| Metric | 6873342:manausd:triple_gx:lsma95_35_30 | 6873342:MANAUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 39.3% | -36.18% |
| Max Drawdown | -32.23% | -73.64% |
| Sharpe | 0.8 | 0.06 |
| Sortino | 1.47 | 0.09 |
| Payoff Ratio | 1.27 | 0.99 |
| Profit Factor | 1.25 | 1.01 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.74 | 0.52 |
| Tail Ratio | 0.96 | 1.03 |
| Outlier Win Ratio | 12.65 | 3.02 |
| Outlier Loss Ratio | 4.15 | 2.77 |
| Volatility (ann.) | 61.09% | 100.14% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.16 | -0.48 |
| Skew | 4.5 | 1.1 |
| Kurtosis | 54.73 | 8.43 |
| Expected Daily % | 0.09% | -0.12% |
| Expected Monthly % | 2.58% | -3.4% |
| Expected Yearly % | 18.03% | -20.11% |
| Kelly Criterion | 4.83% | 2.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -8.61% |
| Expected Shortfall (cVaR) | -5.13% | -8.61% |
| Year | 6873342:MANAUSD | 6873342:manausd:triple_gx:lsma95_35_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 63.20 | 7.20 | + |
| 2025 | -41.33 | -14.64 | 0.35 | + |
| Metric | 6873342:manausd:triple_gx:lsma95_35_30 | 6873342:MANAUSD |
|---|---|---|
| MTD | -25.13% | -13.33% |
| 3M | -4.58% | -7.23% |
| 6M | -10.45% | -55.9% |
| YTD | -14.64% | -41.33% |
| 1Y | 40.52% | -38.54% |
| 3Y (ann.) | 37.49% | -35.04% |
| 5Y (ann.) | 37.49% | -35.04% |
| Metric | 6873342:manausd:triple_gx:lsma95_35_30 | 6873342:MANAUSD |
|---|---|---|
| Max Drawdown | -32.23% | -73.64% |
| Longest DD Days | 145.0 | 177.0 |
| Avg. Drawdown | -10.79% | -25.82% |
| Avg. Drawdown Days | 30.0 | 62.0 |
| Recovery Factor | 1.22 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-04-19 | -32.23 | 145 |
| 2025-05-14 | 2025-05-31 | -27.17 | 17 |
| 2024-10-21 | 2024-11-23 | -19.44 | 33 |
| 2024-06-09 | 2024-07-15 | -16.30 | 36 |
| 2024-07-22 | 2024-10-04 | -13.65 | 74 |
| 2024-10-07 | 2024-10-20 | -5.82 | 13 |
| 2024-06-02 | 2024-06-03 | -1.58 | 1 |
| 2024-07-16 | 2024-07-19 | -0.97 | 3 |
| 2024-05-28 | 2024-06-01 | -0.87 | 4 |
| 2024-07-20 | 2024-07-21 | -0.45 | 1 |
| Metric | 6873342:manausd:triple_gx:lsma95_35_30 | 6873342:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.66% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -13.16% | -29.94% |
| Best Month | 40.85% | 125.57% |
| Worst Month | -25.13% | -33.88% |
| Best Year | 63.2% | 8.78% |
| Worst Year | -14.64% | -41.33% |
| Avg. Up Day | 3.65% | 3.68% |
| Avg. Down Day | -2.87% | -3.7% |
| Avg. Up Week | 8.55% | 14.47% |
| Avg. Down Week | -5.84% | -9.07% |
| Avg. Up Month | 25.29% | 55.65% |
| Avg. Down Month | -9.87% | -23.41% |
| Win Days % | 46.71% | 51.58% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 55.88% | 42.11% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |