| Metric | 6873930:manausd:triple_gx:lsma210_50_30 | 6873930:MANAUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 419.63% | -61.12% |
| Max Drawdown | -49.85% | -74.52% |
| Sharpe | 1.32 | 0.06 |
| Sortino | 2.36 | 0.08 |
| Payoff Ratio | 1.33 | 1.09 |
| Profit Factor | 1.41 | 1.01 |
| Common Sense Ratio | 1.7 | 0.99 |
| CPC Index | 0.92 | 0.56 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 13.5 | 3.84 |
| Outlier Loss Ratio | 3.79 | 2.96 |
| Volatility (ann.) | 59.33% | 90.66% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.71 | -0.4 |
| Skew | 2.79 | 0.8 |
| Kurtosis | 32.99 | 7.38 |
| Expected Daily % | 0.17% | -0.1% |
| Expected Monthly % | 5.12% | -2.82% |
| Expected Yearly % | 50.98% | -21.04% |
| Kelly Criterion | 10.88% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -7.79% |
| Expected Shortfall (cVaR) | -4.89% | -7.79% |
| Year | 6873930:MANAUSD | 6873930:manausd:triple_gx:lsma210_50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.73 | -39.94 | 0.69 | + |
| 2023 | 75.19 | 124.83 | 1.66 | + |
| 2024 | -10.51 | 326.43 | -31.07 | + |
| 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.) | 85.21% | -29.76% |
| 5Y (ann.) | 85.21% | -29.76% |
| Metric | 6873930:manausd:triple_gx:lsma210_50_30 | 6873930:MANAUSD |
|---|---|---|
| Max Drawdown | -49.85% | -74.52% |
| Longest DD Days | 142.0 | 843.0 |
| Avg. Drawdown | -9.17% | -34.05% |
| Avg. Drawdown Days | 29.0 | 194.0 |
| Recovery Factor | 8.42 | -0.82 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-29 | -49.85 | 84 |
| 2025-05-14 | 2025-05-31 | -24.47 | 17 |
| 2023-06-25 | 2023-11-06 | -24.34 | 134 |
| 2024-10-15 | 2024-11-16 | -23.45 | 32 |
| 2024-03-12 | 2024-04-20 | -19.87 | 39 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-02-29 | -18.65 | 109 |
| 2024-12-05 | 2025-04-12 | -15.06 | 128 |
| 2024-07-22 | 2024-08-10 | -11.64 | 19 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6873930:manausd:triple_gx:lsma210_50_30 | 6873930: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 | 89.71% | 149.98% |
| Worst Month | -43.23% | -38.67% |
| Best Year | 326.43% | 75.19% |
| Worst Year | -39.94% | -57.73% |
| Avg. Up Day | 3.85% | 3.87% |
| Avg. Down Day | -2.89% | -3.54% |
| Avg. Up Week | 11.77% | 14.9% |
| Avg. Down Week | -6.35% | -8.93% |
| Avg. Up Month | 32.36% | 50.93% |
| Avg. Down Month | -12.66% | -18.56% |
| Win Days % | 49.09% | 50.82% |
| Win Month % | 61.54% | 33.33% |
| Win Week % | 53.25% | 41.26% |
| Win Quarter % | 63.64% | 41.67% |
| Win Year % | 50.0% | 25.0% |