| Metric | 6580135:filusd:triple_gx:lsma235_110_50 | 6580135:FILUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 224.58% | -74.27% |
| Max Drawdown | -52.82% | -88.1% |
| Sharpe | 0.78 | 0.13 |
| Sortino | 1.44 | 0.2 |
| Payoff Ratio | 1.16 | 1.02 |
| Profit Factor | 1.23 | 1.02 |
| Common Sense Ratio | 1.26 | 1.03 |
| CPC Index | 0.72 | 0.52 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 12.03 | 3.75 |
| Outlier Loss Ratio | 3.55 | 3.31 |
| Volatility (ann.) | 76.52% | 105.83% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.76 | -0.37 |
| Skew | 6.41 | 2.69 |
| Kurtosis | 116.42 | 34.68 |
| Expected Daily % | 0.09% | -0.11% |
| Expected Monthly % | 2.78% | -3.11% |
| Expected Yearly % | 34.22% | -28.78% |
| Kelly Criterion | 7.62% | 0.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.42% | -9.07% |
| Expected Shortfall (cVaR) | -6.42% | -9.07% |
| Year | 6580135:FILUSD | 6580135:filusd:triple_gx:lsma235_110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.47 | -39.76 | 0.66 | + |
| 2023 | 130.09 | 270.96 | 2.08 | + |
| 2024 | -28.59 | 36.31 | -1.27 | + |
| 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.) | 77.34% | -23.54% |
| 5Y (ann.) | 40.38% | -32.37% |
| Metric | 6580135:filusd:triple_gx:lsma235_110_50 | 6580135:FILUSD |
|---|---|---|
| Max Drawdown | -52.82% | -88.1% |
| Longest DD Days | 337.0 | 617.0 |
| Avg. Drawdown | -13.95% | -53.17% |
| Avg. Drawdown Days | 63.0 | 316.0 |
| Recovery Factor | 4.25 | -0.84 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-02-17 | -52.82 | 224 |
| 2024-12-05 | 2025-11-07 | -42.14 | 337 |
| 2023-02-21 | 2023-10-23 | -36.41 | 244 |
| 2025-11-08 | 2025-11-16 | -34.77 | 8 |
| 2023-11-16 | 2024-07-15 | -31.65 | 242 |
| 2024-07-22 | 2024-11-16 | -20.31 | 117 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2023-10-24 | 2023-10-30 | -6.92 | 6 |
| 2023-11-13 | 2023-11-15 | -6.92 | 2 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 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 | 80.03% | 100.42% |
| Worst Month | -40.66% | -43.55% |
| Best Year | 270.96% | 130.09% |
| Worst Year | -39.76% | -60.47% |
| Avg. Up Day | 3.98% | 3.99% |
| Avg. Down Day | -3.42% | -3.91% |
| Avg. Up Week | 12.11% | 14.39% |
| Avg. Down Week | -7.91% | -10.94% |
| Avg. Up Month | 20.37% | 28.13% |
| Avg. Down Month | -14.43% | -20.71% |
| Win Days % | 50.36% | 49.56% |
| Win Month % | 65.62% | 37.21% |
| Win Week % | 51.46% | 44.86% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 75.0% | 25.0% |