| Metric | 6578951:filusd:triple_gx:lsma235_65_50 | 6578951:FILUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -17.09% | -65.96% |
| Max Drawdown | -63.53% | -83.12% |
| Sharpe | 0.01 | -0.13 |
| Sortino | 0.02 | -0.21 |
| Payoff Ratio | 1.15 | 0.97 |
| Profit Factor | 1.0 | 0.98 |
| Common Sense Ratio | 0.99 | 0.92 |
| CPC Index | 0.52 | 0.46 |
| Tail Ratio | 0.99 | 0.94 |
| Outlier Win Ratio | 14.59 | 2.77 |
| Outlier Loss Ratio | 3.53 | 2.88 |
| Volatility (ann.) | 50.95% | 112.78% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.18 | -0.62 |
| Skew | -0.12 | 4.14 |
| Kurtosis | 12.83 | 54.66 |
| Expected Daily % | -0.03% | -0.2% |
| Expected Monthly % | -0.98% | -5.51% |
| Expected Yearly % | -8.94% | -41.66% |
| Kelly Criterion | -3.29% | -4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.39% | -9.75% |
| Expected Shortfall (cVaR) | -4.39% | -9.75% |
| Year | 6578951:FILUSD | 6578951:filusd:triple_gx:lsma235_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 24.19 | -1.72 | + |
| 2025 | -60.38 | -33.24 | 0.55 | + |
| Metric | 6578951:filusd:triple_gx:lsma235_65_50 | 6578951:FILUSD |
|---|---|---|
| MTD | 0.0% | 29.24% |
| 3M | -25.49% | -20.66% |
| 6M | -31.09% | -31.99% |
| YTD | -33.24% | -60.38% |
| 1Y | -24.11% | -53.36% |
| 3Y (ann.) | -11.71% | -51.15% |
| 5Y (ann.) | -11.71% | -51.15% |
| Metric | 6578951:filusd:triple_gx:lsma235_65_50 | 6578951:FILUSD |
|---|---|---|
| Max Drawdown | -63.53% | -83.12% |
| Longest DD Days | 346.0 | 346.0 |
| Avg. Drawdown | -10.9% | -34.95% |
| Avg. Drawdown Days | 48.0 | 135.0 |
| Recovery Factor | -0.27 | -0.79 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -63.53 | 346 |
| 2024-08-09 | 2024-11-22 | -17.54 | 105 |
| 2024-08-04 | 2024-08-08 | -8.22 | 4 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-07-14 | 2024-07-19 | -4.08 | 5 |
| 2024-06-20 | 2024-06-27 | -3.69 | 7 |
| 2024-06-28 | 2024-07-09 | -3.51 | 11 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| Metric | 6578951:filusd:triple_gx:lsma235_65_50 | 6578951:FILUSD |
|---|---|---|
| Best Day | 15.25% | 76.77% |
| Worst Day | -20.33% | -26.7% |
| Best Week | 31.76% | 121.91% |
| Worst Week | -25.03% | -40.62% |
| Best Month | 68.23% | 100.42% |
| Worst Month | -32.55% | -32.53% |
| Best Year | 24.19% | -14.08% |
| Worst Year | -33.24% | -60.38% |
| Avg. Up Day | 3.66% | 3.67% |
| Avg. Down Day | -3.18% | -3.77% |
| Avg. Up Week | 11.54% | 14.68% |
| Avg. Down Week | -8.63% | -12.05% |
| Avg. Up Month | 68.23% | 100.42% |
| Avg. Down Month | -12.62% | -19.56% |
| Win Days % | 44.79% | 48.45% |
| Win Month % | 33.33% | 21.05% |
| Win Week % | 48.72% | 39.51% |
| Win Quarter % | 57.14% | 14.29% |
| Win Year % | 50.0% | 0.0% |