| Metric | 6570509:filusd:triple_gx:lsma235_40_30 | 6570509:FILUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 96.24% | -54.82% |
| Max Drawdown | -22.56% | -72.05% |
| Sharpe | 1.55 | -0.4 |
| Sortino | 2.89 | -0.55 |
| Payoff Ratio | 1.72 | 1.32 |
| Profit Factor | 1.49 | 0.95 |
| Common Sense Ratio | 2.04 | 0.93 |
| CPC Index | 1.15 | 0.61 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 14.66 | 3.21 |
| Outlier Loss Ratio | 3.54 | 2.46 |
| Volatility (ann.) | 49.44% | 89.63% |
| R^2 | 0.31 | 0.31 |
| Calmar | 4.04 | -0.74 |
| Skew | 1.82 | -0.15 |
| Kurtosis | 9.96 | 1.57 |
| Expected Daily % | 0.18% | -0.21% |
| Expected Monthly % | 5.32% | -5.93% |
| Expected Yearly % | 40.09% | -32.78% |
| Kelly Criterion | 13.02% | 9.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.05% | -7.81% |
| Expected Shortfall (cVaR) | -4.05% | -7.81% |
| Year | 6570509:FILUSD | 6570509:filusd:triple_gx:lsma235_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 114.50 | -8.13 | + |
| 2025 | -47.41 | -8.51 | 0.18 | + |
| Metric | 6570509:filusd:triple_gx:lsma235_40_30 | 6570509:FILUSD |
|---|---|---|
| MTD | -1.06% | -6.07% |
| 3M | -0.76% | -20.28% |
| 6M | 27.25% | -55.27% |
| YTD | -8.51% | -47.41% |
| 1Y | 96.24% | -55.27% |
| 3Y (ann.) | 91.09% | -53.38% |
| 5Y (ann.) | 91.09% | -53.38% |
| Metric | 6570509:filusd:triple_gx:lsma235_40_30 | 6570509:FILUSD |
|---|---|---|
| Max Drawdown | -22.56% | -72.05% |
| Longest DD Days | 118.0 | 192.0 |
| Avg. Drawdown | -9.63% | -32.18% |
| Avg. Drawdown Days | 35.0 | 93.0 |
| Recovery Factor | 4.27 | -0.76 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-05-31 | -22.56 | 118 |
| 2024-08-09 | 2024-11-16 | -13.51 | 99 |
| 2024-07-22 | 2024-08-08 | -12.14 | 17 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2024-06-12 | 2024-07-19 | -10.21 | 37 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6570509:filusd:triple_gx:lsma235_40_30 | 6570509:FILUSD |
|---|---|---|
| Best Day | 15.25% | 15.25% |
| Worst Day | -10.1% | -20.33% |
| Best Week | 31.66% | 31.76% |
| Worst Week | -11.83% | -33.76% |
| Best Month | 73.05% | 100.42% |
| Worst Month | -10.05% | -32.53% |
| Best Year | 114.5% | -14.08% |
| Worst Year | -8.51% | -47.41% |
| Avg. Up Day | 4.49% | 4.5% |
| Avg. Down Day | -2.61% | -3.42% |
| Avg. Up Week | 11.93% | 17.18% |
| Avg. Down Week | -3.95% | -9.87% |
| Avg. Up Month | 73.05% | 100.42% |
| Avg. Down Month | -6.82% | -18.65% |
| Win Days % | 45.0% | 48.55% |
| Win Month % | 50.0% | 15.38% |
| Win Week % | 46.43% | 38.6% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |