| Metric | 6878430:manausd:triple_gx:lsma85_65_40 | 6878430:MANAUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 101.35% | -72.3% |
| Max Drawdown | -62.16% | -81.06% |
| Sharpe | 0.67 | -0.02 |
| Sortino | 1.11 | -0.03 |
| Payoff Ratio | 1.18 | 1.05 |
| Profit Factor | 1.17 | 1.0 |
| Common Sense Ratio | 1.16 | 0.98 |
| CPC Index | 0.66 | 0.54 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 11.42 | 3.79 |
| Outlier Loss Ratio | 3.47 | 3.0 |
| Volatility (ann.) | 66.55% | 90.53% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.42 | -0.43 |
| Skew | 2.13 | 0.71 |
| Kurtosis | 24.11 | 6.58 |
| Expected Daily % | 0.06% | -0.12% |
| Expected Monthly % | 1.91% | -3.41% |
| Expected Yearly % | 19.12% | -27.45% |
| Kelly Criterion | 4.03% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.61% | -7.8% |
| Expected Shortfall (cVaR) | -5.61% | -7.8% |
| Year | 6878430:MANAUSD | 6878430:manausd:triple_gx:lsma85_65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.89 | -43.62 | 0.62 | + |
| 2023 | 75.19 | 246.34 | 3.28 | + |
| 2024 | -10.51 | 22.34 | -2.13 | + |
| 2025 | -41.33 | -15.72 | 0.38 | + |
| Metric | 6878430:manausd:triple_gx:lsma85_65_40 | 6878430:MANAUSD |
|---|---|---|
| MTD | -1.53% | -13.33% |
| 3M | 15.59% | -7.23% |
| 6M | -12.54% | -55.9% |
| YTD | -15.72% | -41.33% |
| 1Y | -13.88% | -38.54% |
| 3Y (ann.) | 22.33% | -36.81% |
| 5Y (ann.) | 26.11% | -34.66% |
| Metric | 6878430:manausd:triple_gx:lsma85_65_40 | 6878430:MANAUSD |
|---|---|---|
| Max Drawdown | -62.16% | -81.06% |
| Longest DD Days | 267.0 | 1095.0 |
| Avg. Drawdown | -14.64% | -43.47% |
| Avg. Drawdown Days | 56.0 | 549.0 |
| Recovery Factor | 1.63 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2023-01-29 | -62.16 | 173 |
| 2024-03-12 | 2024-12-04 | -57.76 | 267 |
| 2024-12-05 | 2025-05-31 | -44.41 | 177 |
| 2023-03-18 | 2023-10-29 | -34.38 | 225 |
| 2023-11-12 | 2024-02-27 | -19.78 | 107 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2023-01-30 | 2023-03-17 | -7.98 | 46 |
| 2022-05-27 | 2022-05-30 | -5.88 | 3 |
| 2022-08-02 | 2022-08-05 | -5.34 | 3 |
| 2023-10-30 | 2023-11-01 | -4.14 | 2 |
| Metric | 6878430:manausd:triple_gx:lsma85_65_40 | 6878430: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 | 139.07% | 149.98% |
| Worst Month | -39.88% | -38.67% |
| Best Year | 246.34% | 75.19% |
| Worst Year | -43.62% | -69.89% |
| Avg. Up Day | 3.76% | 3.78% |
| Avg. Down Day | -3.2% | -3.58% |
| Avg. Up Week | 13.19% | 14.06% |
| Avg. Down Week | -6.52% | -8.15% |
| Avg. Up Month | 33.46% | 42.11% |
| Avg. Down Month | -10.84% | -16.93% |
| Win Days % | 48.12% | 50.96% |
| Win Month % | 46.88% | 35.14% |
| Win Week % | 43.62% | 40.99% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 50.0% | 25.0% |