| Metric | 6580015:filusd:triple_gx:lsma230_105_50 | 6580015:FILUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 217.88% | -69.1% |
| Max Drawdown | -62.31% | -80.3% |
| Sharpe | 0.91 | 0.07 |
| Sortino | 1.47 | 0.11 |
| Payoff Ratio | 1.15 | 1.03 |
| Profit Factor | 1.25 | 1.01 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.73 | 0.52 |
| Tail Ratio | 1.1 | 1.05 |
| Outlier Win Ratio | 13.32 | 3.8 |
| Outlier Loss Ratio | 3.49 | 3.24 |
| Volatility (ann.) | 64.14% | 96.62% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.75 | -0.4 |
| Skew | 1.89 | 0.76 |
| Kurtosis | 26.79 | 7.66 |
| Expected Daily % | 0.1% | -0.11% |
| Expected Monthly % | 3.18% | -3.12% |
| Expected Yearly % | 33.53% | -25.44% |
| Kelly Criterion | 8.22% | 1.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.3% |
| Expected Shortfall (cVaR) | -5.36% | -8.3% |
| Year | 6580015:FILUSD | 6580015:filusd:triple_gx:lsma230_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.24 | -57.75 | 0.90 | + |
| 2023 | 130.09 | 306.86 | 2.36 | + |
| 2024 | -28.59 | 75.16 | -2.63 | + |
| 2025 | -47.41 | 5.57 | -0.12 | + |
| Metric | 6580015:filusd:triple_gx:lsma230_105_50 | 6580015:FILUSD |
|---|---|---|
| MTD | 3.24% | -6.07% |
| 3M | 4.4% | -20.28% |
| 6M | -1.0% | -55.27% |
| YTD | 5.57% | -47.41% |
| 1Y | 84.2% | -55.27% |
| 3Y (ann.) | 48.14% | -31.84% |
| 5Y (ann.) | 46.62% | -32.2% |
| Metric | 6580015:filusd:triple_gx:lsma230_105_50 | 6580015:FILUSD |
|---|---|---|
| Max Drawdown | -62.31% | -80.3% |
| Longest DD Days | 226.0 | 580.0 |
| Avg. Drawdown | -12.41% | -51.58% |
| Avg. Drawdown Days | 42.0 | 275.0 |
| Recovery Factor | 3.5 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-02-19 | -62.31 | 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 |
| 2022-05-25 | 2022-07-07 | -14.29 | 43 |
| 2024-07-22 | 2024-08-08 | -12.46 | 17 |
| 2023-07-04 | 2023-09-05 | -10.47 | 63 |
| Metric | 6580015:filusd:triple_gx:lsma230_105_50 | 6580015: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 | -42.53% | -43.55% |
| Best Year | 306.86% | 130.09% |
| Worst Year | -57.75% | -64.24% |
| Avg. Up Day | 3.91% | 3.92% |
| Avg. Down Day | -3.39% | -3.79% |
| Avg. Up Week | 11.29% | 12.2% |
| Avg. Down Week | -7.42% | -9.89% |
| Avg. Up Month | 25.86% | 32.63% |
| Avg. Down Month | -17.04% | -19.89% |
| Win Days % | 50.89% | 49.73% |
| Win Month % | 66.67% | 35.14% |
| Win Week % | 51.76% | 45.68% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 75.0% | 25.0% |