| Metric | 6580135:filusd:triple_gx:lsma235_110_50 | 6580135:FILUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 64.96% | -65.96% |
| Max Drawdown | -42.14% | -83.12% |
| Sharpe | 0.74 | -0.13 |
| Sortino | 1.52 | -0.21 |
| Payoff Ratio | 1.3 | 1.08 |
| Profit Factor | 1.24 | 0.98 |
| Common Sense Ratio | 1.41 | 0.92 |
| CPC Index | 0.77 | 0.51 |
| Tail Ratio | 1.13 | 0.94 |
| Outlier Win Ratio | 9.74 | 3.08 |
| Outlier Loss Ratio | 3.47 | 3.1 |
| Volatility (ann.) | 86.35% | 112.78% |
| R^2 | 0.59 | 0.59 |
| Calmar | 0.94 | -0.62 |
| Skew | 8.76 | 4.14 |
| Kurtosis | 151.45 | 54.66 |
| Expected Daily % | 0.09% | -0.2% |
| Expected Monthly % | 2.67% | -5.51% |
| Expected Yearly % | 28.44% | -41.66% |
| Kelly Criterion | 7.75% | 0.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.26% | -9.75% |
| Expected Shortfall (cVaR) | -7.26% | -9.75% |
| Year | 6580135:FILUSD | 6580135:filusd:triple_gx:lsma235_110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 54.82 | -3.89 | + |
| 2025 | -60.38 | 6.55 | -0.11 | + |
| Metric | 6580135:filusd:triple_gx:lsma235_110_50 | 6580135:FILUSD |
|---|---|---|
| MTD | 5.94% | 29.24% |
| 3M | -11.99% | -20.66% |
| 6M | -0.97% | -31.99% |
| YTD | 6.55% | -60.38% |
| 1Y | 34.03% | -53.36% |
| 3Y (ann.) | 39.48% | -51.15% |
| 5Y (ann.) | 39.48% | -51.15% |
| Metric | 6580135:filusd:triple_gx:lsma235_110_50 | 6580135:FILUSD |
|---|---|---|
| Max Drawdown | -42.14% | -83.12% |
| Longest DD Days | 337.0 | 346.0 |
| Avg. Drawdown | -10.47% | -34.95% |
| Avg. Drawdown Days | 38.0 | 135.0 |
| Recovery Factor | 1.54 | -0.79 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-07 | -42.14 | 337 |
| 2025-11-08 | 2025-11-16 | -34.77 | 8 |
| 2024-07-22 | 2024-11-16 | -20.31 | 117 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2024-07-07 | 2024-07-11 | -8.70 | 4 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 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 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| Metric | 6580135:filusd:triple_gx:lsma235_110_50 | 6580135:FILUSD |
|---|---|---|
| Best Day | 76.77% | 76.77% |
| Worst Day | -20.33% | -26.7% |
| Best Week | 62.42% | 121.91% |
| Worst Week | -34.77% | -40.62% |
| Best Month | 68.23% | 100.42% |
| Worst Month | -25.36% | -32.53% |
| Best Year | 54.82% | -14.08% |
| Worst Year | 6.55% | -60.38% |
| Avg. Up Day | 4.35% | 4.37% |
| Avg. Down Day | -3.36% | -4.06% |
| Avg. Up Week | 15.45% | 21.07% |
| Avg. Down Week | -8.57% | -13.05% |
| Avg. Up Month | 19.51% | 35.08% |
| Avg. Down Month | -10.21% | -20.3% |
| Win Days % | 47.92% | 48.45% |
| Win Month % | 69.23% | 21.05% |
| Win Week % | 50.0% | 39.51% |
| Win Quarter % | 71.43% | 14.29% |
| Win Year % | 100.0% | 0.0% |