| Metric | 6579893:filusd:triple_gx:lsma230_100_50 | 6579893:FILUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 94.28% | -54.82% |
| Max Drawdown | -40.37% | -72.05% |
| Sharpe | 1.42 | -0.4 |
| Sortino | 2.24 | -0.55 |
| Payoff Ratio | 1.36 | 1.07 |
| Profit Factor | 1.42 | 0.95 |
| Common Sense Ratio | 1.98 | 0.93 |
| CPC Index | 0.96 | 0.49 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 12.77 | 3.26 |
| Outlier Loss Ratio | 3.54 | 2.86 |
| Volatility (ann.) | 55.57% | 89.63% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.21 | -0.74 |
| Skew | 0.18 | -0.15 |
| Kurtosis | 12.4 | 1.57 |
| Expected Daily % | 0.17% | -0.21% |
| Expected Monthly % | 5.24% | -5.93% |
| Expected Yearly % | 39.38% | -32.78% |
| Kelly Criterion | 12.6% | 0.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.57% | -7.81% |
| Expected Shortfall (cVaR) | -4.57% | -7.81% |
| Year | 6579893:FILUSD | 6579893:filusd:triple_gx:lsma230_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 84.02 | -5.97 | + |
| 2025 | -47.41 | 5.57 | -0.12 | + |
| Metric | 6579893:filusd:triple_gx:lsma230_100_50 | 6579893:FILUSD |
|---|---|---|
| MTD | 3.24% | -6.07% |
| 3M | 4.4% | -20.28% |
| 6M | -1.0% | -55.27% |
| YTD | 5.57% | -47.41% |
| 1Y | 94.28% | -55.27% |
| 3Y (ann.) | 89.25% | -53.38% |
| 5Y (ann.) | 89.25% | -53.38% |
| Metric | 6579893:filusd:triple_gx:lsma230_100_50 | 6579893:FILUSD |
|---|---|---|
| Max Drawdown | -40.37% | -72.05% |
| Longest DD Days | 177.0 | 192.0 |
| Avg. Drawdown | -7.48% | -32.18% |
| Avg. Drawdown Days | 23.0 | 93.0 |
| Recovery Factor | 2.34 | -0.76 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -40.37 | 177 |
| 2024-08-09 | 2024-11-16 | -15.55 | 99 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2024-07-07 | 2024-07-11 | -8.70 | 4 |
| 2024-07-22 | 2024-08-06 | -5.91 | 15 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-08-07 | 2024-08-08 | -4.01 | 1 |
| 2024-07-18 | 2024-07-19 | -3.73 | 1 |
| 2024-06-20 | 2024-06-27 | -3.69 | 7 |
| 2024-06-28 | 2024-07-06 | -3.51 | 8 |
| Metric | 6579893:filusd:triple_gx:lsma230_100_50 | 6579893:FILUSD |
|---|---|---|
| Best Day | 15.25% | 15.25% |
| Worst Day | -20.33% | -20.33% |
| Best Week | 31.76% | 31.76% |
| Worst Week | -22.88% | -33.76% |
| Best Month | 68.23% | 100.42% |
| Worst Month | -22.98% | -32.53% |
| Best Year | 84.02% | -14.08% |
| Worst Year | 5.57% | -47.41% |
| Avg. Up Day | 4.12% | 4.14% |
| Avg. Down Day | -3.03% | -3.85% |
| Avg. Up Week | 14.63% | 16.82% |
| Avg. Down Week | -6.8% | -11.81% |
| Avg. Up Month | 35.73% | 53.6% |
| Avg. Down Month | -22.98% | -30.15% |
| Win Days % | 49.64% | 48.55% |
| Win Month % | 88.89% | 15.38% |
| Win Week % | 53.57% | 38.6% |
| Win Quarter % | 100.0% | 20.0% |
| Win Year % | 100.0% | 0.0% |