| Metric | 6579897:filusd:triple_gx:lsma235_100_50 | 6579897:FILUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 299.32% | -74.27% |
| Max Drawdown | -52.2% | -88.1% |
| Sharpe | 0.86 | 0.13 |
| Sortino | 1.61 | 0.2 |
| Payoff Ratio | 1.2 | 1.04 |
| Profit Factor | 1.26 | 1.02 |
| Common Sense Ratio | 1.35 | 1.03 |
| CPC Index | 0.76 | 0.53 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 12.21 | 3.61 |
| Outlier Loss Ratio | 3.55 | 3.26 |
| Volatility (ann.) | 75.2% | 105.83% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.94 | -0.37 |
| Skew | 6.75 | 2.69 |
| Kurtosis | 124.58 | 34.68 |
| Expected Daily % | 0.11% | -0.11% |
| Expected Monthly % | 3.27% | -3.11% |
| Expected Yearly % | 41.36% | -28.78% |
| Kelly Criterion | 8.04% | 1.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.3% | -9.07% |
| Expected Shortfall (cVaR) | -6.3% | -9.07% |
| Year | 6579897:FILUSD | 6579897:filusd:triple_gx:lsma235_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -37.42 | 0.62 | + |
| 2023 | 130.09 | 233.56 | 1.80 | + |
| 2024 | -28.59 | 84.74 | -2.96 | + |
| 2025 | -60.38 | 3.55 | -0.06 | + |
| Metric | 6579897:filusd:triple_gx:lsma235_100_50 | 6579897:FILUSD |
|---|---|---|
| MTD | 10.8% | 29.24% |
| 3M | -7.19% | -20.66% |
| 6M | -3.76% | -31.99% |
| YTD | 3.55% | -60.38% |
| 1Y | 34.41% | -53.36% |
| 3Y (ann.) | 88.81% | -23.54% |
| 5Y (ann.) | 49.02% | -32.37% |
| Metric | 6579897:filusd:triple_gx:lsma235_100_50 | 6579897:FILUSD |
|---|---|---|
| Max Drawdown | -52.2% | -88.1% |
| Longest DD Days | 337.0 | 617.0 |
| Avg. Drawdown | -13.43% | -53.17% |
| Avg. Drawdown Days | 57.0 | 316.0 |
| Recovery Factor | 5.73 | -0.84 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-02-17 | -52.20 | 224 |
| 2024-12-05 | 2025-11-07 | -40.37 | 337 |
| 2025-11-08 | 2025-11-16 | -33.91 | 8 |
| 2024-03-09 | 2024-07-13 | -30.41 | 126 |
| 2023-11-16 | 2024-03-08 | -24.22 | 113 |
| 2023-03-15 | 2023-07-03 | -21.15 | 110 |
| 2023-07-04 | 2023-11-06 | -18.62 | 125 |
| 2024-08-09 | 2024-11-16 | -15.55 | 99 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2023-11-13 | 2023-11-15 | -6.92 | 2 |
| Metric | 6579897:filusd:triple_gx:lsma235_100_50 | 6579897:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -20.33% | -26.7% |
| Best Week | 67.65% | 121.91% |
| Worst Week | -33.91% | -40.62% |
| Best Month | 72.43% | 100.42% |
| Worst Month | -39.88% | -43.55% |
| Best Year | 233.56% | 130.09% |
| Worst Year | -37.42% | -60.47% |
| Avg. Up Day | 4.11% | 4.12% |
| Avg. Down Day | -3.43% | -3.97% |
| Avg. Up Week | 12.51% | 15.27% |
| Avg. Down Week | -7.42% | -10.84% |
| Avg. Up Month | 20.54% | 30.15% |
| Avg. Down Month | -11.61% | -21.73% |
| Win Days % | 49.9% | 49.56% |
| Win Month % | 62.5% | 37.21% |
| Win Week % | 50.5% | 44.86% |
| Win Quarter % | 73.33% | 33.33% |
| Win Year % | 75.0% | 25.0% |