| Metric | 6579770:filusd:triple_gx:lsma235_95_50 | 6579770:FILUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 251.76% | -65.85% |
| Max Drawdown | -52.63% | -80.3% |
| Sharpe | 1.0 | 0.11 |
| Sortino | 1.56 | 0.16 |
| Payoff Ratio | 1.14 | 1.01 |
| Profit Factor | 1.27 | 1.02 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.75 | 0.51 |
| Tail Ratio | 1.11 | 1.05 |
| Outlier Win Ratio | 14.27 | 3.8 |
| Outlier Loss Ratio | 3.51 | 3.24 |
| Volatility (ann.) | 58.75% | 96.66% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.99 | -0.37 |
| Skew | 0.52 | 0.76 |
| Kurtosis | 9.99 | 7.69 |
| Expected Daily % | 0.11% | -0.1% |
| Expected Monthly % | 3.46% | -2.86% |
| Expected Yearly % | 36.95% | -23.55% |
| Kelly Criterion | 9.35% | -0.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.9% | -8.29% |
| Expected Shortfall (cVaR) | -4.9% | -8.29% |
| Year | 6579770:FILUSD | 6579770:filusd:triple_gx:lsma235_95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -42.51 | 0.70 | + |
| 2023 | 130.09 | 198.52 | 1.53 | + |
| 2024 | -28.59 | 90.50 | -3.17 | + |
| 2025 | -47.41 | 7.60 | -0.16 | + |
| Metric | 6579770:filusd:triple_gx:lsma235_95_50 | 6579770:FILUSD |
|---|---|---|
| MTD | 0.0% | -6.07% |
| 3M | 2.86% | -20.28% |
| 6M | 0.9% | -55.27% |
| YTD | 7.6% | -47.41% |
| 1Y | 103.15% | -55.27% |
| 3Y (ann.) | 52.03% | -31.84% |
| 5Y (ann.) | 51.91% | -30.03% |
| Metric | 6579770:filusd:triple_gx:lsma235_95_50 | 6579770:FILUSD |
|---|---|---|
| Max Drawdown | -52.63% | -80.3% |
| Longest DD Days | 248.0 | 580.0 |
| Avg. Drawdown | -11.31% | -51.22% |
| Avg. Drawdown Days | 46.0 | 273.0 |
| Recovery Factor | 4.78 | -0.82 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-03-13 | -52.63 | 248 |
| 2024-12-05 | 2025-05-31 | -40.37 | 177 |
| 2024-03-09 | 2024-07-13 | -30.41 | 126 |
| 2023-11-16 | 2024-03-08 | -23.95 | 113 |
| 2023-03-15 | 2023-07-03 | -21.15 | 110 |
| 2023-07-04 | 2023-10-23 | -16.95 | 111 |
| 2024-08-09 | 2024-11-16 | -13.43 | 99 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2023-10-24 | 2023-10-30 | -6.92 | 6 |
| 2023-11-13 | 2023-11-15 | -6.92 | 2 |
| Metric | 6579770:filusd:triple_gx:lsma235_95_50 | 6579770:FILUSD |
|---|---|---|
| Best Day | 19.66% | 41.19% |
| Worst Day | -20.33% | -26.34% |
| Best Week | 39.34% | 57.29% |
| Worst Week | -26.0% | -33.76% |
| Best Month | 78.87% | 100.42% |
| Worst Month | -40.41% | -43.55% |
| Best Year | 198.52% | 130.09% |
| Worst Year | -42.51% | -60.47% |
| Avg. Up Day | 3.82% | 3.83% |
| Avg. Down Day | -3.34% | -3.8% |
| Avg. Up Week | 10.68% | 13.4% |
| Avg. Down Week | -6.71% | -10.46% |
| Avg. Up Month | 26.84% | 36.94% |
| Avg. Down Month | -14.86% | -24.57% |
| Win Days % | 51.64% | 49.77% |
| Win Month % | 61.54% | 37.84% |
| Win Week % | 54.22% | 45.34% |
| Win Quarter % | 81.82% | 38.46% |
| Win Year % | 75.0% | 25.0% |