| Metric | configs_sql/hl_close/c/filusd/uniq_fwd_daily_ | FILUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 40.58% | -58.73% |
| Max Drawdown | -24.0% | -70.68% |
| Sharpe | 1.02 | -0.62 |
| Sortino | 1.74 | -0.84 |
| Payoff Ratio | 1.48 | 0.97 |
| Profit Factor | 1.24 | 0.92 |
| Common Sense Ratio | 1.49 | 0.88 |
| CPC Index | 0.82 | 0.43 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 9.92 | 2.92 |
| Outlier Loss Ratio | 5.26 | 2.5 |
| Volatility (ann.) | 48.7% | 91.37% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.94 | -0.89 |
| Skew | 1.42 | -0.21 |
| Kurtosis | 9.28 | 1.56 |
| Expected Daily % | 0.1% | -0.27% |
| Expected Monthly % | 2.88% | -7.11% |
| Expected Yearly % | 18.57% | -35.76% |
| Kelly Criterion | 7.37% | -3.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -8.02% |
| Expected Shortfall (cVaR) | -4.06% | -8.02% |
| Year | FILUSD | configs_sql/hl_close/c/filusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -14.08 | 46.85 | -3.33 | + |
| 2025 | -51.96 | -4.27 | 0.08 | + |
| Metric | configs_sql/hl_close/c/filusd/uniq_fwd_daily_ | FILUSD |
|---|---|---|
| MTD | -6.9% | -14.54% |
| 3M | -4.27% | -58.06% |
| 6M | 45.49% | -34.92% |
| YTD | -4.27% | -51.96% |
| 1Y | 40.58% | -58.73% |
| 3Y (ann.) | 46.6% | -62.99% |
| 5Y (ann.) | 46.6% | -62.99% |
| Metric | configs_sql/hl_close/c/filusd/uniq_fwd_daily_ | FILUSD |
|---|---|---|
| Max Drawdown | -24.0% | -70.68% |
| Longest DD Days | 122.0 | 192.0 |
| Avg. Drawdown | -9.34% | -31.84% |
| Avg. Drawdown Days | 36.0 | 79.0 |
| Recovery Factor | 1.69 | -0.83 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-06 | -24.00 | 122 |
| 2024-06-10 | 2024-08-08 | -18.03 | 59 |
| 2024-08-09 | 2024-11-16 | -14.05 | 99 |
| 2024-11-17 | 2024-11-22 | -10.41 | 5 |
| 2024-11-25 | 2024-11-27 | -5.20 | 2 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2024-11-28 | 2024-11-29 | -0.07 | 1 |
| 2024-06-08 | 2024-06-09 | -0.06 | 1 |
| Metric | configs_sql/hl_close/c/filusd/uniq_fwd_daily_ | FILUSD |
|---|---|---|
| Best Day | 15.25% | 15.25% |
| Worst Day | -10.29% | -20.33% |
| Best Week | 27.3% | 31.76% |
| Worst Week | -10.46% | -33.76% |
| Best Month | 62.16% | 100.42% |
| Worst Month | -15.14% | -32.53% |
| Best Year | 46.85% | -14.08% |
| Worst Year | -4.27% | -51.96% |
| Avg. Up Day | 2.73% | 3.93% |
| Avg. Down Day | -1.84% | -4.04% |
| Avg. Up Week | 10.26% | 14.98% |
| Avg. Down Week | -4.03% | -12.03% |
| Avg. Up Month | 33.27% | 53.6% |
| Avg. Down Month | -6.25% | -16.83% |
| Win Days % | 44.74% | 48.77% |
| Win Month % | 54.55% | 16.67% |
| Win Week % | 44.12% | 38.78% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |