| Metric | 6875171:manausd:triple_gx:lsma205_95_30 | 6875171:MANAUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 348.57% | -62.05% |
| Max Drawdown | -48.14% | -74.52% |
| Sharpe | 1.17 | 0.05 |
| Sortino | 2.07 | 0.07 |
| Payoff Ratio | 1.23 | 1.1 |
| Profit Factor | 1.36 | 1.01 |
| Common Sense Ratio | 1.52 | 0.99 |
| CPC Index | 0.85 | 0.56 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 13.41 | 3.99 |
| Outlier Loss Ratio | 3.3 | 3.0 |
| Volatility (ann.) | 64.8% | 90.45% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.55 | -0.41 |
| Skew | 2.67 | 0.8 |
| Kurtosis | 29.2 | 7.42 |
| Expected Daily % | 0.15% | -0.1% |
| Expected Monthly % | 4.65% | -2.89% |
| Expected Yearly % | 45.53% | -21.51% |
| Kelly Criterion | 10.23% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -7.78% |
| Expected Shortfall (cVaR) | -5.37% | -7.78% |
| Year | 6875171:MANAUSD | 6875171:manausd:triple_gx:lsma205_95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.74 | -34.32 | 0.58 | + |
| 2023 | 75.19 | 220.76 | 2.94 | + |
| 2024 | -10.51 | 141.20 | -13.44 | + |
| 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.) | 74.79% | -30.27% |
| 5Y (ann.) | 74.79% | -30.27% |
| Metric | 6875171:manausd:triple_gx:lsma205_95_30 | 6875171:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -74.52% |
| Longest DD Days | 207.0 | 843.0 |
| Avg. Drawdown | -10.48% | -38.9% |
| Avg. Drawdown Days | 31.0 | 244.0 |
| Recovery Factor | 7.24 | -0.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-20 | -48.14 | 75 |
| 2024-03-12 | 2024-10-05 | -29.56 | 207 |
| 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 |
| 2023-11-12 | 2024-02-29 | -19.78 | 109 |
| 2023-01-30 | 2023-06-23 | -14.23 | 144 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6875171:manausd:triple_gx:lsma205_95_30 | 6875171: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 | 82.99% | 149.98% |
| Worst Month | -39.88% | -38.67% |
| Best Year | 220.76% | 75.19% |
| Worst Year | -34.32% | -58.74% |
| Avg. Up Day | 4.09% | 4.11% |
| Avg. Down Day | -3.31% | -3.72% |
| Avg. Up Week | 11.87% | 14.83% |
| Avg. Down Week | -7.07% | -9.43% |
| Avg. Up Month | 28.42% | 45.83% |
| Avg. Down Month | -10.87% | -24.63% |
| Win Days % | 50.4% | 50.77% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 54.93% | 41.26% |
| Win Quarter % | 63.64% | 41.67% |
| Win Year % | 50.0% | 25.0% |