| Metric | 6581863:filusd:triple_gx:lsma235_115_55 | 6581863:FILUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 141.84% | -65.85% |
| Max Drawdown | -48.93% | -80.3% |
| Sharpe | 0.77 | 0.11 |
| Sortino | 1.26 | 0.16 |
| Payoff Ratio | 1.2 | 1.04 |
| Profit Factor | 1.2 | 1.02 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.7 | 0.53 |
| Tail Ratio | 1.05 | 1.05 |
| Outlier Win Ratio | 12.76 | 3.68 |
| Outlier Loss Ratio | 3.49 | 3.1 |
| Volatility (ann.) | 63.16% | 96.66% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.7 | -0.37 |
| Skew | 2.13 | 0.76 |
| Kurtosis | 27.52 | 7.69 |
| Expected Daily % | 0.08% | -0.1% |
| Expected Monthly % | 2.42% | -2.86% |
| Expected Yearly % | 24.7% | -23.55% |
| Kelly Criterion | 6.25% | 1.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -8.29% |
| Expected Shortfall (cVaR) | -5.3% | -8.29% |
| Year | 6581863:FILUSD | 6581863:filusd:triple_gx:lsma235_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -42.20 | 0.70 | + |
| 2023 | 130.09 | 440.54 | 3.39 | + |
| 2024 | -28.59 | -20.79 | 0.73 | + |
| 2025 | -47.41 | -2.29 | 0.05 | + |
| Metric | 6581863:filusd:triple_gx:lsma235_115_55 | 6581863:FILUSD |
|---|---|---|
| MTD | 0.0% | -6.07% |
| 3M | -0.68% | -20.28% |
| 6M | -16.73% | -55.27% |
| YTD | -2.29% | -47.41% |
| 1Y | 10.44% | -55.27% |
| 3Y (ann.) | 30.89% | -31.84% |
| 5Y (ann.) | 34.12% | -30.03% |
| Metric | 6581863:filusd:triple_gx:lsma235_115_55 | 6581863:FILUSD |
|---|---|---|
| Max Drawdown | -48.93% | -80.3% |
| Longest DD Days | 330.0 | 580.0 |
| Avg. Drawdown | -12.84% | -51.22% |
| Avg. Drawdown Days | 57.0 | 273.0 |
| Recovery Factor | 2.9 | -0.82 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-07 | 2023-02-15 | -48.93 | 223 |
| 2024-12-05 | 2025-05-31 | -47.20 | 177 |
| 2024-01-05 | 2024-11-30 | -38.67 | 330 |
| 2023-02-21 | 2023-07-03 | -24.13 | 132 |
| 2023-11-16 | 2023-12-08 | -19.66 | 22 |
| 2023-07-04 | 2023-09-15 | -10.47 | 73 |
| 2023-10-24 | 2023-10-30 | -6.92 | 6 |
| 2023-11-13 | 2023-11-15 | -6.92 | 2 |
| 2023-10-02 | 2023-10-21 | -6.04 | 19 |
| 2023-09-20 | 2023-10-01 | -5.91 | 11 |
| Metric | 6581863:filusd:triple_gx:lsma235_115_55 | 6581863:FILUSD |
|---|---|---|
| Best Day | 41.19% | 41.19% |
| Worst Day | -20.33% | -26.34% |
| Best Week | 56.33% | 57.29% |
| Worst Week | -23.41% | -33.76% |
| Best Month | 73.75% | 100.42% |
| Worst Month | -36.69% | -43.55% |
| Best Year | 440.54% | 130.09% |
| Worst Year | -42.2% | -60.47% |
| Avg. Up Day | 3.89% | 3.9% |
| Avg. Down Day | -3.23% | -3.76% |
| Avg. Up Week | 11.13% | 13.91% |
| Avg. Down Week | -6.78% | -9.99% |
| Avg. Up Month | 24.11% | 31.0% |
| Avg. Down Month | -14.05% | -26.89% |
| Win Days % | 48.81% | 49.77% |
| Win Month % | 59.26% | 37.84% |
| Win Week % | 51.22% | 45.34% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 25.0% | 25.0% |