| Metric | 6875171:manausd:triple_gx:lsma205_95_30 | 6875171:MANAUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 100.86% | -36.18% |
| Max Drawdown | -27.75% | -73.64% |
| Sharpe | 1.27 | 0.06 |
| Sortino | 2.38 | 0.09 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.41 | 1.01 |
| Common Sense Ratio | 1.45 | 1.04 |
| CPC Index | 0.92 | 0.61 |
| Tail Ratio | 1.03 | 1.03 |
| Outlier Win Ratio | 11.51 | 3.39 |
| Outlier Loss Ratio | 3.7 | 2.87 |
| Volatility (ann.) | 70.75% | 100.14% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.44 | -0.48 |
| Skew | 3.5 | 1.1 |
| Kurtosis | 36.61 | 8.43 |
| Expected Daily % | 0.18% | -0.12% |
| Expected Monthly % | 5.51% | -3.4% |
| Expected Yearly % | 41.73% | -20.11% |
| Kelly Criterion | 11.15% | 10.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.84% | -8.61% |
| Expected Shortfall (cVaR) | -5.84% | -8.61% |
| Year | 6875171:MANAUSD | 6875171:manausd:triple_gx:lsma205_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 127.52 | 14.53 | + |
| 2025 | -41.33 | -11.72 | 0.28 | + |
| Metric | 6875171:manausd:triple_gx:lsma205_95_30 | 6875171:MANAUSD |
|---|---|---|
| MTD | -25.6% | -13.33% |
| 3M | -5.78% | -7.23% |
| 6M | -8.39% | -55.9% |
| YTD | -11.72% | -41.33% |
| 1Y | 100.86% | -38.54% |
| 3Y (ann.) | 95.41% | -35.04% |
| 5Y (ann.) | 95.41% | -35.04% |
| Metric | 6875171:manausd:triple_gx:lsma205_95_30 | 6875171:MANAUSD |
|---|---|---|
| Max Drawdown | -27.75% | -73.64% |
| Longest DD Days | 159.0 | 177.0 |
| Avg. Drawdown | -11.71% | -25.82% |
| Avg. Drawdown Days | 28.0 | 62.0 |
| Recovery Factor | 3.63 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-05-31 | -27.75 | 17 |
| 2024-12-05 | 2025-05-13 | -27.56 | 159 |
| 2024-10-19 | 2024-11-16 | -21.71 | 28 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-07-22 | 2024-10-04 | -11.64 | 74 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-10-07 | 2024-10-12 | -5.82 | 5 |
| 2024-10-13 | 2024-10-18 | -2.85 | 5 |
| 2024-07-16 | 2024-07-19 | -0.97 | 3 |
| 2024-07-20 | 2024-07-21 | -0.45 | 1 |
| Metric | 6875171:manausd:triple_gx:lsma205_95_30 | 6875171:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -16.97% | -29.94% |
| Best Month | 82.3% | 125.57% |
| Worst Month | -25.6% | -33.88% |
| Best Year | 127.52% | 8.78% |
| Worst Year | -11.72% | -41.33% |
| Avg. Up Day | 4.25% | 4.28% |
| Avg. Down Day | -3.26% | -3.63% |
| Avg. Up Week | 12.02% | 14.51% |
| Avg. Down Week | -9.27% | -10.89% |
| Avg. Up Month | 36.67% | 55.65% |
| Avg. Down Month | -11.0% | -25.19% |
| Win Days % | 49.67% | 51.58% |
| Win Month % | 66.67% | 30.77% |
| Win Week % | 59.26% | 42.11% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |