| Metric | 6874098:manausd:triple_gx:lsma70_60_30 | 6874098:MANAUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 71.17% | -53.62% |
| Max Drawdown | -43.94% | -74.56% |
| Sharpe | 0.84 | -0.05 |
| Sortino | 1.45 | -0.07 |
| Payoff Ratio | 1.14 | 0.96 |
| Profit Factor | 1.2 | 0.99 |
| Common Sense Ratio | 1.18 | 1.0 |
| CPC Index | 0.68 | 0.48 |
| Tail Ratio | 0.98 | 1.01 |
| Outlier Win Ratio | 8.42 | 3.12 |
| Outlier Loss Ratio | 3.5 | 2.84 |
| Volatility (ann.) | 68.56% | 96.98% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.98 | -0.54 |
| Skew | 2.77 | 0.63 |
| Kurtosis | 27.96 | 8.01 |
| Expected Daily % | 0.1% | -0.14% |
| Expected Monthly % | 2.87% | -3.96% |
| Expected Yearly % | 30.83% | -31.89% |
| Kelly Criterion | 6.0% | -1.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.74% | -8.36% |
| Expected Shortfall (cVaR) | -5.74% | -8.36% |
| Year | 6874098:MANAUSD | 6874098:manausd:triple_gx:lsma70_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 86.60 | 9.87 | + |
| 2025 | -57.36 | -8.27 | 0.14 | + |
| Metric | 6874098:manausd:triple_gx:lsma70_60_30 | 6874098:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | -21.97% | -31.24% |
| 6M | -4.68% | -40.81% |
| YTD | -8.27% | -57.36% |
| 1Y | 98.41% | -43.01% |
| 3Y (ann.) | 42.95% | -39.99% |
| 5Y (ann.) | 42.95% | -39.99% |
| Metric | 6874098:manausd:triple_gx:lsma70_60_30 | 6874098:MANAUSD |
|---|---|---|
| Max Drawdown | -43.94% | -74.56% |
| Longest DD Days | 162.0 | 346.0 |
| Avg. Drawdown | -14.85% | -25.97% |
| Avg. Drawdown Days | 38.0 | 90.0 |
| Recovery Factor | 1.62 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-04-28 | -43.94 | 96 |
| 2024-06-07 | 2024-11-16 | -31.78 | 162 |
| 2025-09-09 | 2025-11-16 | -31.35 | 68 |
| 2025-04-29 | 2025-07-17 | -25.19 | 79 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2025-08-23 | 2025-09-03 | -10.23 | 11 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-05-28 | 2024-06-05 | -5.66 | 8 |
| 2024-12-05 | 2025-01-20 | -4.99 | 46 |
| 2024-05-22 | 2024-05-27 | -4.38 | 5 |
| Metric | 6874098:manausd:triple_gx:lsma70_60_30 | 6874098:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.67% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -29.94% | -32.27% |
| Best Month | 82.83% | 125.57% |
| Worst Month | -26.78% | -33.88% |
| Best Year | 86.6% | 8.78% |
| Worst Year | -8.27% | -57.36% |
| Avg. Up Day | 3.56% | 3.58% |
| Avg. Down Day | -3.13% | -3.74% |
| Avg. Up Week | 12.71% | 13.11% |
| Avg. Down Week | -7.31% | -9.08% |
| Avg. Up Month | 44.15% | 44.34% |
| Avg. Down Month | -10.81% | -16.55% |
| Win Days % | 50.0% | 50.46% |
| Win Month % | 38.89% | 36.84% |
| Win Week % | 49.06% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |