| Metric | 6873539:manausd:triple_gx:lsma130_40_30 | 6873539:MANAUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 680.38% | -77.14% |
| Max Drawdown | -48.33% | -81.69% |
| Sharpe | 1.39 | -0.04 |
| Sortino | 2.44 | -0.07 |
| Payoff Ratio | 1.32 | 1.02 |
| Profit Factor | 1.45 | 0.99 |
| Common Sense Ratio | 1.7 | 0.98 |
| CPC Index | 0.97 | 0.51 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 14.19 | 3.51 |
| Outlier Loss Ratio | 3.58 | 2.81 |
| Volatility (ann.) | 54.27% | 89.72% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.75 | -0.44 |
| Skew | 2.58 | 0.53 |
| Kurtosis | 33.9 | 6.97 |
| Expected Daily % | 0.17% | -0.12% |
| Expected Monthly % | 5.14% | -3.54% |
| Expected Yearly % | 67.14% | -30.86% |
| Kelly Criterion | 13.39% | 1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.47% | -7.74% |
| Expected Shortfall (cVaR) | -4.47% | -7.74% |
| Year | 6873539:MANAUSD | 6873539:manausd:triple_gx:lsma130_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.81 | -42.57 | 0.65 | + |
| 2023 | 75.19 | 95.62 | 1.27 | + |
| 2024 | -10.51 | 434.72 | -41.38 | + |
| 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.) | 123.12% | -23.83% |
| 5Y (ann.) | 84.45% | -35.58% |
| Metric | 6873539:manausd:triple_gx:lsma130_40_30 | 6873539:MANAUSD |
|---|---|---|
| Max Drawdown | -48.33% | -81.69% |
| Longest DD Days | 363.0 | 1195.0 |
| Avg. Drawdown | -7.59% | -19.14% |
| Avg. Drawdown Days | 25.0 | 203.0 |
| Recovery Factor | 14.08 | -0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-11-04 | -48.33 | 363 |
| 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 |
| 2023-11-12 | 2024-02-26 | -15.17 | 106 |
| 2022-09-05 | 2022-10-30 | -11.96 | 55 |
| 2024-07-22 | 2024-08-10 | -11.64 | 19 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6873539:manausd:triple_gx:lsma130_40_30 | 6873539:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -27.24% |
| Best Week | 41.53% | 62.06% |
| Worst Week | -28.79% | -32.27% |
| Best Month | 80.3% | 149.98% |
| Worst Month | -45.21% | -38.67% |
| Best Year | 434.72% | 75.19% |
| Worst Year | -42.57% | -65.81% |
| Avg. Up Day | 3.7% | 3.72% |
| Avg. Down Day | -2.81% | -3.65% |
| Avg. Up Week | 12.22% | 14.3% |
| Avg. Down Week | -5.11% | -8.53% |
| Avg. Up Month | 34.14% | 50.7% |
| Avg. Down Month | -9.87% | -21.93% |
| Win Days % | 50.8% | 50.37% |
| Win Month % | 62.5% | 36.59% |
| Win Week % | 53.93% | 40.45% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 75.0% | 25.0% |