| Metric | 6874098:manausd:triple_gx:lsma70_60_30 | 6874098:MANAUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 473.56% | -74.19% |
| Max Drawdown | -52.74% | -85.13% |
| Sharpe | 1.03 | 0.06 |
| Sortino | 1.82 | 0.09 |
| Payoff Ratio | 1.18 | 1.03 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.34 | 1.0 |
| CPC Index | 0.77 | 0.53 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 9.98 | 3.62 |
| Outlier Loss Ratio | 3.4 | 3.0 |
| Volatility (ann.) | 71.35% | 95.35% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.22 | -0.38 |
| Skew | 3.15 | 1.11 |
| Kurtosis | 33.7 | 10.88 |
| Expected Daily % | 0.14% | -0.11% |
| Expected Monthly % | 4.15% | -3.1% |
| Expected Yearly % | 54.76% | -28.73% |
| Kelly Criterion | 9.29% | 2.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.94% | -8.19% |
| Expected Shortfall (cVaR) | -5.94% | -8.19% |
| Year | 6874098:MANAUSD | 6874098:manausd:triple_gx:lsma70_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.40 | -16.68 | 0.27 | + |
| 2023 | 75.19 | 179.13 | 2.38 | + |
| 2024 | -10.51 | 168.86 | -16.07 | + |
| 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.) | 76.41% | -23.83% |
| 5Y (ann.) | 64.24% | -31.94% |
| Metric | 6874098:manausd:triple_gx:lsma70_60_30 | 6874098:MANAUSD |
|---|---|---|
| Max Drawdown | -52.74% | -85.13% |
| Longest DD Days | 256.0 | 1280.0 |
| Avg. Drawdown | -19.4% | -46.72% |
| Avg. Drawdown Days | 68.0 | 640.0 |
| Recovery Factor | 8.98 | -0.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-01-15 | -52.74 | 244 |
| 2025-01-22 | 2025-04-28 | -43.94 | 96 |
| 2024-03-12 | 2024-11-23 | -39.92 | 256 |
| 2023-03-18 | 2023-11-11 | -39.65 | 238 |
| 2025-09-09 | 2025-11-16 | -31.35 | 68 |
| 2025-04-29 | 2025-07-17 | -25.19 | 79 |
| 2023-11-12 | 2024-02-27 | -21.80 | 107 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2025-08-23 | 2025-09-03 | -10.23 | 11 |
| Metric | 6874098:manausd:triple_gx:lsma70_60_30 | 6874098:MANAUSD |
|---|---|---|
| Best Day | 44.9% | 44.9% |
| Worst Day | -19.13% | -27.24% |
| Best Week | 62.06% | 62.06% |
| Worst Week | -29.94% | -32.27% |
| Best Month | 149.98% | 149.98% |
| Worst Month | -41.11% | -38.67% |
| Best Year | 179.13% | 75.19% |
| Worst Year | -16.68% | -61.4% |
| Avg. Up Day | 3.76% | 3.78% |
| Avg. Down Day | -3.19% | -3.67% |
| Avg. Up Week | 12.82% | 13.37% |
| Avg. Down Week | -6.53% | -8.6% |
| Avg. Up Month | 43.48% | 46.74% |
| Avg. Down Month | -12.41% | -18.81% |
| Win Days % | 50.87% | 50.66% |
| Win Month % | 48.72% | 37.21% |
| Win Week % | 50.43% | 41.18% |
| Win Quarter % | 60.0% | 46.67% |
| Win Year % | 50.0% | 25.0% |