| Metric | 6581860:filusd:triple_gx:lsma230_115_55 | 6581860:FILUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 122.12% | -69.1% |
| Max Drawdown | -52.52% | -80.3% |
| Sharpe | 0.72 | 0.07 |
| Sortino | 1.19 | 0.11 |
| Payoff Ratio | 1.21 | 1.05 |
| Profit Factor | 1.19 | 1.01 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.69 | 0.53 |
| Tail Ratio | 1.07 | 1.05 |
| Outlier Win Ratio | 12.66 | 3.7 |
| Outlier Loss Ratio | 3.47 | 3.09 |
| Volatility (ann.) | 63.66% | 96.62% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.58 | -0.4 |
| Skew | 2.12 | 0.76 |
| Kurtosis | 26.67 | 7.66 |
| Expected Daily % | 0.07% | -0.11% |
| Expected Monthly % | 2.18% | -3.12% |
| Expected Yearly % | 22.08% | -25.44% |
| Kelly Criterion | 5.54% | 1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.3% |
| Expected Shortfall (cVaR) | -5.36% | -8.3% |
| Year | 6581860:FILUSD | 6581860:filusd:triple_gx:lsma230_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.24 | -50.13 | 0.78 | + |
| 2023 | 130.09 | 422.36 | 3.25 | + |
| 2024 | -28.59 | -12.74 | 0.45 | + |
| 2025 | -47.41 | -2.29 | 0.05 | + |
| Metric | 6581860:filusd:triple_gx:lsma230_115_55 | 6581860:FILUSD |
|---|---|---|
| MTD | 0.0% | -6.07% |
| 3M | -0.68% | -20.28% |
| 6M | -16.73% | -55.27% |
| YTD | -2.29% | -47.41% |
| 1Y | 21.66% | -55.27% |
| 3Y (ann.) | 31.65% | -31.84% |
| 5Y (ann.) | 30.22% | -32.2% |
| Metric | 6581860:filusd:triple_gx:lsma230_115_55 | 6581860:FILUSD |
|---|---|---|
| Max Drawdown | -52.52% | -80.3% |
| Longest DD Days | 329.0 | 580.0 |
| Avg. Drawdown | -13.82% | -51.58% |
| Avg. Drawdown Days | 63.0 | 275.0 |
| Recovery Factor | 2.33 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2023-02-17 | -52.52 | 268 |
| 2024-12-05 | 2025-05-31 | -47.20 | 177 |
| 2024-01-05 | 2024-11-29 | -40.23 | 329 |
| 2023-02-21 | 2023-07-03 | -24.13 | 132 |
| 2023-11-16 | 2023-12-08 | -19.66 | 22 |
| 2023-07-04 | 2023-09-15 | -10.47 | 73 |
| 2023-10-24 | 2023-10-30 | -6.92 | 6 |
| 2023-11-13 | 2023-11-15 | -6.92 | 2 |
| 2023-10-02 | 2023-10-21 | -6.04 | 19 |
| 2023-09-20 | 2023-10-01 | -5.91 | 11 |
| Metric | 6581860:filusd:triple_gx:lsma230_115_55 | 6581860:FILUSD |
|---|---|---|
| Best Day | 41.19% | 41.19% |
| Worst Day | -20.33% | -26.34% |
| Best Week | 56.33% | 57.29% |
| Worst Week | -26.92% | -33.76% |
| Best Month | 73.75% | 100.42% |
| Worst Month | -39.48% | -43.55% |
| Best Year | 422.36% | 130.09% |
| Worst Year | -50.13% | -64.24% |
| Avg. Up Day | 3.93% | 3.94% |
| Avg. Down Day | -3.25% | -3.77% |
| Avg. Up Week | 11.73% | 13.92% |
| Avg. Down Week | -7.03% | -10.11% |
| Avg. Up Month | 28.08% | 33.75% |
| Avg. Down Month | -12.15% | -22.78% |
| Win Days % | 48.29% | 49.73% |
| Win Month % | 51.85% | 35.14% |
| Win Week % | 48.81% | 45.68% |
| Win Quarter % | 46.15% | 38.46% |
| Win Year % | 25.0% | 25.0% |