| Metric | 6580251:filusd:triple_gx:lsma235_115_50 | 6580251:FILUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 190.42% | -74.27% |
| Max Drawdown | -54.27% | -88.1% |
| Sharpe | 0.74 | 0.13 |
| Sortino | 1.39 | 0.2 |
| Payoff Ratio | 1.23 | 1.07 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.23 | 1.03 |
| CPC Index | 0.72 | 0.54 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 11.6 | 3.76 |
| Outlier Loss Ratio | 3.55 | 3.28 |
| Volatility (ann.) | 79.27% | 105.83% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.66 | -0.37 |
| Skew | 6.3 | 2.69 |
| Kurtosis | 105.2 | 34.68 |
| Expected Daily % | 0.08% | -0.11% |
| Expected Monthly % | 2.51% | -3.11% |
| Expected Yearly % | 30.54% | -28.78% |
| Kelly Criterion | 6.53% | 2.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.66% | -9.07% |
| Expected Shortfall (cVaR) | -6.66% | -9.07% |
| Year | 6580251:FILUSD | 6580251:filusd:triple_gx:lsma235_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -39.98 | 0.66 | + |
| 2023 | 130.09 | 278.57 | 2.14 | + |
| 2024 | -28.59 | 3.50 | -0.12 | + |
| 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.) | 74.85% | -23.54% |
| 5Y (ann.) | 35.95% | -32.37% |
| Metric | 6580251:filusd:triple_gx:lsma235_115_50 | 6580251:FILUSD |
|---|---|---|
| Max Drawdown | -54.27% | -88.1% |
| Longest DD Days | 337.0 | 617.0 |
| Avg. Drawdown | -15.75% | -53.17% |
| Avg. Drawdown Days | 69.0 | 316.0 |
| Recovery Factor | 3.51 | -0.84 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-02-11 | -54.27 | 218 |
| 2024-12-05 | 2025-11-07 | -49.75 | 337 |
| 2025-11-08 | 2025-11-16 | -38.66 | 8 |
| 2023-11-16 | 2024-07-21 | -38.09 | 248 |
| 2023-02-21 | 2023-10-23 | -36.15 | 244 |
| 2024-07-22 | 2024-11-24 | -32.17 | 125 |
| 2023-10-24 | 2023-10-30 | -6.92 | 6 |
| 2023-11-13 | 2023-11-15 | -6.92 | 2 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2023-11-03 | 2023-11-05 | -3.99 | 2 |
| 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 | 80.03% | 100.42% |
| Worst Month | -40.66% | -43.55% |
| Best Year | 278.57% | 130.09% |
| Worst Year | -39.98% | -60.47% |
| Avg. Up Day | 4.2% | 4.21% |
| Avg. Down Day | -3.42% | -3.93% |
| Avg. Up Week | 14.49% | 15.77% |
| Avg. Down Week | -8.23% | -10.69% |
| Avg. Up Month | 22.55% | 28.13% |
| Avg. Down Month | -15.32% | -19.0% |
| Win Days % | 48.49% | 49.56% |
| Win Month % | 62.5% | 37.21% |
| Win Week % | 47.57% | 44.86% |
| Win Quarter % | 80.0% | 33.33% |
| Win Year % | 75.0% | 25.0% |