| Metric | 6580007:filusd:triple_gx:lsma225_105_50 | 6580007:FILUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 273.54% | -68.3% |
| Max Drawdown | -61.34% | -80.3% |
| Sharpe | 0.99 | 0.08 |
| Sortino | 1.61 | 0.12 |
| Payoff Ratio | 1.16 | 1.02 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.76 | 0.51 |
| Tail Ratio | 1.11 | 1.04 |
| Outlier Win Ratio | 12.98 | 3.8 |
| Outlier Loss Ratio | 3.49 | 3.24 |
| Volatility (ann.) | 64.26% | 96.49% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.89 | -0.39 |
| Skew | 1.86 | 0.76 |
| Kurtosis | 26.41 | 7.67 |
| Expected Daily % | 0.12% | -0.1% |
| Expected Monthly % | 3.63% | -3.06% |
| Expected Yearly % | 39.02% | -24.96% |
| Kelly Criterion | 9.39% | 0.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.29% |
| Expected Shortfall (cVaR) | -5.36% | -8.29% |
| Year | 6580007:FILUSD | 6580007:filusd:triple_gx:lsma225_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.31 | -55.53 | 0.88 | + |
| 2023 | 130.09 | 306.86 | 2.36 | + |
| 2024 | -28.59 | 75.16 | -2.63 | + |
| 2025 | -47.41 | 17.86 | -0.38 | + |
| Metric | 6580007:filusd:triple_gx:lsma225_105_50 | 6580007:FILUSD |
|---|---|---|
| MTD | 3.24% | -6.07% |
| 3M | 11.94% | -20.28% |
| 6M | 10.52% | -55.27% |
| YTD | 17.86% | -47.41% |
| 1Y | 105.64% | -55.27% |
| 3Y (ann.) | 54.99% | -31.84% |
| 5Y (ann.) | 54.36% | -31.51% |
| Metric | 6580007:filusd:triple_gx:lsma225_105_50 | 6580007:FILUSD |
|---|---|---|
| Max Drawdown | -61.34% | -80.3% |
| Longest DD Days | 226.0 | 580.0 |
| Avg. Drawdown | -12.05% | -42.0% |
| Avg. Drawdown Days | 41.0 | 221.0 |
| Recovery Factor | 4.46 | -0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-02-19 | -61.34 | 226 |
| 2024-12-05 | 2025-05-31 | -40.37 | 177 |
| 2024-03-09 | 2024-07-13 | -30.41 | 126 |
| 2023-11-16 | 2024-03-03 | -21.63 | 108 |
| 2023-02-21 | 2023-07-03 | -21.60 | 132 |
| 2024-08-09 | 2024-11-16 | -15.55 | 99 |
| 2024-03-04 | 2024-03-08 | -15.10 | 4 |
| 2022-05-23 | 2022-07-07 | -14.71 | 45 |
| 2024-07-22 | 2024-08-08 | -12.46 | 17 |
| 2023-07-04 | 2023-09-05 | -10.47 | 63 |
| Metric | 6580007:filusd:triple_gx:lsma225_105_50 | 6580007: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 | 68.23% | 100.42% |
| Worst Month | -40.66% | -43.55% |
| Best Year | 306.86% | 130.09% |
| Worst Year | -55.53% | -63.31% |
| Avg. Up Day | 3.89% | 3.9% |
| Avg. Down Day | -3.35% | -3.83% |
| Avg. Up Week | 11.06% | 11.95% |
| Avg. Down Week | -7.36% | -9.62% |
| Avg. Up Month | 25.86% | 32.63% |
| Avg. Down Month | -16.61% | -19.53% |
| Win Days % | 51.31% | 49.77% |
| Win Month % | 66.67% | 35.14% |
| Win Week % | 53.49% | 45.4% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 75.0% | 25.0% |