63.53 | 346 |
| 2022-05-31 | 2023-02-17 | -46.06 | 262 |
| 2023-11-16 | 2024-11-23 | -34.27 | 373 |
| 2023-03-15 | 2023-07-03 | -21.15 | 110 |
| 2023-02-21 | 2023-03-13 | -17.06 | 20 |
| 2023-07-04 | 2023-10-23 | -13.80 | 111 |
| 2023-10-24 | 2023-10-30 | -6.92 | 6 |
| 2023-11-13 | 2023-11-15 | -6.92 | 2 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2023-11-03 | 2023-11-05 | -3.99 | 2 |
| Metric | 6578951:filusd:triple_gx:lsma235_65_50 | 6578951:FILUSD |
|---|---|---|
| Best Day | 41.19% | 76.77% |
| Worst Day | -20.33% | -26.7% |
| Best Week | 57.29% | 121.91% |
| Worst Week | -26.0% | -40.62% |
| Best Month | 68.23% | 100.42% |
| Worst Month | -32.55% | -43.55% |
| Best Year | 264.4% | 130.09% |
| Worst Year | -38.57% | -60.47% |
| Avg. Up Day | 3.93% | 3.94% |
| Avg. Down Day | -3.38% | -3.8% |
| Avg. Up Week | 11.34% | 12.85% |
| Avg. Down Week | -7.52% | -10.44% |
| Avg. Up Month | 25.87% | 29.75% |
| Avg. Down Month | -13.59% | -23.93% |
| Win Days % | 48.16% | 49.56% |
| Win Month % | 48.39% | 37.21% |
| Win Week % | 47.87% | 44.86% |
| Win Quarter % | 53.33% | 33.33% |
| Win Year % | 50.0% | 25.0% |