| Metric | 6579648:filusd:triple_gx:lsma235_90_50 | 6579648:FILUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 226.24% | -65.85% |
| Max Drawdown | -48.19% | -80.3% |
| Sharpe | 0.97 | 0.11 |
| Sortino | 1.51 | 0.16 |
| Payoff Ratio | 1.2 | 1.04 |
| Profit Factor | 1.26 | 1.02 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.76 | 0.52 |
| Tail Ratio | 1.14 | 1.05 |
| Outlier Win Ratio | 14.53 | 3.8 |
| Outlier Loss Ratio | 3.58 | 3.2 |
| Volatility (ann.) | 57.99% | 96.66% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.0 | -0.37 |
| Skew | 0.61 | 0.76 |
| Kurtosis | 10.37 | 7.69 |
| Expected Daily % | 0.11% | -0.1% |
| Expected Monthly % | 3.25% | -2.86% |
| Expected Yearly % | 34.4% | -23.55% |
| Kelly Criterion | 9.24% | 1.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.84% | -8.29% |
| Expected Shortfall (cVaR) | -4.84% | -8.29% |
| Year | 6579648:FILUSD | 6579648:filusd:triple_gx:lsma235_90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -37.44 | 0.62 | + |
| 2023 | 130.09 | 216.33 | 1.66 | + |
| 2024 | -28.59 | 52.94 | -1.85 | + |
| 2025 | -47.41 | 7.79 | -0.16 | + |
| Metric | 6579648:filusd:triple_gx:lsma235_90_50 | 6579648:FILUSD |
|---|---|---|
| MTD | 0.0% | -6.07% |
| 3M | 3.05% | -20.28% |
| 6M | -3.92% | -55.27% |
| YTD | 7.79% | -47.41% |
| 1Y | 68.24% | -55.27% |
| 3Y (ann.) | 48.26% | -31.84% |
| 5Y (ann.) | 48.15% | -30.03% |
| Metric | 6579648:filusd:triple_gx:lsma235_90_50 | 6579648:FILUSD |
|---|---|---|
| Max Drawdown | -48.19% | -80.3% |
| Longest DD Days | 198.0 | 580.0 |
| Avg. Drawdown | -12.13% | -51.22% |
| Avg. Drawdown Days | 47.0 | 273.0 |
| Recovery Factor | 4.69 | -0.82 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-01-22 | -48.19 | 198 |
| 2024-12-05 | 2025-05-31 | -43.24 | 177 |
| 2024-03-09 | 2024-07-13 | -30.41 | 126 |
| 2023-11-16 | 2024-03-08 | -24.56 | 113 |
| 2023-03-15 | 2023-07-03 | -21.15 | 110 |
| 2023-07-04 | 2023-10-23 | -19.20 | 111 |
| 2024-08-09 | 2024-11-22 | -19.09 | 105 |
| 2023-01-26 | 2023-03-12 | -13.20 | 45 |
| 2023-01-23 | 2023-01-25 | -8.02 | 2 |
| 2023-10-24 | 2023-10-30 | -6.92 | 6 |
| Metric | 6579648:filusd:triple_gx:lsma235_90_50 | 6579648:FILUSD |
|---|---|---|
| Best Day | 19.66% | 41.19% |
| Worst Day | -20.33% | -26.34% |
| Best Week | 39.34% | 57.29% |
| Worst Week | -22.88% | -33.76% |
| Best Month | 78.87% | 100.42% |
| Worst Month | -34.83% | -43.55% |
| Best Year | 216.33% | 130.09% |
| Worst Year | -37.44% | -60.47% |
| Avg. Up Day | 3.84% | 3.85% |
| Avg. Down Day | -3.2% | -3.71% |
| Avg. Up Week | 11.15% | 12.44% |
| Avg. Down Week | -6.4% | -10.2% |
| Avg. Up Month | 24.29% | 35.51% |
| Avg. Down Month | -13.16% | -22.83% |
| Win Days % | 50.47% | 49.77% |
| Win Month % | 61.54% | 37.84% |
| Win Week % | 50.63% | 45.34% |
| Win Quarter % | 72.73% | 38.46% |
| Win Year % | 75.0% | 25.0% |