| Metric | configs_sql/hl_close/c/filusd/uniq_ | FILUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 6.64% | -86.57% |
| Max Drawdown | -78.3% | -91.01% |
| Sharpe | 0.33 | -0.16 |
| Sortino | 0.5 | -0.23 |
| Payoff Ratio | 1.13 | 0.96 |
| Profit Factor | 1.07 | 0.98 |
| Common Sense Ratio | 1.07 | 0.99 |
| CPC Index | 0.58 | 0.47 |
| Tail Ratio | 0.99 | 1.01 |
| Outlier Win Ratio | 11.54 | 3.66 |
| Outlier Loss Ratio | 5.29 | 3.03 |
| Volatility (ann.) | 59.12% | 100.62% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.03 | -0.53 |
| Skew | 1.37 | 0.55 |
| Kurtosis | 27.16 | 7.18 |
| Expected Daily % | 0.01% | -0.18% |
| Expected Monthly % | 0.17% | -5.15% |
| Expected Yearly % | 1.62% | -39.46% |
| Kelly Criterion | 1.23% | -2.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -8.71% |
| Expected Shortfall (cVaR) | -5.04% | -8.71% |
| Year | FILUSD | configs_sql/hl_close/c/filusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -82.93 | -77.22 | 0.93 | + |
| 2023 | 130.09 | 204.67 | 1.57 | + |
| 2024 | -28.59 | 60.54 | -2.12 | + |
| 2025 | -52.10 | -4.29 | 0.08 | + |
| Metric | configs_sql/hl_close/c/filusd/uniq_ | FILUSD |
|---|---|---|
| MTD | -6.91% | -14.79% |
| 3M | -4.29% | -58.02% |
| 6M | 45.47% | -34.52% |
| YTD | -4.29% | -52.1% |
| 1Y | 47.42% | -72.43% |
| 3Y (ann.) | 7.72% | -52.23% |
| 5Y (ann.) | 2.12% | -48.14% |
| Metric | configs_sql/hl_close/c/filusd/uniq_ | FILUSD |
|---|---|---|
| Max Drawdown | -78.3% | -91.01% |
| Longest DD Days | 975.0 | 1104.0 |
| Avg. Drawdown | -26.33% | -32.67% |
| Avg. Drawdown Days | 275.0 | 369.0 |
| Recovery Factor | 0.08 | -0.95 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-30 | 2024-11-29 | -78.30 | 975 |
| 2024-12-05 | 2025-04-07 | -24.00 | 123 |
| 2024-12-01 | 2024-12-02 | -2.94 | 1 |
| 2022-03-27 | 2022-03-28 | -0.07 | 1 |
| Metric | configs_sql/hl_close/c/filusd/uniq_ | FILUSD |
|---|---|---|
| Best Day | 37.04% | 41.19% |
| Worst Day | -24.65% | -26.34% |
| Best Week | 50.71% | 57.29% |
| Worst Week | -37.14% | -37.14% |
| Best Month | 62.16% | 100.42% |
| Worst Month | -41.62% | -43.55% |
| Best Year | 204.67% | 130.09% |
| Worst Year | -77.22% | -82.93% |
| Avg. Up Day | 2.5% | 3.96% |
| Avg. Down Day | -2.21% | -4.1% |
| Avg. Up Week | 6.99% | 12.28% |
| Avg. Down Week | -5.11% | -11.7% |
| Avg. Up Month | 19.59% | 39.28% |
| Avg. Down Month | -11.39% | -23.75% |
| Win Days % | 47.61% | 49.68% |
| Win Month % | 51.43% | 36.84% |
| Win Week % | 48.39% | 45.4% |
| Win Quarter % | 50.0% | 42.86% |
| Win Year % | 50.0% | 25.0% |