| Metric | 6876861:manausd:triple_gx:lsma185_75_35 | 6876861:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 415.03% | -65.3% |
| Max Drawdown | -48.46% | -74.73% |
| Sharpe | 1.25 | 0.02 |
| Sortino | 2.22 | 0.02 |
| Payoff Ratio | 1.28 | 1.12 |
| Profit Factor | 1.4 | 1.0 |
| Common Sense Ratio | 1.62 | 0.98 |
| CPC Index | 0.91 | 0.57 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 14.02 | 3.92 |
| Outlier Loss Ratio | 3.28 | 2.93 |
| Volatility (ann.) | 63.11% | 90.14% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.69 | -0.43 |
| Skew | 2.77 | 0.79 |
| Kurtosis | 31.67 | 7.38 |
| Expected Daily % | 0.16% | -0.11% |
| Expected Monthly % | 5.09% | -3.16% |
| Expected Yearly % | 50.65% | -23.25% |
| Kelly Criterion | 12.38% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.76% |
| Expected Shortfall (cVaR) | -5.22% | -7.76% |
| Year | 6876861:MANAUSD | 6876861:manausd:triple_gx:lsma185_75_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.27 | -39.54 | 0.63 | + |
| 2023 | 75.19 | 243.19 | 3.23 | + |
| 2024 | -10.51 | 192.37 | -18.31 | + |
| 2025 | -41.33 | -15.10 | 0.37 | + |
| Metric | 6876861:manausd:triple_gx:lsma185_75_35 | 6876861:MANAUSD |
|---|---|---|
| MTD | -22.86% | -13.33% |
| 3M | -3.31% | -7.23% |
| 6M | -11.91% | -55.9% |
| YTD | -15.1% | -41.33% |
| 1Y | 104.65% | -38.54% |
| 3Y (ann.) | 81.79% | -32.02% |
| 5Y (ann.) | 81.79% | -32.02% |
| Metric | 6876861:manausd:triple_gx:lsma185_75_35 | 6876861:MANAUSD |
|---|---|---|
| Max Drawdown | -48.46% | -74.73% |
| Longest DD Days | 177.0 | 993.0 |
| Avg. Drawdown | -8.58% | -41.83% |
| Avg. Drawdown Days | 24.0 | 499.0 |
| Recovery Factor | 8.57 | -0.87 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-15 | -48.46 | 70 |
| 2024-12-05 | 2025-05-31 | -30.31 | 177 |
| 2024-03-12 | 2024-07-19 | -26.90 | 129 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-01-04 | -19.78 | 53 |
| 2024-10-15 | 2024-11-11 | -17.10 | 27 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-01-05 | 2024-01-11 | -10.27 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| Metric | 6876861:manausd:triple_gx:lsma185_75_35 | 6876861:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -19.13% |
| Best Week | 41.53% | 62.06% |
| Worst Week | -28.79% | -29.94% |
| Best Month | 115.96% | 149.98% |
| Worst Month | -39.88% | -38.67% |
| Best Year | 243.19% | 75.19% |
| Worst Year | -39.54% | -62.27% |
| Avg. Up Day | 4.08% | 4.09% |
| Avg. Down Day | -3.19% | -3.66% |
| Avg. Up Week | 11.48% | 14.72% |
| Avg. Down Week | -5.64% | -9.62% |
| Avg. Up Month | 32.94% | 46.75% |
| Avg. Down Month | -11.48% | -24.23% |
| Win Days % | 50.83% | 50.75% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 54.17% | 41.1% |
| Win Quarter % | 63.64% | 41.67% |
| Win Year % | 50.0% | 25.0% |