| Metric | filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | FILUSD |
|---|---|---|
| Time in Market | 47.0% | 90.0% |
| Cumulative Return | -13.06% | -49.68% |
| Max Drawdown | -53.31% | -68.48% |
| Sharpe | 0.0 | 0.0 |
| Sortino | 0.01 | 0.0 |
| Payoff Ratio | 0.0 | 0.74 |
| Profit Factor | 1.05 | 1.0 |
| Common Sense Ratio | inf | 0.98 |
| CPC Index | 0.0 | 0.38 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 331.02 | 2.08 |
| Outlier Loss Ratio | 0.1 | 1.7 |
| Volatility (ann.) | 2.13% | 4.23% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.34 | -0.92 |
| Skew | -156.3 | 7.96 |
| Kurtosis | 35924.97 | 2589.17 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -1.54% | -7.35% |
| Expected Yearly % | -13.06% | -49.68% |
| Kelly Criterion | 25.75% | -16.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.36% |
| Expected Shortfall (cVaR) | -0.18% | -0.36% |
| Year | FILUSD | filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -49.68 | -13.06 | 0.26 | + |
| Metric | filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | FILUSD |
|---|---|---|
| MTD | 14.53% | 9.37% |
| 3M | 20.59% | -0.84% |
| 6M | -14.45% | -9.5% |
| YTD | -13.06% | -49.68% |
| 1Y | -13.06% | -49.68% |
| 3Y (ann.) | -18.21% | -62.72% |
| 5Y (ann.) | -18.21% | -62.72% |
| Metric | filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | FILUSD |
|---|---|---|
| Max Drawdown | -53.31% | -68.48% |
| Longest DD Days | 221.0 | 249.0 |
| Avg. Drawdown | -6.79% | -1.44% |
| Avg. Drawdown Days | 28.0 | 3.0 |
| Recovery Factor | -0.24 | -0.73 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-09-12 | -53.31 | 221 |
| 2025-01-05 | 2025-01-05 | -0.16 | 0 |
| 2025-01-09 | 2025-01-09 | -0.15 | 0 |
| 2025-01-13 | 2025-01-13 | -0.14 | 0 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-21 | 2025-01-21 | -0.14 | 0 |
| 2025-01-25 | 2025-01-26 | -0.13 | 1 |
| 2025-01-29 | 2025-01-29 | -0.13 | 0 |
| Metric | filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | FILUSD |
|---|---|---|
| Best Day | 7.35% | 23.2% |
| Worst Day | -30.7% | -18.61% |
| Best Week | 11.12% | 16.74% |
| Worst Week | -23.14% | -33.76% |
| Best Month | 33.15% | 9.37% |
| Worst Month | -35.76% | -32.53% |
| Best Year | -13.06% | -49.68% |
| Worst Year | -13.06% | -49.68% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -3.12% | -0.14% |
| Avg. Up Week | 5.74% | 7.38% |
| Avg. Down Week | -12.67% | -10.41% |
| Avg. Up Month | 8.54% | 6.62% |
| Avg. Down Month | -15.01% | -11.68% |
| Win Days % | 99.94% | 50.5% |
| Win Month % | 44.44% | 22.22% |
| Win Week % | 72.97% | 37.84% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 0.0% | 0.0% |