| Metric | 6568364:filusd:triple_gx:lsma230_45_25 | 6568364:FILUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 7.53% | -54.82% |
| Max Drawdown | -34.92% | -72.05% |
| Sharpe | 0.39 | -0.4 |
| Sortino | 0.6 | -0.55 |
| Payoff Ratio | 1.39 | 1.02 |
| Profit Factor | 1.1 | 0.95 |
| Common Sense Ratio | 1.14 | 0.93 |
| CPC Index | 0.65 | 0.47 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 14.23 | 2.99 |
| Outlier Loss Ratio | 3.63 | 2.81 |
| Volatility (ann.) | 51.29% | 89.63% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.21 | -0.74 |
| Skew | 0.87 | -0.15 |
| Kurtosis | 9.63 | 1.57 |
| Expected Daily % | 0.02% | -0.21% |
| Expected Monthly % | 0.56% | -5.93% |
| Expected Yearly % | 3.7% | -32.78% |
| Kelly Criterion | 0.76% | -1.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.36% | -7.81% |
| Expected Shortfall (cVaR) | -4.36% | -7.81% |
| Year | 6568364:FILUSD | 6568364:filusd:triple_gx:lsma230_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 39.66 | -2.82 | + |
| 2025 | -47.41 | -23.01 | 0.49 | + |
| Metric | 6568364:filusd:triple_gx:lsma230_45_25 | 6568364:FILUSD |
|---|---|---|
| MTD | 4.15% | -6.07% |
| 3M | -14.42% | -20.28% |
| 6M | -4.65% | -55.27% |
| YTD | -23.01% | -47.41% |
| 1Y | 7.53% | -55.27% |
| 3Y (ann.) | 7.22% | -53.38% |
| 5Y (ann.) | 7.22% | -53.38% |
| Metric | 6568364:filusd:triple_gx:lsma230_45_25 | 6568364:FILUSD |
|---|---|---|
| Max Drawdown | -34.92% | -72.05% |
| Longest DD Days | 164.0 | 192.0 |
| Avg. Drawdown | -10.92% | -32.18% |
| Avg. Drawdown Days | 49.0 | 93.0 |
| Recovery Factor | 0.22 | -0.76 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-13 | 2024-11-24 | -34.92 | 164 |
| 2025-01-22 | 2025-05-31 | -31.53 | 129 |
| 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 |
| 2024-06-11 | 2024-06-12 | -0.18 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6568364:filusd:triple_gx:lsma230_45_25 | 6568364:FILUSD |
|---|---|---|
| Best Day | 15.25% | 15.25% |
| Worst Day | -12.17% | -20.33% |
| Best Week | 24.25% | 31.76% |
| Worst Week | -13.65% | -33.76% |
| Best Month | 73.05% | 100.42% |
| Worst Month | -18.77% | -32.53% |
| Best Year | 39.66% | -14.08% |
| Worst Year | -23.01% | -47.41% |
| Avg. Up Day | 4.12% | 4.14% |
| Avg. Down Day | -2.97% | -4.04% |
| Avg. Up Week | 9.45% | 15.61% |
| Avg. Down Week | -5.19% | -10.28% |
| Avg. Up Month | 39.74% | 53.6% |
| Avg. Down Month | -9.34% | -14.47% |
| Win Days % | 42.31% | 48.55% |
| Win Month % | 45.45% | 15.38% |
| Win Week % | 42.86% | 38.6% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |