| Metric | 6876765:manausd:triple_gx:lsma80_75_35 | 6876765:MANAUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 429.67% | -74.96% |
| Max Drawdown | -59.5% | -81.3% |
| Sharpe | 1.13 | -0.06 |
| Sortino | 1.87 | -0.09 |
| Payoff Ratio | 1.2 | 1.07 |
| Profit Factor | 1.28 | 0.99 |
| Common Sense Ratio | 1.47 | 0.97 |
| CPC Index | 0.78 | 0.54 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 9.39 | 3.8 |
| Outlier Loss Ratio | 3.44 | 3.0 |
| Volatility (ann.) | 69.6% | 90.48% |
| R^2 | 0.6 | 0.6 |
| Calmar | 1.23 | -0.45 |
| Skew | 1.82 | 0.71 |
| Kurtosis | 19.72 | 6.57 |
| Expected Daily % | 0.15% | -0.13% |
| Expected Monthly % | 4.61% | -3.67% |
| Expected Yearly % | 51.71% | -29.26% |
| Kelly Criterion | 9.54% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.78% | -7.8% |
| Expected Shortfall (cVaR) | -5.78% | -7.8% |
| Year | 6876765:MANAUSD | 6876765:manausd:triple_gx:lsma80_75_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.78 | -48.80 | 0.67 | + |
| 2023 | 75.19 | 310.10 | 4.12 | + |
| 2024 | -10.51 | 182.20 | -17.34 | + |
| 2025 | -41.33 | -10.61 | 0.26 | + |
| Metric | 6876765:manausd:triple_gx:lsma80_75_35 | 6876765:MANAUSD |
|---|---|---|
| MTD | -19.21% | -13.33% |
| 3M | 29.1% | -7.23% |
| 6M | -7.25% | -55.9% |
| YTD | -10.61% | -41.33% |
| 1Y | 116.32% | -38.54% |
| 3Y (ann.) | 74.71% | -36.81% |
| 5Y (ann.) | 73.35% | -36.68% |
| Metric | 6876765:manausd:triple_gx:lsma80_75_35 | 6876765:MANAUSD |
|---|---|---|
| Max Drawdown | -59.5% | -81.3% |
| Longest DD Days | 220.0 | 1104.0 |
| Avg. Drawdown | -12.54% | -81.3% |
| Avg. Drawdown Days | 37.0 | 1104.0 |
| Recovery Factor | 7.22 | -0.92 |
| Ulcer Index | 1.06 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2023-01-15 | -59.50 | 159 |
| 2024-12-05 | 2025-05-31 | -45.74 | 177 |
| 2024-03-12 | 2024-10-18 | -40.85 | 220 |
| 2023-05-18 | 2023-10-24 | -30.59 | 159 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-02-28 | -19.78 | 108 |
| 2024-10-19 | 2024-11-10 | -16.73 | 22 |
| 2022-05-23 | 2022-07-21 | -15.62 | 59 |
| 2023-03-18 | 2023-05-16 | -12.82 | 59 |
| 2022-07-24 | 2022-07-28 | -10.29 | 4 |
| Metric | 6876765:manausd:triple_gx:lsma80_75_35 | 6876765:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -19.13% |
| Best Week | 62.06% | 62.06% |
| Worst Week | -29.94% | -29.94% |
| Best Month | 149.98% | 149.98% |
| Worst Month | -39.88% | -38.67% |
| Best Year | 310.1% | 75.19% |
| Worst Year | -48.8% | -72.78% |
| Avg. Up Day | 3.75% | 3.76% |
| Avg. Down Day | -3.13% | -3.5% |
| Avg. Up Week | 12.89% | 13.08% |
| Avg. Down Week | -6.25% | -8.55% |
| Avg. Up Month | 46.4% | 45.66% |
| Avg. Down Month | -12.87% | -19.85% |
| Win Days % | 50.7% | 51.0% |
| Win Month % | 57.58% | 32.43% |
| Win Week % | 48.08% | 40.99% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 50.0% | 25.0% |