| Metric | 6580009:filusd:triple_gx:lsma235_105_50 | 6580009:FILUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 103.93% | -65.96% |
| Max Drawdown | -40.37% | -83.12% |
| Sharpe | 0.91 | -0.13 |
| Sortino | 1.88 | -0.21 |
| Payoff Ratio | 1.3 | 1.05 |
| Profit Factor | 1.31 | 0.98 |
| Common Sense Ratio | 1.5 | 0.92 |
| CPC Index | 0.84 | 0.5 |
| Tail Ratio | 1.15 | 0.94 |
| Outlier Win Ratio | 9.91 | 3.08 |
| Outlier Loss Ratio | 3.5 | 3.1 |
| Volatility (ann.) | 85.85% | 112.78% |
| R^2 | 0.58 | 0.58 |
| Calmar | 1.5 | -0.62 |
| Skew | 8.9 | 4.14 |
| Kurtosis | 154.74 | 54.66 |
| Expected Daily % | 0.13% | -0.2% |
| Expected Monthly % | 3.82% | -5.51% |
| Expected Yearly % | 42.8% | -41.66% |
| Kelly Criterion | 10.01% | -0.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.18% | -9.75% |
| Expected Shortfall (cVaR) | -7.18% | -9.75% |
| Year | 6580009:FILUSD | 6580009:filusd:triple_gx:lsma235_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 85.29 | -6.06 | + |
| 2025 | -60.38 | 10.06 | -0.17 | + |
| Metric | 6580009:filusd:triple_gx:lsma235_105_50 | 6580009:FILUSD |
|---|---|---|
| MTD | 5.94% | 29.24% |
| 3M | -10.79% | -20.66% |
| 6M | 2.29% | -31.99% |
| YTD | 10.06% | -60.38% |
| 1Y | 42.86% | -53.36% |
| 3Y (ann.) | 60.6% | -51.15% |
| 5Y (ann.) | 60.6% | -51.15% |
| Metric | 6580009:filusd:triple_gx:lsma235_105_50 | 6580009:FILUSD |
|---|---|---|
| Max Drawdown | -40.37% | -83.12% |
| Longest DD Days | 337.0 | 346.0 |
| Avg. Drawdown | -9.37% | -34.95% |
| Avg. Drawdown Days | 33.0 | 135.0 |
| Recovery Factor | 2.57 | -0.79 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-07 | -40.37 | 337 |
| 2025-11-08 | 2025-11-16 | -34.77 | 8 |
| 2024-08-09 | 2024-11-16 | -15.55 | 99 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2024-07-07 | 2024-07-11 | -8.70 | 4 |
| 2024-07-22 | 2024-08-06 | -7.03 | 15 |
| 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 |
| Metric | 6580009:filusd:triple_gx:lsma235_105_50 | 6580009:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -20.33% | -26.7% |
| Best Week | 62.42% | 121.91% |
| Worst Week | -34.77% | -40.62% |
| Best Month | 68.23% | 100.42% |
| Worst Month | -22.98% | -32.53% |
| Best Year | 85.29% | -14.08% |
| Worst Year | 10.06% | -60.38% |
| Avg. Up Day | 4.34% | 4.35% |
| Avg. Down Day | -3.34% | -4.16% |
| Avg. Up Week | 15.45% | 21.07% |
| Avg. Down Week | -8.28% | -12.9% |
| Avg. Up Month | 20.0% | 35.08% |
| Avg. Down Month | -11.98% | -21.98% |
| Win Days % | 49.15% | 48.45% |
| Win Month % | 76.92% | 21.05% |
| Win Week % | 50.0% | 39.51% |
| Win Quarter % | 71.43% | 14.29% |
| Win Year % | 100.0% | 0.0% |