| Metric | 6873539:manausd:triple_gx:lsma130_40_30 | 6873539:MANAUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 229.06% | -53.62% |
| Max Drawdown | -27.72% | -74.56% |
| Sharpe | 1.63 | -0.05 |
| Sortino | 3.09 | -0.07 |
| Payoff Ratio | 1.27 | 1.0 |
| Profit Factor | 1.55 | 0.99 |
| Common Sense Ratio | 1.86 | 1.0 |
| CPC Index | 1.06 | 0.5 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 12.52 | 3.11 |
| Outlier Loss Ratio | 3.5 | 2.72 |
| Volatility (ann.) | 58.52% | 96.98% |
| R^2 | 0.37 | 0.37 |
| Calmar | 4.36 | -0.54 |
| Skew | 3.86 | 0.63 |
| Kurtosis | 45.44 | 8.01 |
| Expected Daily % | 0.22% | -0.14% |
| Expected Monthly % | 6.47% | -3.96% |
| Expected Yearly % | 81.4% | -31.89% |
| Kelly Criterion | 17.06% | 1.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.78% | -8.36% |
| Expected Shortfall (cVaR) | -4.78% | -8.36% |
| Year | 6873539:MANAUSD | 6873539:manausd:triple_gx:lsma130_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 153.29 | 17.47 | + |
| 2025 | -57.36 | 29.91 | -0.52 | + |
| Metric | 6873539:manausd:triple_gx:lsma130_40_30 | 6873539:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | -3.63% | -31.24% |
| 6M | 11.7% | -40.81% |
| YTD | 29.91% | -57.36% |
| 1Y | 131.98% | -43.01% |
| 3Y (ann.) | 120.75% | -39.99% |
| 5Y (ann.) | 120.75% | -39.99% |
| Metric | 6873539:manausd:triple_gx:lsma130_40_30 | 6873539:MANAUSD |
|---|---|---|
| Max Drawdown | -27.72% | -74.56% |
| Longest DD Days | 66.0 | 346.0 |
| Avg. Drawdown | -8.05% | -25.97% |
| Avg. Drawdown Days | 16.0 | 90.0 |
| Recovery Factor | 8.26 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-07-18 | -27.72 | 65 |
| 2025-02-03 | 2025-04-10 | -20.49 | 66 |
| 2025-10-14 | 2025-11-16 | -19.94 | 33 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-23 | 2024-11-10 | -18.97 | 18 |
| 2024-07-22 | 2024-08-10 | -11.64 | 19 |
| 2024-11-16 | 2024-11-22 | -10.19 | 6 |
| 2024-08-11 | 2024-10-04 | -6.79 | 54 |
| 2024-07-16 | 2024-07-21 | -6.49 | 5 |
| 2024-10-07 | 2024-10-12 | -5.82 | 5 |
| Metric | 6873539:manausd:triple_gx:lsma130_40_30 | 6873539:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.66% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -13.16% | -32.27% |
| Best Month | 80.3% | 125.57% |
| Worst Month | -25.46% | -33.88% |
| Best Year | 153.29% | 8.78% |
| Worst Year | 29.91% | -57.36% |
| Avg. Up Day | 3.83% | 3.85% |
| Avg. Down Day | -3.0% | -3.84% |
| Avg. Up Week | 11.0% | 13.45% |
| Avg. Down Week | -5.37% | -10.46% |
| Avg. Up Month | 52.27% | 55.04% |
| Avg. Down Month | -8.34% | -22.04% |
| Win Days % | 53.54% | 50.46% |
| Win Month % | 61.54% | 36.84% |
| Win Week % | 64.1% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |