| Metric | 6568357:filusd:triple_gx:lsma210_45_25 | 6568357:FILUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | -7.2% | -82.81% |
| Max Drawdown | -64.85% | -85.03% |
| Sharpe | 0.28 | -0.1 |
| Sortino | 0.43 | -0.14 |
| Payoff Ratio | 1.18 | 0.98 |
| Profit Factor | 1.07 | 0.99 |
| Common Sense Ratio | 1.03 | 1.02 |
| CPC Index | 0.58 | 0.48 |
| Tail Ratio | 0.96 | 1.04 |
| Outlier Win Ratio | 15.01 | 3.74 |
| Outlier Loss Ratio | 3.52 | 3.26 |
| Volatility (ann.) | 64.69% | 98.12% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.04 | -0.51 |
| Skew | 1.72 | 0.6 |
| Kurtosis | 28.23 | 7.49 |
| Expected Daily % | -0.01% | -0.16% |
| Expected Monthly % | -0.2% | -4.65% |
| Expected Yearly % | -1.85% | -35.61% |
| Kelly Criterion | -0.37% | -1.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.52% | -8.47% |
| Expected Shortfall (cVaR) | -5.52% | -8.47% |
| Year | 6568357:FILUSD | 6568357:filusd:triple_gx:lsma210_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -80.11 | -60.26 | 0.75 | + |
| 2023 | 130.09 | 93.40 | 0.72 | - |
| 2024 | -28.59 | 91.62 | -3.20 | + |
| 2025 | -47.41 | -36.99 | 0.78 | + |
| Metric | 6568357:filusd:triple_gx:lsma210_45_25 | 6568357:FILUSD |
|---|---|---|
| MTD | -12.71% | -6.07% |
| 3M | -27.87% | -20.28% |
| 6M | -21.98% | -55.27% |
| YTD | -36.99% | -47.41% |
| 1Y | -18.21% | -55.27% |
| 3Y (ann.) | 19.81% | -31.84% |
| 5Y (ann.) | -2.39% | -43.49% |
| Metric | 6568357:filusd:triple_gx:lsma210_45_25 | 6568357:FILUSD |
|---|---|---|
| Max Drawdown | -64.85% | -85.03% |
| Longest DD Days | 670.0 | 1124.0 |
| Avg. Drawdown | -24.48% | -85.03% |
| Avg. Drawdown Days | 159.0 | 1124.0 |
| Recovery Factor | -0.11 | -0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-03 | 2024-03-03 | -64.85 | 670 |
| 2024-04-21 | 2024-11-27 | -42.64 | 220 |
| 2024-12-09 | 2025-05-31 | -38.47 | 173 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2024-03-09 | 2024-04-20 | -7.27 | 42 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6568357:filusd:triple_gx:lsma210_45_25 | 6568357:FILUSD |
|---|---|---|
| Best Day | 41.19% | 41.19% |
| Worst Day | -24.65% | -26.34% |
| Best Week | 40.94% | 57.29% |
| Worst Week | -37.14% | -37.14% |
| Best Month | 83.06% | 100.42% |
| Worst Month | -46.06% | -46.53% |
| Best Year | 93.4% | 130.09% |
| Worst Year | -60.26% | -80.11% |
| Avg. Up Day | 4.22% | 4.24% |
| Avg. Down Day | -3.59% | -4.31% |
| Avg. Up Week | 10.02% | 14.49% |
| Avg. Down Week | -7.74% | -11.05% |
| Avg. Up Month | 22.9% | 42.15% |
| Avg. Down Month | -12.76% | -21.85% |
| Win Days % | 45.74% | 49.64% |
| Win Month % | 50.0% | 35.14% |
| Win Week % | 47.67% | 44.85% |
| Win Quarter % | 46.15% | 38.46% |
| Win Year % | 50.0% | 25.0% |