| Metric | 6580251:filusd:triple_gx:lsma235_115_50 | 6580251:FILUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 53.19% | -65.96% |
| Max Drawdown | -49.75% | -83.12% |
| Sharpe | 0.69 | -0.13 |
| Sortino | 1.45 | -0.21 |
| Payoff Ratio | 1.37 | 1.15 |
| Profit Factor | 1.22 | 0.98 |
| Common Sense Ratio | 1.34 | 0.92 |
| CPC Index | 0.77 | 0.55 |
| Tail Ratio | 1.1 | 0.94 |
| Outlier Win Ratio | 9.28 | 3.17 |
| Outlier Loss Ratio | 3.42 | 3.1 |
| Volatility (ann.) | 91.86% | 112.78% |
| R^2 | 0.67 | 0.67 |
| Calmar | 0.66 | -0.62 |
| Skew | 8.02 | 4.14 |
| Kurtosis | 123.38 | 54.66 |
| Expected Daily % | 0.08% | -0.2% |
| Expected Monthly % | 2.27% | -5.51% |
| Expected Yearly % | 23.77% | -41.66% |
| Kelly Criterion | 6.59% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.74% | -9.75% |
| Expected Shortfall (cVaR) | -7.74% | -9.75% |
| Year | 6580251:FILUSD | 6580251:filusd:triple_gx:lsma235_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 24.04 | -1.71 | + |
| 2025 | -60.38 | 23.50 | -0.39 | + |
| Metric | 6580251:filusd:triple_gx:lsma235_115_50 | 6580251:FILUSD |
|---|---|---|
| MTD | 36.12% | 29.24% |
| 3M | 11.01% | -20.66% |
| 6M | 14.78% | -31.99% |
| YTD | 23.5% | -60.38% |
| 1Y | 46.23% | -53.36% |
| 3Y (ann.) | 32.78% | -51.15% |
| 5Y (ann.) | 32.78% | -51.15% |
| Metric | 6580251:filusd:triple_gx:lsma235_115_50 | 6580251:FILUSD |
|---|---|---|
| Max Drawdown | -49.75% | -83.12% |
| Longest DD Days | 337.0 | 346.0 |
| Avg. Drawdown | -12.42% | -34.95% |
| Avg. Drawdown Days | 41.0 | 135.0 |
| Recovery Factor | 1.07 | -0.79 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-07 | -49.75 | 337 |
| 2025-11-08 | 2025-11-16 | -38.66 | 8 |
| 2024-07-22 | 2024-11-24 | -32.17 | 125 |
| 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 |
| 2024-07-14 | 2024-07-15 | -0.44 | 1 |
| Metric | 6580251:filusd:triple_gx:lsma235_115_50 | 6580251:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -20.33% | -26.7% |
| Best Week | 121.91% | 121.91% |
| Worst Week | -38.66% | -40.62% |
| Best Month | 68.23% | 100.42% |
| Worst Month | -29.74% | -32.53% |
| Best Year | 24.04% | -14.08% |
| Worst Year | 23.5% | -60.38% |
| Avg. Up Day | 4.7% | 4.71% |
| Avg. Down Day | -3.42% | -4.08% |
| Avg. Up Week | 20.04% | 22.34% |
| Avg. Down Week | -8.58% | -12.16% |
| Avg. Up Month | 27.25% | 35.08% |
| Avg. Down Month | -12.85% | -16.97% |
| Win Days % | 45.93% | 48.45% |
| Win Month % | 64.29% | 21.05% |
| Win Week % | 43.48% | 39.51% |
| Win Quarter % | 85.71% | 14.29% |
| Win Year % | 100.0% | 0.0% |