| Metric | 6568352:filusd:triple_gx:lsma215_45_25 | 6568352:FILUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 20.51% | -82.18% |
| Max Drawdown | -52.65% | -88.1% |
| Sharpe | 0.4 | 0.04 |
| Sortino | 0.74 | 0.07 |
| Payoff Ratio | 1.25 | 1.02 |
| Profit Factor | 1.12 | 1.01 |
| Common Sense Ratio | 1.07 | 1.01 |
| CPC Index | 0.64 | 0.51 |
| Tail Ratio | 0.96 | 1.01 |
| Outlier Win Ratio | 13.87 | 3.72 |
| Outlier Loss Ratio | 3.63 | 3.24 |
| Volatility (ann.) | 75.44% | 106.59% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.1 | -0.44 |
| Skew | 6.64 | 2.53 |
| Kurtosis | 122.98 | 33.41 |
| Expected Daily % | 0.01% | -0.13% |
| Expected Monthly % | 0.43% | -3.93% |
| Expected Yearly % | 4.78% | -35.03% |
| Kelly Criterion | 2.12% | 0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.41% | -9.16% |
| Expected Shortfall (cVaR) | -6.41% | -9.16% |
| Year | 6568352:FILUSD | 6568352:filusd:triple_gx:lsma215_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.63 | -43.33 | 0.60 | + |
| 2023 | 130.09 | 124.79 | 0.96 | - |
| 2024 | -28.59 | 80.00 | -2.80 | + |
| 2025 | -60.38 | -47.44 | 0.79 | + |
| Metric | 6568352:filusd:triple_gx:lsma215_45_25 | 6568352:FILUSD |
|---|---|---|
| MTD | 2.76% | 29.24% |
| 3M | -9.29% | -20.66% |
| 6M | -24.77% | -31.99% |
| YTD | -47.44% | -60.38% |
| 1Y | -9.91% | -53.36% |
| 3Y (ann.) | 26.76% | -23.54% |
| 5Y (ann.) | 5.43% | -38.69% |
| Metric | 6568352:filusd:triple_gx:lsma215_45_25 | 6568352:FILUSD |
|---|---|---|
| Max Drawdown | -52.65% | -88.1% |
| Longest DD Days | 582.0 | 667.0 |
| Avg. Drawdown | -18.81% | -81.66% |
| Avg. Drawdown Days | 115.0 | 642.0 |
| Recovery Factor | 0.39 | -0.93 |
| Ulcer Index | 1.04 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -52.65 | 342 |
| 2022-05-11 | 2023-12-14 | -51.52 | 582 |
| 2024-04-21 | 2024-11-30 | -40.92 | 223 |
| 2024-01-02 | 2024-03-02 | -17.25 | 60 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2023-12-17 | 2023-12-25 | -10.42 | 8 |
| 2024-03-09 | 2024-04-20 | -7.27 | 42 |
| 2023-12-29 | 2024-01-01 | -7.15 | 3 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2023-12-15 | 2023-12-16 | -1.25 | 1 |
| Metric | 6568352:filusd:triple_gx:lsma215_45_25 | 6568352:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -24.65% | -26.7% |
| Best Week | 76.45% | 121.91% |
| Worst Week | -40.62% | -40.62% |
| Best Month | 66.96% | 100.42% |
| Worst Month | -28.63% | -43.55% |
| Best Year | 124.79% | 130.09% |
| Worst Year | -47.44% | -72.63% |
| Avg. Up Day | 4.3% | 4.32% |
| Avg. Down Day | -3.43% | -4.22% |
| Avg. Up Week | 10.83% | 16.21% |
| Avg. Down Week | -7.28% | -10.89% |
| Avg. Up Month | 21.0% | 41.08% |
| Avg. Down Month | -9.68% | -19.66% |
| Win Days % | 45.53% | 49.65% |
| Win Month % | 45.95% | 34.88% |
| Win Week % | 45.71% | 44.68% |
| Win Quarter % | 46.67% | 33.33% |
| Win Year % | 50.0% | 25.0% |