| Metric | 6579893:filusd:triple_gx:lsma230_100_50 | 6579893:FILUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 204.51% | -69.1% |
| Max Drawdown | -60.58% | -80.3% |
| Sharpe | 0.89 | 0.07 |
| Sortino | 1.43 | 0.11 |
| Payoff Ratio | 1.15 | 1.03 |
| Profit Factor | 1.24 | 1.01 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.72 | 0.52 |
| Tail Ratio | 1.09 | 1.05 |
| Outlier Win Ratio | 13.09 | 3.68 |
| Outlier Loss Ratio | 3.53 | 3.24 |
| Volatility (ann.) | 63.57% | 96.62% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.74 | -0.4 |
| Skew | 1.87 | 0.76 |
| Kurtosis | 27.6 | 7.66 |
| Expected Daily % | 0.1% | -0.11% |
| Expected Monthly % | 3.06% | -3.12% |
| Expected Yearly % | 32.1% | -25.44% |
| Kelly Criterion | 7.2% | 1.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.32% | -8.3% |
| Expected Shortfall (cVaR) | -5.32% | -8.3% |
| Year | 6579893:FILUSD | 6579893:filusd:triple_gx:lsma230_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.24 | -53.31 | 0.83 | + |
| 2023 | 130.09 | 234.37 | 1.80 | + |
| 2024 | -28.59 | 84.74 | -2.96 | + |
| 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.) | 46.12% | -31.84% |
| 5Y (ann.) | 44.55% | -32.2% |
| Metric | 6579893:filusd:triple_gx:lsma230_100_50 | 6579893:FILUSD |
|---|---|---|
| Max Drawdown | -60.58% | -80.3% |
| Longest DD Days | 224.0 | 580.0 |
| Avg. Drawdown | -13.51% | -51.58% |
| Avg. Drawdown Days | 53.0 | 275.0 |
| Recovery Factor | 3.38 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-02-17 | -60.58 | 224 |
| 2024-12-05 | 2025-05-31 | -40.37 | 177 |
| 2024-03-09 | 2024-07-13 | -30.41 | 126 |
| 2023-11-16 | 2024-03-08 | -24.22 | 113 |
| 2023-03-15 | 2023-07-03 | -21.15 | 110 |
| 2023-07-04 | 2023-11-06 | -18.62 | 125 |
| 2024-08-09 | 2024-11-16 | -15.55 | 99 |
| 2022-05-25 | 2022-07-04 | -14.29 | 40 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2023-11-13 | 2023-11-15 | -6.92 | 2 |
| Metric | 6579893:filusd:triple_gx:lsma230_100_50 | 6579893:FILUSD |
|---|---|---|
| Best Day | 41.19% | 41.19% |
| Worst Day | -20.33% | -26.34% |
| Best Week | 57.29% | 57.29% |
| Worst Week | -26.0% | -33.76% |
| Best Month | 72.43% | 100.42% |
| Worst Month | -39.88% | -43.55% |
| Best Year | 234.37% | 130.09% |
| Worst Year | -53.31% | -64.24% |
| Avg. Up Day | 3.93% | 3.94% |
| Avg. Down Day | -3.42% | -3.81% |
| Avg. Up Week | 11.75% | 12.84% |
| Avg. Down Week | -7.35% | -10.1% |
| Avg. Up Month | 22.81% | 32.63% |
| Avg. Down Month | -13.6% | -20.46% |
| Win Days % | 50.34% | 49.73% |
| Win Month % | 64.29% | 35.14% |
| Win Week % | 50.59% | 45.68% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 75.0% | 25.0% |