| Metric | 6878571:manausd:triple_gx:lsma85_70_40 | 6878571:MANAUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 208.2% | -72.3% |
| Max Drawdown | -58.32% | -81.06% |
| Sharpe | 0.88 | -0.02 |
| Sortino | 1.47 | -0.03 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.23 | 1.0 |
| Common Sense Ratio | 1.27 | 0.98 |
| CPC Index | 0.71 | 0.55 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 10.99 | 3.79 |
| Outlier Loss Ratio | 3.48 | 3.0 |
| Volatility (ann.) | 66.83% | 90.53% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.78 | -0.43 |
| Skew | 2.11 | 0.71 |
| Kurtosis | 23.57 | 6.58 |
| Expected Daily % | 0.1% | -0.12% |
| Expected Monthly % | 3.09% | -3.41% |
| Expected Yearly % | 32.5% | -27.45% |
| Kelly Criterion | 5.83% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -7.8% |
| Expected Shortfall (cVaR) | -5.59% | -7.8% |
| Year | 6878571:MANAUSD | 6878571:manausd:triple_gx:lsma85_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.89 | -38.92 | 0.56 | + |
| 2023 | 75.19 | 224.58 | 2.99 | + |
| 2024 | -10.51 | 50.74 | -4.83 | + |
| 2025 | -41.33 | 3.14 | -0.08 | + |
| Metric | 6878571:manausd:triple_gx:lsma85_70_40 | 6878571:MANAUSD |
|---|---|---|
| MTD | -2.36% | -13.33% |
| 3M | 35.27% | -7.23% |
| 6M | 7.02% | -55.9% |
| YTD | 3.14% | -41.33% |
| 1Y | 20.26% | -38.54% |
| 3Y (ann.) | 40.96% | -36.81% |
| 5Y (ann.) | 45.23% | -34.66% |
| Metric | 6878571:manausd:triple_gx:lsma85_70_40 | 6878571:MANAUSD |
|---|---|---|
| Max Drawdown | -58.32% | -81.06% |
| Longest DD Days | 257.0 | 1095.0 |
| Avg. Drawdown | -14.22% | -43.47% |
| Avg. Drawdown Days | 51.0 | 549.0 |
| Recovery Factor | 3.57 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2023-01-15 | -58.32 | 159 |
| 2024-03-12 | 2024-11-24 | -47.95 | 257 |
| 2024-12-05 | 2025-05-31 | -41.87 | 177 |
| 2023-03-18 | 2023-11-02 | -37.14 | 229 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-02-28 | -19.78 | 108 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2023-01-21 | 2023-01-29 | -9.50 | 8 |
| 2023-01-17 | 2023-01-20 | -9.11 | 3 |
| 2023-01-30 | 2023-03-17 | -7.98 | 46 |
| Metric | 6878571:manausd:triple_gx:lsma85_70_40 | 6878571: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 | -40.64% | -38.67% |
| Best Year | 224.58% | 75.19% |
| Worst Year | -38.92% | -69.89% |
| Avg. Up Day | 3.81% | 3.82% |
| Avg. Down Day | -3.21% | -3.51% |
| Avg. Up Week | 13.38% | 13.88% |
| Avg. Down Week | -6.2% | -8.27% |
| Avg. Up Month | 35.7% | 42.11% |
| Avg. Down Month | -9.48% | -16.93% |
| Win Days % | 48.92% | 50.96% |
| Win Month % | 46.88% | 35.14% |
| Win Week % | 43.16% | 40.99% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 75.0% | 25.0% |