| Metric | 6563641:filusd:triple_gx:lsma230_60_15 | 6563641:FILUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | -20.93% | -54.82% |
| Max Drawdown | -33.42% | -72.05% |
| Sharpe | -0.15 | -0.4 |
| Sortino | -0.21 | -0.55 |
| Payoff Ratio | 1.27 | 1.02 |
| Profit Factor | 0.97 | 0.95 |
| Common Sense Ratio | 0.93 | 0.93 |
| CPC Index | 0.49 | 0.47 |
| Tail Ratio | 0.96 | 0.98 |
| Outlier Win Ratio | 13.89 | 3.06 |
| Outlier Loss Ratio | 3.51 | 2.86 |
| Volatility (ann.) | 54.19% | 89.63% |
| R^2 | 0.37 | 0.37 |
| Calmar | -0.6 | -0.74 |
| Skew | 0.4 | -0.15 |
| Kurtosis | 7.91 | 1.57 |
| Expected Daily % | -0.06% | -0.21% |
| Expected Monthly % | -1.79% | -5.93% |
| Expected Yearly % | -11.08% | -32.78% |
| Kelly Criterion | -7.35% | -1.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.69% | -7.81% |
| Expected Shortfall (cVaR) | -4.69% | -7.81% |
| Year | 6563641:FILUSD | 6563641:filusd:triple_gx:lsma230_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 12.39 | -0.88 | + |
| 2025 | -47.41 | -29.65 | 0.63 | + |
| Metric | 6563641:filusd:triple_gx:lsma230_60_15 | 6563641:FILUSD |
|---|---|---|
| MTD | -9.05% | -6.07% |
| 3M | -24.87% | -20.28% |
| 6M | -21.92% | -55.27% |
| YTD | -29.65% | -47.41% |
| 1Y | -20.93% | -55.27% |
| 3Y (ann.) | -20.19% | -53.38% |
| 5Y (ann.) | -20.19% | -53.38% |
| Metric | 6563641:filusd:triple_gx:lsma230_60_15 | 6563641:FILUSD |
|---|---|---|
| Max Drawdown | -33.42% | -72.05% |
| Longest DD Days | 170.0 | 192.0 |
| Avg. Drawdown | -13.34% | -32.18% |
| Avg. Drawdown Days | 59.0 | 93.0 |
| Recovery Factor | -0.63 | -0.76 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-11-27 | -33.42 | 170 |
| 2025-01-22 | 2025-05-31 | -33.29 | 129 |
| 2024-12-05 | 2025-01-21 | -9.60 | 47 |
| 2024-11-30 | 2024-12-04 | -3.46 | 4 |
| 2024-06-08 | 2024-06-09 | -0.18 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6563641:filusd:triple_gx:lsma230_60_15 | 6563641:FILUSD |
|---|---|---|
| Best Day | 14.29% | 15.25% |
| Worst Day | -13.97% | -20.33% |
| Best Week | 24.02% | 31.76% |
| Worst Week | -16.11% | -33.76% |
| Best Month | 38.36% | 100.42% |
| Worst Month | -27.69% | -32.53% |
| Best Year | 12.39% | -14.08% |
| Worst Year | -29.65% | -47.41% |
| Avg. Up Day | 4.21% | 4.23% |
| Avg. Down Day | -3.3% | -4.14% |
| Avg. Up Week | 9.91% | 15.99% |
| Avg. Down Week | -5.88% | -10.57% |
| Avg. Up Month | 20.36% | 53.6% |
| Avg. Down Month | -10.44% | -13.27% |
| Win Days % | 39.86% | 48.55% |
| Win Month % | 41.67% | 15.38% |
| Win Week % | 40.0% | 38.6% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |