| Metric | 6580015:filusd:triple_gx:lsma230_105_50 | 6580015:FILUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 84.2% | -54.82% |
| Max Drawdown | -40.37% | -72.05% |
| Sharpe | 1.33 | -0.4 |
| Sortino | 2.09 | -0.55 |
| Payoff Ratio | 1.36 | 1.08 |
| Profit Factor | 1.38 | 0.95 |
| Common Sense Ratio | 1.92 | 0.93 |
| CPC Index | 0.92 | 0.5 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 12.56 | 3.26 |
| Outlier Loss Ratio | 3.57 | 2.86 |
| Volatility (ann.) | 55.8% | 89.63% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.98 | -0.74 |
| Skew | 0.19 | -0.15 |
| Kurtosis | 12.16 | 1.57 |
| Expected Daily % | 0.16% | -0.21% |
| Expected Monthly % | 4.81% | -5.93% |
| Expected Yearly % | 35.72% | -32.78% |
| Kelly Criterion | 11.46% | 1.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.6% | -7.81% |
| Expected Shortfall (cVaR) | -4.6% | -7.81% |
| Year | 6580015:FILUSD | 6580015:filusd:triple_gx:lsma230_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 74.48 | -5.29 | + |
| 2025 | -47.41 | 5.57 | -0.12 | + |
| Metric | 6580015:filusd:triple_gx:lsma230_105_50 | 6580015:FILUSD |
|---|---|---|
| MTD | 3.24% | -6.07% |
| 3M | 4.4% | -20.28% |
| 6M | -1.0% | -55.27% |
| YTD | 5.57% | -47.41% |
| 1Y | 84.2% | -55.27% |
| 3Y (ann.) | 79.81% | -53.38% |
| 5Y (ann.) | 79.81% | -53.38% |
| Metric | 6580015:filusd:triple_gx:lsma230_105_50 | 6580015:FILUSD |
|---|---|---|
| Max Drawdown | -40.37% | -72.05% |
| Longest DD Days | 177.0 | 192.0 |
| Avg. Drawdown | -8.25% | -32.18% |
| Avg. Drawdown Days | 25.0 | 93.0 |
| Recovery Factor | 2.09 | -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 | -15.55 | 99 |
| 2024-07-22 | 2024-08-08 | -12.46 | 17 |
| 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 |
| 2024-07-18 | 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 | 6580015:filusd:triple_gx:lsma230_105_50 | 6580015: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 | 74.48% | -14.08% |
| Worst Year | 5.57% | -47.41% |
| Avg. Up Day | 4.09% | 4.1% |
| Avg. Down Day | -3.0% | -3.78% |
| Avg. Up Week | 14.63% | 16.82% |
| Avg. Down Week | -7.41% | -11.81% |
| Avg. Up Month | 36.72% | 53.6% |
| Avg. Down Month | -22.98% | -30.15% |
| Win Days % | 48.94% | 48.55% |
| Win Month % | 88.89% | 15.38% |
| Win Week % | 53.57% | 38.6% |
| Win Quarter % | 100.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |