| Metric | 6876185:manausd:triple_gx:lsma80_55_35 | 6876185:MANAUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 86.6% | -36.18% |
| Max Drawdown | -46.03% | -73.64% |
| Sharpe | 1.14 | 0.06 |
| Sortino | 1.97 | 0.09 |
| Payoff Ratio | 1.21 | 1.09 |
| Profit Factor | 1.29 | 1.01 |
| Common Sense Ratio | 1.34 | 1.04 |
| CPC Index | 0.78 | 0.57 |
| Tail Ratio | 1.04 | 1.03 |
| Outlier Win Ratio | 8.38 | 3.39 |
| Outlier Loss Ratio | 3.65 | 2.95 |
| Volatility (ann.) | 77.08% | 100.14% |
| R^2 | 0.6 | 0.6 |
| Calmar | 1.78 | -0.48 |
| Skew | 2.55 | 1.1 |
| Kurtosis | 25.83 | 8.43 |
| Expected Daily % | 0.16% | -0.12% |
| Expected Monthly % | 4.92% | -3.4% |
| Expected Yearly % | 36.6% | -20.11% |
| Kelly Criterion | 9.02% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.4% | -8.61% |
| Expected Shortfall (cVaR) | -6.4% | -8.61% |
| Year | 6876185:MANAUSD | 6876185:manausd:triple_gx:lsma80_55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 121.72 | 13.87 | + |
| 2025 | -41.33 | -15.84 | 0.38 | + |
| Metric | 6876185:manausd:triple_gx:lsma80_55_35 | 6876185:MANAUSD |
|---|---|---|
| MTD | -18.86% | -13.33% |
| 3M | 21.19% | -7.23% |
| 6M | -13.14% | -55.9% |
| YTD | -15.84% | -41.33% |
| 1Y | 95.84% | -38.54% |
| 3Y (ann.) | 82.06% | -35.04% |
| 5Y (ann.) | 82.06% | -35.04% |
| Metric | 6876185:manausd:triple_gx:lsma80_55_35 | 6876185:MANAUSD |
|---|---|---|
| Max Drawdown | -46.03% | -73.64% |
| Longest DD Days | 177.0 | 177.0 |
| Avg. Drawdown | -14.21% | -25.82% |
| Avg. Drawdown Days | 36.0 | 62.0 |
| Recovery Factor | 1.88 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -46.03 | 177 |
| 2024-06-07 | 2024-10-14 | -25.31 | 129 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-19 | 2024-11-10 | -15.60 | 22 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-05-28 | 2024-06-05 | -5.66 | 8 |
| 2024-10-15 | 2024-10-18 | -4.99 | 3 |
| 2024-05-22 | 2024-05-27 | -4.38 | 5 |
| 2024-05-20 | 2024-05-21 | -0.18 | 1 |
| Metric | 6876185:manausd:triple_gx:lsma80_55_35 | 6876185:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -29.94% | -29.94% |
| Best Month | 116.53% | 125.57% |
| Worst Month | -26.78% | -33.88% |
| Best Year | 121.72% | 8.78% |
| Worst Year | -15.84% | -41.33% |
| Avg. Up Day | 3.96% | 3.97% |
| Avg. Down Day | -3.28% | -3.65% |
| Avg. Up Week | 12.35% | 13.29% |
| Avg. Down Week | -6.97% | -9.7% |
| Avg. Up Month | 77.24% | 77.37% |
| Avg. Down Month | -11.89% | -19.51% |
| Win Days % | 50.24% | 51.58% |
| Win Month % | 41.67% | 30.77% |
| Win Week % | 52.5% | 42.11% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |