| Metric | 6581860:filusd:triple_gx:lsma230_115_55 | 6581860:FILUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 21.66% | -54.82% |
| Max Drawdown | -47.2% | -72.05% |
| Sharpe | 0.61 | -0.4 |
| Sortino | 0.93 | -0.55 |
| Payoff Ratio | 1.32 | 1.11 |
| Profit Factor | 1.15 | 0.95 |
| Common Sense Ratio | 1.37 | 0.93 |
| CPC Index | 0.68 | 0.51 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 11.74 | 3.26 |
| Outlier Loss Ratio | 3.38 | 2.86 |
| Volatility (ann.) | 58.93% | 89.63% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.44 | -0.74 |
| Skew | 0.21 | -0.15 |
| Kurtosis | 9.9 | 1.57 |
| Expected Daily % | 0.05% | -0.21% |
| Expected Monthly % | 1.52% | -5.93% |
| Expected Yearly % | 10.3% | -32.78% |
| Kelly Criterion | 3.53% | 2.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.97% | -7.81% |
| Expected Shortfall (cVaR) | -4.97% | -7.81% |
| Year | 6581860:FILUSD | 6581860:filusd:triple_gx:lsma230_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 24.50 | -1.74 | + |
| 2025 | -47.41 | -2.29 | 0.05 | + |
| Metric | 6581860:filusd:triple_gx:lsma230_115_55 | 6581860:FILUSD |
|---|---|---|
| MTD | 0.0% | -6.07% |
| 3M | -0.68% | -20.28% |
| 6M | -16.73% | -55.27% |
| YTD | -2.29% | -47.41% |
| 1Y | 21.66% | -55.27% |
| 3Y (ann.) | 20.72% | -53.38% |
| 5Y (ann.) | 20.72% | -53.38% |
| Metric | 6581860:filusd:triple_gx:lsma230_115_55 | 6581860:FILUSD |
|---|---|---|
| Max Drawdown | -47.2% | -72.05% |
| Longest DD Days | 177.0 | 192.0 |
| Avg. Drawdown | -10.14% | -32.18% |
| Avg. Drawdown Days | 30.0 | 93.0 |
| Recovery Factor | 0.46 | -0.76 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -47.20 | 177 |
| 2024-07-22 | 2024-11-23 | -29.59 | 124 |
| 2024-06-28 | 2024-07-06 | -9.84 | 8 |
| 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 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-07-14 | 2024-07-15 | -0.44 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 6581860:filusd:triple_gx:lsma230_115_55 | 6581860: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 | -30.01% | -32.53% |
| Best Year | 24.5% | -14.08% |
| Worst Year | -2.29% | -47.41% |
| Avg. Up Day | 4.2% | 4.21% |
| Avg. Down Day | -3.18% | -3.8% |
| Avg. Up Week | 13.57% | 16.58% |
| Avg. Down Week | -6.87% | -11.31% |
| Avg. Up Month | 38.03% | 53.6% |
| Avg. Down Month | -11.62% | -19.58% |
| Win Days % | 45.1% | 48.55% |
| Win Month % | 55.56% | 15.38% |
| Win Week % | 44.44% | 38.6% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |