“All things considered,” in this context means “even though there were bad things, I’m still good.” As if you are considering the good and the bad.

To "consider" can mean "to think about." Specifically, to think about in a careful, analytical way. "All things considered" is a standard or stock phrase. "All things considered" means "thinking about the situation as a whole." It usually means "Not fine in absolute terms, but fine when you think about the particular situation." For example, traffic just before a holiday can be terrible. Let's say it usually takes me two hours to drive to my daughter's house. Years ago there was a big traffic jam and a snowstorm and it took me seven hours. This year there was rain and heavy traffic, but it wasn't too bad, and I got there in three hours. Someone asks if the trip went well. I might say "Very well, all things considered." In ordinary circumstances, three hours would be slow. But considering that it was the day before a holiday, and considering that the weather was bad, it went very well. It went very well, all things considered.