| Metric | d_filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | FILUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | -13.06% | -48.57% |
| Max Drawdown | -53.31% | -65.4% |
| Sharpe | 0.15 | -0.74 |
| Sortino | 0.17 | -0.97 |
| Payoff Ratio | 0.4 | 0.89 |
| Profit Factor | 1.05 | 0.9 |
| Common Sense Ratio | 22.32 | 0.73 |
| CPC Index | 0.33 | 0.39 |
| Tail Ratio | 21.3 | 0.81 |
| Outlier Win Ratio | 9.69 | 2.47 |
| Outlier Loss Ratio | 3.64 | 4.41 |
| Volatility (ann.) | 75.54% | 84.8% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.34 | -0.94 |
| Skew | -4.37 | -0.39 |
| Kurtosis | 25.87 | 1.32 |
| Expected Daily % | -0.06% | -0.27% |
| Expected Monthly % | -1.54% | -7.12% |
| Expected Yearly % | -13.06% | -48.57% |
| Kelly Criterion | 25.87% | -9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.47% | -7.47% |
| Expected Shortfall (cVaR) | -6.47% | -7.47% |
| Year | FILUSD | d_filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -48.57 | -13.06 | 0.27 | + |
| Metric | d_filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | FILUSD |
|---|---|---|
| MTD | 14.53% | 10.85% |
| 3M | 20.59% | -7.04% |
| 6M | -28.38% | -7.79% |
| YTD | -13.06% | -48.57% |
| 1Y | -13.06% | -48.57% |
| 3Y (ann.) | -18.21% | -61.54% |
| 5Y (ann.) | -18.21% | -61.54% |
| Metric | d_filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | FILUSD |
|---|---|---|
| Max Drawdown | -53.31% | -65.4% |
| Longest DD Days | 221.0 | 247.0 |
| Avg. Drawdown | -26.71% | -33.0% |
| Avg. Drawdown Days | 111.0 | 124.0 |
| Recovery Factor | -0.24 | -0.74 |
| Ulcer Index | 1.19 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-09-12 | -53.31 | 221 |
| 2025-01-26 | 2025-01-27 | -0.12 | 1 |
| Metric | d_filusd_div_0.25_tpm:0.02__tp__tep:1.0_ | FILUSD |
|---|---|---|
| Best Day | 7.35% | 13.25% |
| Worst Day | -30.88% | -17.96% |
| Best Week | 10.87% | 19.92% |
| Worst Week | -23.9% | -34.94% |
| Best Month | 31.19% | 10.85% |
| Worst Month | -22.84% | -32.13% |
| Best Year | -13.06% | -48.57% |
| Worst Year | -13.06% | -48.57% |
| Avg. Up Day | 1.6% | 3.56% |
| Avg. Down Day | -3.99% | -4.02% |
| Avg. Up Week | 4.15% | 7.01% |
| Avg. Down Week | -11.71% | -13.52% |
| Avg. Up Month | 8.54% | 7.52% |
| Avg. Down Month | -12.37% | -12.86% |
| Win Days % | 78.8% | 48.77% |
| Win Month % | 44.44% | 22.22% |
| Win Week % | 72.97% | 45.95% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 0.0% | 0.0% |