| Metric | 6876984:manausd:triple_gx:lsma185_80_35 | 6876984:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 391.72% | -65.3% |
| Max Drawdown | -48.14% | -74.73% |
| Sharpe | 1.22 | 0.02 |
| Sortino | 2.17 | 0.02 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.39 | 1.0 |
| Common Sense Ratio | 1.61 | 0.98 |
| CPC Index | 0.91 | 0.57 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 14.01 | 3.92 |
| Outlier Loss Ratio | 3.3 | 2.93 |
| Volatility (ann.) | 63.06% | 90.14% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.64 | -0.43 |
| Skew | 2.78 | 0.79 |
| Kurtosis | 31.79 | 7.38 |
| Expected Daily % | 0.16% | -0.11% |
| Expected Monthly % | 4.94% | -3.16% |
| Expected Yearly % | 48.91% | -23.25% |
| Kelly Criterion | 12.49% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.76% |
| Expected Shortfall (cVaR) | -5.22% | -7.76% |
| Year | 6876984:MANAUSD | 6876984:manausd:triple_gx:lsma185_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.27 | -37.79 | 0.61 | + |
| 2023 | 75.19 | 207.34 | 2.76 | + |
| 2024 | -10.51 | 208.38 | -19.84 | + |
| 2025 | -41.33 | -16.60 | 0.40 | + |
| Metric | 6876984:manausd:triple_gx:lsma185_80_35 | 6876984:MANAUSD |
|---|---|---|
| MTD | -24.22% | -13.33% |
| 3M | -5.01% | -7.23% |
| 6M | -13.46% | -55.9% |
| YTD | -16.6% | -41.33% |
| 1Y | 116.13% | -38.54% |
| 3Y (ann.) | 78.74% | -32.02% |
| 5Y (ann.) | 78.74% | -32.02% |
| Metric | 6876984:manausd:triple_gx:lsma185_80_35 | 6876984:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -74.73% |
| Longest DD Days | 177.0 | 993.0 |
| Avg. Drawdown | -9.97% | -41.83% |
| Avg. Drawdown Days | 30.0 | 499.0 |
| Recovery Factor | 8.14 | -0.87 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-15 | -48.14 | 70 |
| 2024-12-05 | 2025-05-31 | -31.53 | 177 |
| 2024-03-12 | 2024-07-19 | -26.90 | 129 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-02-29 | -19.78 | 109 |
| 2024-10-15 | 2024-11-11 | -17.10 | 27 |
| 2023-01-30 | 2023-06-23 | -13.37 | 144 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| Metric | 6876984:manausd:triple_gx:lsma185_80_35 | 6876984: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 | -40.64% | -38.67% |
| Best Year | 208.38% | 75.19% |
| Worst Year | -37.79% | -62.27% |
| Avg. Up Day | 4.05% | 4.06% |
| Avg. Down Day | -3.14% | -3.61% |
| Avg. Up Week | 11.35% | 14.71% |
| Avg. Down Week | -6.04% | -9.9% |
| Avg. Up Month | 42.27% | 56.46% |
| Avg. Down Month | -9.81% | -23.28% |
| Win Days % | 50.68% | 50.75% |
| Win Month % | 56.52% | 33.33% |
| Win Week % | 56.94% | 41.1% |
| Win Quarter % | 63.64% | 41.67% |
| Win Year % | 50.0% | 25.0% |