| Metric | 6873930:manausd:triple_gx:lsma210_50_30 | 6873930:MANAUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 162.89% | -36.18% |
| Max Drawdown | -24.47% | -73.64% |
| Sharpe | 1.71 | 0.06 |
| Sortino | 3.53 | 0.09 |
| Payoff Ratio | 1.39 | 1.15 |
| Profit Factor | 1.6 | 1.01 |
| Common Sense Ratio | 1.94 | 1.04 |
| CPC Index | 1.13 | 0.6 |
| Tail Ratio | 1.22 | 1.03 |
| Outlier Win Ratio | 10.86 | 3.1 |
| Outlier Loss Ratio | 4.11 | 2.77 |
| Volatility (ann.) | 65.94% | 100.14% |
| R^2 | 0.44 | 0.44 |
| Calmar | 6.26 | -0.48 |
| Skew | 4.52 | 1.1 |
| Kurtosis | 45.77 | 8.43 |
| Expected Daily % | 0.25% | -0.12% |
| Expected Monthly % | 7.72% | -3.4% |
| Expected Yearly % | 62.14% | -20.11% |
| Kelly Criterion | 15.57% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -8.61% |
| Expected Shortfall (cVaR) | -5.37% | -8.61% |
| Year | 6873930:MANAUSD | 6873930:manausd:triple_gx:lsma210_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 191.31 | 21.80 | + |
| 2025 | -41.33 | -9.76 | 0.24 | + |
| Metric | 6873930:manausd:triple_gx:lsma210_50_30 | 6873930:MANAUSD |
|---|---|---|
| MTD | -22.35% | -13.33% |
| 3M | -3.69% | -7.23% |
| 6M | 9.8% | -55.9% |
| YTD | -9.76% | -41.33% |
| 1Y | 162.89% | -38.54% |
| 3Y (ann.) | 153.05% | -35.04% |
| 5Y (ann.) | 153.05% | -35.04% |
| Metric | 6873930:manausd:triple_gx:lsma210_50_30 | 6873930:MANAUSD |
|---|---|---|
| Max Drawdown | -24.47% | -73.64% |
| Longest DD Days | 128.0 | 177.0 |
| Avg. Drawdown | -7.52% | -25.82% |
| Avg. Drawdown Days | 16.0 | 62.0 |
| Recovery Factor | 6.66 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-05-31 | -24.47 | 17 |
| 2024-10-15 | 2024-11-16 | -23.45 | 32 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-12-05 | 2025-04-12 | -15.06 | 128 |
| 2024-07-22 | 2024-08-10 | -11.64 | 19 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-09-14 | 2024-10-14 | -9.59 | 30 |
| 2024-08-11 | 2024-08-23 | -7.54 | 12 |
| 2025-04-15 | 2025-04-19 | -3.39 | 4 |
| 2024-09-11 | 2024-09-12 | -1.29 | 1 |
| Metric | 6873930:manausd:triple_gx:lsma210_50_30 | 6873930:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.66% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -15.6% | -29.94% |
| Best Month | 89.71% | 125.57% |
| Worst Month | -22.35% | -33.88% |
| Best Year | 191.31% | 8.78% |
| Worst Year | -9.76% | -41.33% |
| Avg. Up Day | 3.98% | 4.01% |
| Avg. Down Day | -2.87% | -3.5% |
| Avg. Up Week | 12.29% | 14.31% |
| Avg. Down Week | -6.52% | -10.7% |
| Avg. Up Month | 39.49% | 55.65% |
| Avg. Down Month | -12.07% | -17.28% |
| Win Days % | 50.97% | 51.58% |
| Win Month % | 66.67% | 30.77% |
| Win Week % | 58.06% | 42.11% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |