| Metric | 6579770:filusd:triple_gx:lsma235_95_50 | 6579770:FILUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 103.15% | -54.82% |
| Max Drawdown | -40.37% | -72.05% |
| Sharpe | 1.51 | -0.4 |
| Sortino | 2.39 | -0.55 |
| Payoff Ratio | 1.35 | 1.12 |
| Profit Factor | 1.46 | 0.95 |
| Common Sense Ratio | 2.14 | 0.93 |
| CPC Index | 1.0 | 0.51 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 13.21 | 3.26 |
| Outlier Loss Ratio | 3.44 | 2.86 |
| Volatility (ann.) | 55.08% | 89.63% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.42 | -0.74 |
| Skew | 0.2 | -0.15 |
| Kurtosis | 12.89 | 1.57 |
| Expected Daily % | 0.19% | -0.21% |
| Expected Monthly % | 5.6% | -5.93% |
| Expected Yearly % | 42.53% | -32.78% |
| Kelly Criterion | 14.4% | 2.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.51% | -7.81% |
| Expected Shortfall (cVaR) | -4.51% | -7.81% |
| Year | 6579770:FILUSD | 6579770:filusd:triple_gx:lsma235_95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 88.80 | -6.31 | + |
| 2025 | -47.41 | 7.60 | -0.16 | + |
| Metric | 6579770:filusd:triple_gx:lsma235_95_50 | 6579770:FILUSD |
|---|---|---|
| MTD | 0.0% | -6.07% |
| 3M | 2.86% | -20.28% |
| 6M | 0.9% | -55.27% |
| YTD | 7.6% | -47.41% |
| 1Y | 103.15% | -55.27% |
| 3Y (ann.) | 97.54% | -53.38% |
| 5Y (ann.) | 97.54% | -53.38% |
| Metric | 6579770:filusd:triple_gx:lsma235_95_50 | 6579770:FILUSD |
|---|---|---|
| Max Drawdown | -40.37% | -72.05% |
| Longest DD Days | 177.0 | 192.0 |
| Avg. Drawdown | -6.92% | -32.18% |
| Avg. Drawdown Days | 22.0 | 93.0 |
| Recovery Factor | 2.55 | -0.76 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -40.37 | 177 |
| 2024-08-09 | 2024-11-16 | -13.43 | 99 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2024-07-07 | 2024-07-11 | -8.70 | 4 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-08-07 | 2024-08-08 | -4.01 | 1 |
| 2024-07-18 | 2024-07-19 | -3.73 | 1 |
| 2024-06-20 | 2024-06-27 | -3.69 | 7 |
| 2024-06-28 | 2024-07-06 | -3.51 | 8 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| Metric | 6579770:filusd:triple_gx:lsma235_95_50 | 6579770:FILUSD |
|---|---|---|
| Best Day | 15.25% | 15.25% |
| Worst Day | -20.33% | -20.33% |
| Best Week | 31.76% | 31.76% |
| Worst Week | -22.88% | -33.76% |
| Best Month | 68.23% | 100.42% |
| Worst Month | -22.98% | -32.53% |
| Best Year | 88.8% | -14.08% |
| Worst Year | 7.6% | -47.41% |
| Avg. Up Day | 4.17% | 4.18% |
| Avg. Down Day | -3.08% | -3.73% |
| Avg. Up Week | 16.03% | 18.49% |
| Avg. Down Week | -8.6% | -13.01% |
| Avg. Up Month | 68.23% | 100.42% |
| Avg. Down Month | -22.98% | -30.15% |
| Win Days % | 50.77% | 48.55% |
| Win Month % | 75.0% | 15.38% |
| Win Week % | 60.0% | 38.6% |
| Win Quarter % | 100.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |