| Metric | 6568353:filusd:triple_gx:lsma205_45_25 | 6568353:FILUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 13.22% | -89.65% |
| Max Drawdown | -62.75% | -92.77% |
| Sharpe | 0.38 | -0.09 |
| Sortino | 0.69 | -0.13 |
| Payoff Ratio | 1.28 | 1.0 |
| Profit Factor | 1.12 | 0.99 |
| Common Sense Ratio | 1.07 | 0.98 |
| CPC Index | 0.64 | 0.49 |
| Tail Ratio | 0.96 | 1.0 |
| Outlier Win Ratio | 13.7 | 3.61 |
| Outlier Loss Ratio | 3.63 | 3.2 |
| Volatility (ann.) | 75.05% | 107.36% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.06 | -0.51 |
| Skew | 6.65 | 2.41 |
| Kurtosis | 124.71 | 32.39 |
| Expected Daily % | 0.01% | -0.17% |
| Expected Monthly % | 0.28% | -5.02% |
| Expected Yearly % | 3.15% | -43.28% |
| Kelly Criterion | 2.13% | -1.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.38% | -9.27% |
| Expected Shortfall (cVaR) | -6.38% | -9.27% |
| Year | 6568353:FILUSD | 6568353:filusd:triple_gx:lsma205_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.10 | -55.34 | 0.66 | + |
| 2023 | 130.09 | 105.13 | 0.81 | - |
| 2024 | -28.59 | 102.91 | -3.60 | + |
| 2025 | -60.38 | -39.10 | 0.65 | + |
| Metric | 6568353:filusd:triple_gx:lsma205_45_25 | 6568353:FILUSD |
|---|---|---|
| MTD | 2.76% | 29.24% |
| 3M | -2.33% | -20.66% |
| 6M | -19.0% | -31.99% |
| YTD | -39.1% | -60.38% |
| 1Y | 4.39% | -53.36% |
| 3Y (ann.) | 34.39% | -23.54% |
| 5Y (ann.) | 3.54% | -47.03% |
| Metric | 6568353:filusd:triple_gx:lsma205_45_25 | 6568353:FILUSD |
|---|---|---|
| Max Drawdown | -62.75% | -92.77% |
| Longest DD Days | 669.0 | 1301.0 |
| Avg. Drawdown | -20.26% | -92.77% |
| Avg. Drawdown Days | 116.0 | 1301.0 |
| Recovery Factor | 0.21 | -0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-03 | 2024-03-02 | -62.75 | 669 |
| 2025-01-22 | 2025-11-07 | -46.70 | 289 |
| 2025-11-08 | 2025-11-16 | -41.76 | 8 |
| 2024-04-21 | 2024-11-24 | -39.26 | 217 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2024-03-09 | 2024-04-20 | -7.27 | 42 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-12-09 | 2025-01-21 | -1.59 | 43 |
| 2022-04-30 | 2022-05-01 | -0.18 | 1 |
| Metric | 6568353:filusd:triple_gx:lsma205_45_25 | 6568353: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 | 83.06% | 100.42% |
| Worst Month | -42.71% | -43.55% |
| Best Year | 105.13% | 130.09% |
| Worst Year | -55.34% | -84.1% |
| Avg. Up Day | 4.35% | 4.37% |
| Avg. Down Day | -3.41% | -4.35% |
| Avg. Up Week | 11.14% | 16.48% |
| Avg. Down Week | -7.55% | -12.05% |
| Avg. Up Month | 21.21% | 41.08% |
| Avg. Down Month | -10.11% | -21.27% |
| Win Days % | 45.09% | 49.42% |
| Win Month % | 51.28% | 34.09% |
| Win Week % | 47.12% | 44.21% |
| Win Quarter % | 46.67% | 33.33% |
| Win Year % | 50.0% | 25.0% |