| Metric | 6568350:filusd:triple_gx:lsma220_45_25 | 6568350:FILUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -37.82% | -65.96% |
| Max Drawdown | -56.88% | -83.12% |
| Sharpe | -0.04 | -0.13 |
| Sortino | -0.07 | -0.21 |
| Payoff Ratio | 1.35 | 1.08 |
| Profit Factor | 0.99 | 0.98 |
| Common Sense Ratio | 0.9 | 0.92 |
| CPC Index | 0.55 | 0.51 |
| Tail Ratio | 0.91 | 0.94 |
| Outlier Win Ratio | 10.97 | 2.87 |
| Outlier Loss Ratio | 3.63 | 3.1 |
| Volatility (ann.) | 83.45% | 112.78% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.48 | -0.62 |
| Skew | 9.86 | 4.14 |
| Kurtosis | 174.75 | 54.66 |
| Expected Daily % | -0.09% | -0.2% |
| Expected Monthly % | -2.47% | -5.51% |
| Expected Yearly % | -21.15% | -41.66% |
| Kelly Criterion | -2.95% | 0.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.19% | -9.75% |
| Expected Shortfall (cVaR) | -7.19% | -9.75% |
| Year | 6568350:FILUSD | 6568350:filusd:triple_gx:lsma220_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 29.94 | -2.13 | + |
| 2025 | -60.38 | -52.15 | 0.86 | + |
| Metric | 6568350:filusd:triple_gx:lsma220_45_25 | 6568350:FILUSD |
|---|---|---|
| MTD | 2.76% | 29.24% |
| 3M | -6.31% | -20.66% |
| 6M | -22.3% | -31.99% |
| YTD | -52.15% | -60.38% |
| 1Y | -17.97% | -53.36% |
| 3Y (ann.) | -27.09% | -51.15% |
| 5Y (ann.) | -27.09% | -51.15% |
| Metric | 6568350:filusd:triple_gx:lsma220_45_25 | 6568350:FILUSD |
|---|---|---|
| Max Drawdown | -56.88% | -83.12% |
| Longest DD Days | 342.0 | 346.0 |
| Avg. Drawdown | -20.31% | -34.95% |
| Avg. Drawdown Days | 103.0 | 135.0 |
| Recovery Factor | -0.66 | -0.79 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -56.88 | 342 |
| 2024-06-10 | 2024-11-24 | -36.47 | 167 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6568350:filusd:triple_gx:lsma220_45_25 | 6568350:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -13.97% | -26.7% |
| Best Week | 76.45% | 121.91% |
| Worst Week | -40.62% | -40.62% |
| Best Month | 73.05% | 100.42% |
| Worst Month | -24.42% | -32.53% |
| Best Year | 29.94% | -14.08% |
| Worst Year | -52.15% | -60.38% |
| Avg. Up Day | 4.43% | 4.44% |
| Avg. Down Day | -3.28% | -4.1% |
| Avg. Up Week | 11.49% | 19.03% |
| Avg. Down Week | -7.0% | -9.65% |
| Avg. Up Month | 27.42% | 45.48% |
| Avg. Down Month | -10.21% | -12.25% |
| Win Days % | 40.89% | 48.45% |
| Win Month % | 37.5% | 21.05% |
| Win Week % | 37.5% | 39.51% |
| Win Quarter % | 28.57% | 14.29% |
| Win Year % | 50.0% | 0.0% |