| Metric | 6563641:filusd:triple_gx:lsma230_60_15 | 6563641:FILUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 82.51% | -69.1% |
| Max Drawdown | -52.09% | -80.3% |
| Sharpe | 0.62 | 0.07 |
| Sortino | 1.02 | 0.11 |
| Payoff Ratio | 1.32 | 1.06 |
| Profit Factor | 1.18 | 1.01 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.69 | 0.53 |
| Tail Ratio | 1.1 | 1.05 |
| Outlier Win Ratio | 14.62 | 3.8 |
| Outlier Loss Ratio | 3.88 | 3.41 |
| Volatility (ann.) | 64.86% | 96.62% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.42 | -0.4 |
| Skew | 2.11 | 0.76 |
| Kurtosis | 26.53 | 7.66 |
| Expected Daily % | 0.05% | -0.11% |
| Expected Monthly % | 1.64% | -3.12% |
| Expected Yearly % | 16.23% | -25.44% |
| Kelly Criterion | 1.98% | 2.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.47% | -8.3% |
| Expected Shortfall (cVaR) | -5.47% | -8.3% |
| Year | 6563641:FILUSD | 6563641:filusd:triple_gx:lsma230_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.24 | -28.73 | 0.45 | + |
| 2023 | 130.09 | 142.67 | 1.10 | + |
| 2024 | -28.59 | 49.99 | -1.75 | + |
| 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.) | 22.19% | -31.84% |
| 5Y (ann.) | 22.03% | -32.2% |
| Metric | 6563641:filusd:triple_gx:lsma230_60_15 | 6563641:FILUSD |
|---|---|---|
| Max Drawdown | -52.09% | -80.3% |
| Longest DD Days | 292.0 | 580.0 |
| Avg. Drawdown | -21.28% | -51.58% |
| Avg. Drawdown Days | 82.0 | 275.0 |
| Recovery Factor | 1.58 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2023-02-17 | -52.09 | 200 |
| 2023-03-15 | 2024-01-01 | -45.25 | 292 |
| 2024-03-09 | 2024-12-04 | -37.91 | 270 |
| 2025-01-22 | 2025-05-31 | -33.29 | 129 |
| 2024-01-02 | 2024-03-02 | -27.48 | 60 |
| 2023-02-21 | 2023-03-13 | -21.36 | 20 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2022-06-16 | 2022-06-21 | -13.08 | 5 |
| 2022-06-25 | 2022-07-31 | -12.63 | 36 |
| 2024-12-05 | 2025-01-21 | -9.60 | 47 |
| Metric | 6563641:filusd:triple_gx:lsma230_60_15 | 6563641:FILUSD |
|---|---|---|
| Best Day | 41.19% | 41.19% |
| Worst Day | -16.61% | -26.34% |
| Best Week | 64.06% | 57.29% |
| Worst Week | -27.37% | -33.76% |
| Best Month | 49.85% | 100.42% |
| Worst Month | -31.53% | -43.55% |
| Best Year | 142.67% | 130.09% |
| Worst Year | -29.65% | -64.24% |
| Avg. Up Day | 4.56% | 4.58% |
| Avg. Down Day | -3.44% | -4.31% |
| Avg. Up Week | 12.5% | 15.96% |
| Avg. Down Week | -6.62% | -11.74% |
| Avg. Up Month | 24.52% | 45.92% |
| Avg. Down Month | -10.66% | -22.01% |
| Win Days % | 44.14% | 49.73% |
| Win Month % | 48.39% | 35.14% |
| Win Week % | 45.45% | 45.68% |
| Win Quarter % | 38.46% | 38.46% |
| Win Year % | 50.0% | 25.0% |