| Metric | 6580009:filusd:triple_gx:lsma235_105_50 | 6580009:FILUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 385.78% | -74.27% |
| Max Drawdown | -52.82% | -88.1% |
| Sharpe | 0.94 | 0.13 |
| Sortino | 1.76 | 0.2 |
| Payoff Ratio | 1.19 | 1.02 |
| Profit Factor | 1.29 | 1.02 |
| Common Sense Ratio | 1.4 | 1.03 |
| CPC Index | 0.78 | 0.52 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 12.38 | 3.75 |
| Outlier Loss Ratio | 3.51 | 3.26 |
| Volatility (ann.) | 75.68% | 105.83% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.09 | -0.37 |
| Skew | 6.66 | 2.69 |
| Kurtosis | 121.43 | 34.68 |
| Expected Daily % | 0.12% | -0.11% |
| Expected Monthly % | 3.74% | -3.11% |
| Expected Yearly % | 48.46% | -28.78% |
| Kelly Criterion | 9.75% | 0.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.32% | -9.07% |
| Expected Shortfall (cVaR) | -6.32% | -9.07% |
| Year | 6580009:FILUSD | 6580009:filusd:triple_gx:lsma235_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -41.54 | 0.69 | + |
| 2023 | 130.09 | 305.88 | 2.35 | + |
| 2024 | -28.59 | 86.01 | -3.01 | + |
| 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.) | 105.38% | -23.54% |
| 5Y (ann.) | 57.67% | -32.37% |
| Metric | 6580009:filusd:triple_gx:lsma235_105_50 | 6580009:FILUSD |
|---|---|---|
| Max Drawdown | -52.82% | -88.1% |
| Longest DD Days | 337.0 | 617.0 |
| Avg. Drawdown | -11.93% | -53.17% |
| Avg. Drawdown Days | 45.0 | 316.0 |
| Recovery Factor | 7.3 | -0.84 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-02-17 | -52.82 | 224 |
| 2024-12-05 | 2025-11-07 | -40.37 | 337 |
| 2025-11-08 | 2025-11-16 | -34.77 | 8 |
| 2024-03-09 | 2024-07-13 | -30.41 | 126 |
| 2023-11-16 | 2024-03-03 | -21.63 | 108 |
| 2023-02-21 | 2023-07-03 | -21.60 | 132 |
| 2024-08-09 | 2024-11-16 | -15.55 | 99 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2023-07-04 | 2023-09-05 | -10.47 | 63 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 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 | -40.66% | -43.55% |
| Best Year | 305.88% | 130.09% |
| Worst Year | -41.54% | -60.47% |
| Avg. Up Day | 4.04% | 4.05% |
| Avg. Down Day | -3.4% | -3.96% |
| Avg. Up Week | 11.84% | 14.39% |
| Avg. Down Week | -7.25% | -10.67% |
| Avg. Up Month | 20.85% | 28.13% |
| Avg. Down Month | -13.88% | -21.39% |
| Win Days % | 51.03% | 49.56% |
| Win Month % | 67.74% | 37.21% |
| Win Week % | 51.96% | 44.86% |
| Win Quarter % | 73.33% | 33.33% |
| Win Year % | 75.0% | 25.0% |