| Metric | 6873342:manausd:triple_gx:lsma95_35_30 | 6873342:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 199.35% | -71.99% |
| Max Drawdown | -41.97% | -81.03% |
| Sharpe | 0.92 | -0.03 |
| Sortino | 1.59 | -0.04 |
| Payoff Ratio | 1.28 | 1.04 |
| Profit Factor | 1.29 | 1.0 |
| Common Sense Ratio | 1.41 | 0.97 |
| CPC Index | 0.79 | 0.53 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 14.58 | 3.42 |
| Outlier Loss Ratio | 3.74 | 2.81 |
| Volatility (ann.) | 56.3% | 90.33% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.06 | -0.43 |
| Skew | 3.05 | 0.72 |
| Kurtosis | 40.68 | 6.7 |
| Expected Daily % | 0.1% | -0.12% |
| Expected Monthly % | 3.09% | -3.47% |
| Expected Yearly % | 31.54% | -27.25% |
| Kelly Criterion | 6.93% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.7% | -7.78% |
| Expected Shortfall (cVaR) | -4.7% | -7.78% |
| Year | 6873342:MANAUSD | 6873342:manausd:triple_gx:lsma95_35_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.55 | -20.71 | 0.30 | + |
| 2023 | 75.19 | 48.36 | 0.64 | - |
| 2024 | -10.51 | 198.12 | -18.86 | + |
| 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.) | 44.31% | -34.67% |
| 5Y (ann.) | 44.31% | -34.67% |
| Metric | 6873342:manausd:triple_gx:lsma95_35_30 | 6873342:MANAUSD |
|---|---|---|
| Max Drawdown | -41.97% | -81.03% |
| Longest DD Days | 317.0 | 1026.0 |
| Avg. Drawdown | -10.17% | -35.68% |
| Avg. Drawdown Days | 36.0 | 362.0 |
| Recovery Factor | 4.75 | -0.89 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-20 | -41.97 | 75 |
| 2023-04-18 | 2024-02-29 | -37.01 | 317 |
| 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 |
| 2023-01-21 | 2023-04-17 | -13.62 | 86 |
| 2022-08-22 | 2022-11-04 | -13.53 | 74 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6873342:manausd:triple_gx:lsma95_35_30 | 6873342:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -19.13% |
| Best Week | 41.53% | 62.06% |
| Worst Week | -28.79% | -29.94% |
| Best Month | 68.22% | 149.98% |
| Worst Month | -37.26% | -38.67% |
| Best Year | 198.12% | 75.19% |
| Worst Year | -20.71% | -69.55% |
| Avg. Up Day | 3.63% | 3.66% |
| Avg. Down Day | -2.84% | -3.52% |
| Avg. Up Week | 9.91% | 15.21% |
| Avg. Down Week | -6.71% | -9.35% |
| Avg. Up Month | 29.86% | 50.05% |
| Avg. Down Month | -8.94% | -19.31% |
| Win Days % | 47.84% | 50.87% |
| Win Month % | 48.39% | 33.33% |
| Win Week % | 56.98% | 40.88% |
| Win Quarter % | 66.67% | 38.46% |
| Win Year % | 50.0% | 25.0% |