| Metric | 6873552:manausd:triple_gx:lsma140_40_30 | 6873552:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 366.3% | -70.3% |
| Max Drawdown | -48.33% | -81.03% |
| Sharpe | 1.24 | -0.03 |
| Sortino | 2.15 | -0.05 |
| Payoff Ratio | 1.33 | 1.05 |
| Profit Factor | 1.39 | 1.0 |
| Common Sense Ratio | 1.63 | 0.97 |
| CPC Index | 0.91 | 0.53 |
| Tail Ratio | 1.17 | 0.97 |
| Outlier Win Ratio | 14.2 | 3.58 |
| Outlier Loss Ratio | 3.63 | 2.84 |
| Volatility (ann.) | 55.42% | 89.54% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.47 | -0.43 |
| Skew | 2.66 | 0.77 |
| Kurtosis | 35.76 | 7.28 |
| Expected Daily % | 0.15% | -0.12% |
| Expected Monthly % | 4.5% | -3.41% |
| Expected Yearly % | 46.95% | -26.18% |
| Kelly Criterion | 11.23% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.58% | -7.72% |
| Expected Shortfall (cVaR) | -4.58% | -7.72% |
| Year | 6873552:MANAUSD | 6873552:manausd:triple_gx:lsma140_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -67.71 | -38.47 | 0.57 | + |
| 2023 | 75.19 | 61.47 | 0.82 | - |
| 2024 | -10.51 | 413.90 | -39.40 | + |
| 2025 | -41.33 | -8.67 | 0.21 | + |
| Metric | 6873552:manausd:triple_gx:lsma140_40_30 | 6873552:MANAUSD |
|---|---|---|
| MTD | -25.46% | -13.33% |
| 3M | 2.17% | -7.23% |
| 6M | 14.85% | -55.9% |
| YTD | -8.67% | -41.33% |
| 1Y | 123.79% | -38.54% |
| 3Y (ann.) | 71.13% | -34.53% |
| 5Y (ann.) | 71.13% | -34.53% |
| Metric | 6873552:manausd:triple_gx:lsma140_40_30 | 6873552:MANAUSD |
|---|---|---|
| Max Drawdown | -48.33% | -81.03% |
| Longest DD Days | 370.0 | 1026.0 |
| Avg. Drawdown | -9.33% | -14.81% |
| Avg. Drawdown Days | 33.0 | 148.0 |
| Recovery Factor | 7.58 | -0.87 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-11-11 | -48.33 | 370 |
| 2025-05-14 | 2025-05-31 | -27.49 | 17 |
| 2025-02-03 | 2025-04-11 | -24.15 | 67 |
| 2023-11-12 | 2024-02-29 | -21.28 | 109 |
| 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 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-16 | 2024-11-22 | -10.19 | 6 |
| 2022-11-01 | 2022-11-04 | -7.40 | 3 |
| Metric | 6873552:manausd:triple_gx:lsma140_40_30 | 6873552: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 | 80.3% | 149.98% |
| Worst Month | -45.21% | -38.67% |
| Best Year | 413.9% | 75.19% |
| Worst Year | -38.47% | -67.71% |
| Avg. Up Day | 3.76% | 3.78% |
| Avg. Down Day | -2.83% | -3.59% |
| Avg. Up Week | 12.04% | 13.79% |
| Avg. Down Week | -5.68% | -7.95% |
| Avg. Up Month | 35.33% | 56.46% |
| Avg. Down Month | -10.37% | -19.34% |
| Win Days % | 49.34% | 50.67% |
| Win Month % | 58.62% | 34.29% |
| Win Week % | 51.85% | 41.18% |
| Win Quarter % | 66.67% | 41.67% |
| Win Year % | 50.0% | 25.0% |