| Metric | 6876026:manausd:triple_gx:lsma80_50_35 | 6876026:MANAUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 208.9% | -53.62% |
| Max Drawdown | -37.59% | -74.56% |
| Sharpe | 1.39 | -0.05 |
| Sortino | 2.32 | -0.07 |
| Payoff Ratio | 1.27 | 1.12 |
| Profit Factor | 1.37 | 0.99 |
| Common Sense Ratio | 1.63 | 1.0 |
| CPC Index | 0.89 | 0.56 |
| Tail Ratio | 1.19 | 1.01 |
| Outlier Win Ratio | 8.45 | 3.2 |
| Outlier Loss Ratio | 3.51 | 2.84 |
| Volatility (ann.) | 72.45% | 96.98% |
| R^2 | 0.57 | 0.57 |
| Calmar | 2.97 | -0.54 |
| Skew | 1.82 | 0.63 |
| Kurtosis | 27.07 | 8.01 |
| Expected Daily % | 0.21% | -0.14% |
| Expected Monthly % | 6.12% | -3.96% |
| Expected Yearly % | 75.76% | -31.89% |
| Kelly Criterion | 12.53% | 6.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.96% | -8.36% |
| Expected Shortfall (cVaR) | -5.96% | -8.36% |
| Year | 6876026:MANAUSD | 6876026:manausd:triple_gx:lsma80_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 181.52 | 20.68 | + |
| 2025 | -57.36 | 9.73 | -0.17 | + |
| Metric | 6876026:manausd:triple_gx:lsma80_50_35 | 6876026:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | -13.2% | -31.24% |
| 6M | 4.88% | -40.81% |
| YTD | 9.73% | -57.36% |
| 1Y | 132.82% | -43.01% |
| 3Y (ann.) | 111.67% | -39.99% |
| 5Y (ann.) | 111.67% | -39.99% |
| Metric | 6876026:manausd:triple_gx:lsma80_50_35 | 6876026:MANAUSD |
|---|---|---|
| Max Drawdown | -37.59% | -74.56% |
| Longest DD Days | 137.0 | 346.0 |
| Avg. Drawdown | -10.63% | -25.97% |
| Avg. Drawdown Days | 21.0 | 90.0 |
| Recovery Factor | 5.56 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-21 | -37.59 | 137 |
| 2025-10-07 | 2025-11-16 | -33.44 | 40 |
| 2025-04-26 | 2025-07-19 | -29.58 | 84 |
| 2024-06-07 | 2024-08-06 | -25.31 | 60 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-19 | 2024-11-09 | -15.60 | 21 |
| 2025-09-18 | 2025-10-02 | -12.97 | 14 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-08-11 | 2024-10-05 | -7.54 | 55 |
| Metric | 6876026:manausd:triple_gx:lsma80_50_35 | 6876026:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -27.24% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -31.54% | -32.27% |
| Best Month | 137.7% | 125.57% |
| Worst Month | -26.78% | -33.88% |
| Best Year | 181.52% | 8.78% |
| Worst Year | 9.73% | -57.36% |
| Avg. Up Day | 3.9% | 3.91% |
| Avg. Down Day | -3.07% | -3.48% |
| Avg. Up Week | 13.12% | 13.02% |
| Avg. Down Week | -7.2% | -10.01% |
| Avg. Up Month | 57.34% | 41.38% |
| Avg. Down Month | -17.94% | -19.31% |
| Win Days % | 51.07% | 50.46% |
| Win Month % | 62.5% | 36.84% |
| Win Week % | 55.56% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |