| Metric | 6570509:filusd:triple_gx:lsma235_40_30 | 6570509:FILUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 442.17% | -65.85% |
| Max Drawdown | -45.7% | -80.3% |
| Sharpe | 1.3 | 0.11 |
| Sortino | 2.25 | 0.16 |
| Payoff Ratio | 1.44 | 1.12 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.96 | 0.57 |
| Tail Ratio | 1.15 | 1.05 |
| Outlier Win Ratio | 16.43 | 3.81 |
| Outlier Loss Ratio | 3.81 | 2.92 |
| Volatility (ann.) | 54.61% | 96.66% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.65 | -0.37 |
| Skew | 1.54 | 0.76 |
| Kurtosis | 12.87 | 7.69 |
| Expected Daily % | 0.15% | -0.1% |
| Expected Monthly % | 4.67% | -2.86% |
| Expected Yearly % | 52.59% | -23.55% |
| Kelly Criterion | 10.66% | 4.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.51% | -8.29% |
| Expected Shortfall (cVaR) | -4.51% | -8.29% |
| Year | 6570509:FILUSD | 6570509:filusd:triple_gx:lsma235_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -29.66 | 0.49 | + |
| 2023 | 130.09 | 126.65 | 0.97 | - |
| 2024 | -28.59 | 271.71 | -9.50 | + |
| 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.) | 75.59% | -31.84% |
| 5Y (ann.) | 75.41% | -30.03% |
| Metric | 6570509:filusd:triple_gx:lsma235_40_30 | 6570509:FILUSD |
|---|---|---|
| Max Drawdown | -45.7% | -80.3% |
| Longest DD Days | 468.0 | 580.0 |
| Avg. Drawdown | -9.47% | -51.22% |
| Avg. Drawdown Days | 41.0 | 273.0 |
| Recovery Factor | 9.68 | -0.82 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2023-11-12 | -45.70 | 468 |
| 2025-02-02 | 2025-05-31 | -22.56 | 118 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2024-04-21 | 2024-07-19 | -14.15 | 89 |
| 2024-08-09 | 2024-11-16 | -13.51 | 99 |
| 2022-06-25 | 2022-07-31 | -13.21 | 36 |
| 2024-07-22 | 2024-08-08 | -12.14 | 17 |
| 2023-11-16 | 2023-12-16 | -10.75 | 30 |
| 2023-12-17 | 2023-12-25 | -10.42 | 8 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| Metric | 6570509:filusd:triple_gx:lsma235_40_30 | 6570509:FILUSD |
|---|---|---|
| Best Day | 21.84% | 41.19% |
| Worst Day | -16.61% | -26.34% |
| Best Week | 39.34% | 57.29% |
| Worst Week | -27.37% | -33.76% |
| Best Month | 73.05% | 100.42% |
| Worst Month | -28.32% | -43.55% |
| Best Year | 271.71% | 130.09% |
| Worst Year | -29.66% | -60.47% |
| Avg. Up Day | 4.17% | 4.18% |
| Avg. Down Day | -2.9% | -3.74% |
| Avg. Up Week | 8.92% | 13.1% |
| Avg. Down Week | -5.05% | -10.96% |
| Avg. Up Month | 32.54% | 53.55% |
| Avg. Down Month | -8.95% | -23.64% |
| Win Days % | 47.33% | 49.77% |
| Win Month % | 55.17% | 37.84% |
| Win Week % | 56.25% | 45.34% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 50.0% | 25.0% |