| Metric | 6876848:manausd:triple_gx:lsma190_75_35 | 6876848:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 206.62% | -53.62% |
| Max Drawdown | -34.76% | -74.56% |
| Sharpe | 1.45 | -0.05 |
| Sortino | 2.68 | -0.07 |
| Payoff Ratio | 1.25 | 1.06 |
| Profit Factor | 1.49 | 0.99 |
| Common Sense Ratio | 1.84 | 1.0 |
| CPC Index | 0.98 | 0.53 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 12.01 | 3.19 |
| Outlier Loss Ratio | 3.37 | 2.84 |
| Volatility (ann.) | 64.7% | 96.98% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.18 | -0.54 |
| Skew | 3.27 | 0.63 |
| Kurtosis | 37.12 | 8.01 |
| Expected Daily % | 0.2% | -0.14% |
| Expected Monthly % | 6.07% | -3.96% |
| Expected Yearly % | 75.11% | -31.89% |
| Kelly Criterion | 15.05% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -8.36% |
| Expected Shortfall (cVaR) | -5.31% | -8.36% |
| Year | 6876848:MANAUSD | 6876848:manausd:triple_gx:lsma190_75_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 183.00 | 20.85 | + |
| 2025 | -57.36 | 8.35 | -0.15 | + |
| Metric | 6876848:manausd:triple_gx:lsma190_75_35 | 6876848:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | 2.55% | -31.24% |
| 6M | 16.72% | -40.81% |
| YTD | 8.35% | -57.36% |
| 1Y | 99.86% | -43.01% |
| 3Y (ann.) | 110.63% | -39.99% |
| 5Y (ann.) | 110.63% | -39.99% |
| Metric | 6876848:manausd:triple_gx:lsma190_75_35 | 6876848:MANAUSD |
|---|---|---|
| Max Drawdown | -34.76% | -74.56% |
| Longest DD Days | 312.0 | 346.0 |
| Avg. Drawdown | -8.92% | -25.97% |
| Avg. Drawdown Days | 28.0 | 90.0 |
| Recovery Factor | 5.94 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-10-13 | -34.76 | 312 |
| 2025-10-14 | 2025-11-16 | -19.94 | 33 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-19 | 2024-11-11 | -15.60 | 23 |
| 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 |
| 2024-07-20 | 2024-07-27 | -7.46 | 7 |
| 2024-07-07 | 2024-07-13 | -6.36 | 6 |
| 2024-10-07 | 2024-10-12 | -5.82 | 5 |
| Metric | 6876848:manausd:triple_gx:lsma190_75_35 | 6876848:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -16.97% | -32.27% |
| Best Month | 115.96% | 125.57% |
| Worst Month | -22.86% | -33.88% |
| Best Year | 183.0% | 8.78% |
| Worst Year | 8.35% | -57.36% |
| Avg. Up Day | 4.11% | 4.13% |
| Avg. Down Day | -3.28% | -3.9% |
| Avg. Up Week | 13.23% | 14.63% |
| Avg. Down Week | -5.43% | -10.87% |
| Avg. Up Month | 51.62% | 55.04% |
| Avg. Down Month | -10.82% | -25.19% |
| Win Days % | 52.76% | 50.46% |
| Win Month % | 72.73% | 36.84% |
| Win Week % | 52.63% | 40.74% |
| Win Quarter % | 66.67% | 42.86% |
| Win Year % | 100.0% | 50.0% |