| Metric | 6876175:manausd:triple_gx:lsma70_55_35 | 6876175:MANAUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 699.18% | -74.19% |
| Max Drawdown | -58.46% | -85.13% |
| Sharpe | 1.16 | 0.06 |
| Sortino | 2.05 | 0.09 |
| Payoff Ratio | 1.22 | 1.06 |
| Profit Factor | 1.32 | 1.01 |
| Common Sense Ratio | 1.45 | 1.0 |
| CPC Index | 0.82 | 0.54 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 10.14 | 3.67 |
| Outlier Loss Ratio | 3.48 | 3.03 |
| Volatility (ann.) | 71.9% | 95.35% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.38 | -0.38 |
| Skew | 3.0 | 1.11 |
| Kurtosis | 33.15 | 10.88 |
| Expected Daily % | 0.16% | -0.11% |
| Expected Monthly % | 4.95% | -3.1% |
| Expected Yearly % | 68.14% | -28.73% |
| Kelly Criterion | 10.3% | 3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.96% | -8.19% |
| Expected Shortfall (cVaR) | -5.96% | -8.19% |
| Year | 6876175:MANAUSD | 6876175:manausd:triple_gx:lsma70_55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.40 | -26.76 | 0.44 | + |
| 2023 | 75.19 | 252.23 | 3.35 | + |
| 2024 | -10.51 | 135.47 | -12.90 | + |
| 2025 | -57.36 | 31.57 | -0.55 | + |
| Metric | 6876175:manausd:triple_gx:lsma70_55_35 | 6876175:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | 6.64% | -31.24% |
| 6M | 27.52% | -40.81% |
| YTD | 31.57% | -57.36% |
| 1Y | 141.38% | -43.01% |
| 3Y (ann.) | 104.63% | -23.83% |
| 5Y (ann.) | 80.47% | -31.94% |
| Metric | 6876175:manausd:triple_gx:lsma70_55_35 | 6876175:MANAUSD |
|---|---|---|
| Max Drawdown | -58.46% | -85.13% |
| Longest DD Days | 249.0 | 1280.0 |
| Avg. Drawdown | -13.42% | -46.72% |
| Avg. Drawdown Days | 46.0 | 640.0 |
| Recovery Factor | 11.96 | -0.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-01-20 | -58.46 | 249 |
| 2024-12-05 | 2025-07-20 | -44.95 | 227 |
| 2024-03-12 | 2024-11-16 | -38.26 | 249 |
| 2023-11-12 | 2024-03-02 | -33.91 | 111 |
| 2023-05-18 | 2023-10-29 | -29.02 | 164 |
| 2025-10-14 | 2025-11-16 | -19.94 | 33 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2025-09-18 | 2025-10-13 | -14.72 | 25 |
| 2023-03-18 | 2023-05-17 | -12.82 | 60 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6876175:manausd:triple_gx:lsma70_55_35 | 6876175: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 | -41.62% | -38.67% |
| Best Year | 252.23% | 75.19% |
| Worst Year | -26.76% | -61.4% |
| Avg. Up Day | 3.88% | 3.9% |
| Avg. Down Day | -3.18% | -3.69% |
| Avg. Up Week | 12.6% | 13.7% |
| Avg. Down Week | -6.06% | -8.54% |
| Avg. Up Month | 39.81% | 42.11% |
| Avg. Down Month | -11.33% | -19.83% |
| Win Days % | 50.65% | 50.66% |
| Win Month % | 55.26% | 37.21% |
| Win Week % | 50.88% | 41.18% |
| Win Quarter % | 73.33% | 46.67% |
| Win Year % | 75.0% | 25.0% |