| Metric | 6880328:manausd:triple_gx:lsma230_65_45 | 6880328:MANAUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 63.28% | -36.18% |
| Max Drawdown | -27.29% | -73.64% |
| Sharpe | 1.01 | 0.06 |
| Sortino | 1.93 | 0.09 |
| Payoff Ratio | 1.35 | 1.12 |
| Profit Factor | 1.39 | 1.01 |
| Common Sense Ratio | 1.42 | 1.04 |
| CPC Index | 0.88 | 0.58 |
| Tail Ratio | 1.02 | 1.03 |
| Outlier Win Ratio | 15.54 | 3.39 |
| Outlier Loss Ratio | 3.52 | 2.79 |
| Volatility (ann.) | 67.27% | 100.14% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.2 | -0.48 |
| Skew | 4.13 | 1.1 |
| Kurtosis | 45.48 | 8.43 |
| Expected Daily % | 0.13% | -0.12% |
| Expected Monthly % | 3.84% | -3.4% |
| Expected Yearly % | 27.78% | -20.11% |
| Kelly Criterion | 7.53% | 8.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.61% | -8.61% |
| Expected Shortfall (cVaR) | -5.61% | -8.61% |
| Year | 6880328:MANAUSD | 6880328:manausd:triple_gx:lsma230_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 80.11 | 9.13 | + |
| 2025 | -41.33 | -9.35 | 0.23 | + |
| Metric | 6880328:manausd:triple_gx:lsma230_65_45 | 6880328:MANAUSD |
|---|---|---|
| MTD | -11.21% | -13.33% |
| 3M | -11.21% | -7.23% |
| 6M | -7.93% | -55.9% |
| YTD | -9.35% | -41.33% |
| 1Y | 63.28% | -38.54% |
| 3Y (ann.) | 60.15% | -35.04% |
| 5Y (ann.) | 60.15% | -35.04% |
| Metric | 6880328:manausd:triple_gx:lsma230_65_45 | 6880328:MANAUSD |
|---|---|---|
| Max Drawdown | -27.29% | -73.64% |
| Longest DD Days | 177.0 | 177.0 |
| Avg. Drawdown | -14.8% | -25.82% |
| Avg. Drawdown Days | 42.0 | 62.0 |
| Recovery Factor | 2.32 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -27.29 | 177 |
| 2024-10-19 | 2024-11-16 | -21.71 | 28 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-09-02 | 2024-10-18 | -12.60 | 46 |
| 2024-07-23 | 2024-08-21 | -11.96 | 29 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-07-07 | 2024-07-08 | -0.18 | 1 |
| Metric | 6880328:manausd:triple_gx:lsma230_65_45 | 6880328:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -16.82% | -29.94% |
| Best Month | 95.02% | 125.57% |
| Worst Month | -11.21% | -33.88% |
| Best Year | 80.11% | 8.78% |
| Worst Year | -9.35% | -41.33% |
| Avg. Up Day | 4.77% | 4.82% |
| Avg. Down Day | -3.54% | -4.3% |
| Avg. Up Week | 10.88% | 15.36% |
| Avg. Down Week | -6.48% | -12.61% |
| Avg. Up Month | 95.02% | 125.57% |
| Avg. Down Month | -8.26% | -15.44% |
| Win Days % | 46.9% | 51.58% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 56.0% | 42.11% |
| Win Quarter % | 75.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |