| Metric | 6568364:filusd:triple_gx:lsma230_45_25 | 6568364:FILUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 175.27% | -69.1% |
| Max Drawdown | -42.8% | -80.3% |
| Sharpe | 0.84 | 0.07 |
| Sortino | 1.44 | 0.11 |
| Payoff Ratio | 1.29 | 1.02 |
| Profit Factor | 1.25 | 1.01 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.76 | 0.51 |
| Tail Ratio | 1.03 | 1.05 |
| Outlier Win Ratio | 15.72 | 3.8 |
| Outlier Loss Ratio | 3.62 | 3.09 |
| Volatility (ann.) | 60.97% | 96.62% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.93 | -0.4 |
| Skew | 2.7 | 0.76 |
| Kurtosis | 32.57 | 7.66 |
| Expected Daily % | 0.09% | -0.11% |
| Expected Monthly % | 2.77% | -3.12% |
| Expected Yearly % | 28.81% | -25.44% |
| Kelly Criterion | 6.33% | 0.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.11% | -8.3% |
| Expected Shortfall (cVaR) | -5.11% | -8.3% |
| Year | 6568364:FILUSD | 6568364:filusd:triple_gx:lsma230_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.24 | -28.82 | 0.45 | + |
| 2023 | 130.09 | 136.55 | 1.05 | + |
| 2024 | -28.59 | 112.34 | -3.93 | + |
| 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.) | 40.1% | -31.84% |
| 5Y (ann.) | 39.81% | -32.2% |
| Metric | 6568364:filusd:triple_gx:lsma230_45_25 | 6568364:FILUSD |
|---|---|---|
| Max Drawdown | -42.8% | -80.3% |
| Longest DD Days | 264.0 | 580.0 |
| Avg. Drawdown | -12.54% | -51.58% |
| Avg. Drawdown Days | 49.0 | 275.0 |
| Recovery Factor | 4.1 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2023-02-19 | -42.80 | 202 |
| 2023-02-21 | 2023-11-12 | -42.07 | 264 |
| 2024-06-13 | 2024-11-24 | -34.92 | 164 |
| 2025-01-22 | 2025-05-31 | -31.53 | 129 |
| 2024-01-02 | 2024-03-02 | -17.25 | 60 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2022-06-15 | 2022-06-21 | -13.24 | 6 |
| 2022-06-25 | 2022-07-31 | -13.05 | 36 |
| 2023-12-17 | 2023-12-25 | -10.42 | 8 |
| 2024-03-09 | 2024-04-20 | -7.27 | 42 |
| Metric | 6568364:filusd:triple_gx:lsma230_45_25 | 6568364:FILUSD |
|---|---|---|
| Best Day | 41.19% | 41.19% |
| Worst Day | -16.61% | -26.34% |
| Best Week | 40.94% | 57.29% |
| Worst Week | -27.37% | -33.76% |
| Best Month | 73.05% | 100.42% |
| Worst Month | -25.25% | -43.55% |
| Best Year | 136.55% | 130.09% |
| Worst Year | -28.82% | -64.24% |
| Avg. Up Day | 4.17% | 4.18% |
| Avg. Down Day | -3.22% | -4.09% |
| Avg. Up Week | 9.69% | 14.41% |
| Avg. Down Week | -6.12% | -10.85% |
| Avg. Up Month | 23.28% | 42.15% |
| Avg. Down Month | -9.19% | -20.91% |
| Win Days % | 47.18% | 49.73% |
| Win Month % | 53.33% | 35.14% |
| Win Week % | 51.22% | 45.68% |
| Win Quarter % | 46.15% | 38.46% |
| Win Year % | 50.0% | 25.0% |