| Metric | 6563796:filusd:triple_gx:lsma235_65_15 | 6563796:FILUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 91.77% | -74.27% |
| Max Drawdown | -58.87% | -88.1% |
| Sharpe | 0.59 | 0.13 |
| Sortino | 1.08 | 0.2 |
| Payoff Ratio | 1.34 | 1.07 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.29 | 1.03 |
| CPC Index | 0.7 | 0.54 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 13.03 | 3.76 |
| Outlier Loss Ratio | 4.01 | 3.44 |
| Volatility (ann.) | 77.72% | 105.83% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.35 | -0.37 |
| Skew | 6.15 | 2.69 |
| Kurtosis | 111.38 | 34.68 |
| Expected Daily % | 0.05% | -0.11% |
| Expected Monthly % | 1.53% | -3.11% |
| Expected Yearly % | 17.68% | -28.78% |
| Kelly Criterion | 2.39% | 2.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.57% | -9.07% |
| Expected Shortfall (cVaR) | -6.57% | -9.07% |
| Year | 6563796:FILUSD | 6563796:filusd:triple_gx:lsma235_65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -27.16 | 0.45 | + |
| 2023 | 130.09 | 231.64 | 1.78 | + |
| 2024 | -28.59 | 76.22 | -2.67 | + |
| 2025 | -60.38 | -54.95 | 0.91 | + |
| Metric | 6563796:filusd:triple_gx:lsma235_65_15 | 6563796:FILUSD |
|---|---|---|
| MTD | 4.59% | 29.24% |
| 3M | -40.6% | -20.66% |
| 6M | -44.84% | -31.99% |
| YTD | -54.95% | -60.38% |
| 1Y | -14.72% | -53.36% |
| 3Y (ann.) | 36.21% | -23.54% |
| 5Y (ann.) | 20.63% | -32.37% |
| Metric | 6563796:filusd:triple_gx:lsma235_65_15 | 6563796:FILUSD |
|---|---|---|
| Max Drawdown | -58.87% | -88.1% |
| Longest DD Days | 298.0 | 617.0 |
| Avg. Drawdown | -17.69% | -53.17% |
| Avg. Drawdown Days | 68.0 | 316.0 |
| Recovery Factor | 1.56 | -0.84 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-11-16 | -58.87 | 298 |
| 2022-08-01 | 2023-02-11 | -47.56 | 194 |
| 2023-03-15 | 2023-11-12 | -39.36 | 242 |
| 2024-03-09 | 2024-11-29 | -36.29 | 265 |
| 2024-01-02 | 2024-03-03 | -27.48 | 61 |
| 2023-02-21 | 2023-03-13 | -21.36 | 20 |
| 2023-11-16 | 2024-01-01 | -16.90 | 46 |
| 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 |
| Metric | 6563796:filusd:triple_gx:lsma235_65_15 | 6563796:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -26.7% | -26.7% |
| Best Week | 76.45% | 121.91% |
| Worst Week | -40.73% | -40.62% |
| Best Month | 70.68% | 100.42% |
| Worst Month | -32.1% | -43.55% |
| Best Year | 231.64% | 130.09% |
| Worst Year | -54.95% | -60.47% |
| Avg. Up Day | 4.55% | 4.58% |
| Avg. Down Day | -3.39% | -4.29% |
| Avg. Up Week | 13.57% | 17.45% |
| Avg. Down Week | -7.5% | -12.15% |
| Avg. Up Month | 23.25% | 38.21% |
| Avg. Down Month | -12.24% | -20.89% |
| Win Days % | 44.03% | 49.56% |
| Win Month % | 54.05% | 37.21% |
| Win Week % | 47.27% | 44.86% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 50.0% | 25.0% |