| Metric | manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | MANAUSD |
|---|---|---|
| Time in Market | 50.0% | 97.0% |
| Cumulative Return | 61.33% | -33.57% |
| Max Drawdown | -30.7% | -68.09% |
| Sharpe | 0.06 | 0.04 |
| Sortino | 0.08 | 0.06 |
| Payoff Ratio | 0.0 | 0.67 |
| Profit Factor | 1.79 | 1.01 |
| Common Sense Ratio | inf | 0.95 |
| CPC Index | 0.0 | 0.35 |
| Tail Ratio | inf | 0.94 |
| Outlier Win Ratio | 308.66 | 1.89 |
| Outlier Loss Ratio | 0.17 | 1.85 |
| Volatility (ann.) | 2.57% | 10.02% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.38 | -0.67 |
| Skew | -72.12 | 4.19 |
| Kurtosis | 22646.37 | 548.49 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 5.46% | -4.44% |
| Expected Yearly % | 61.33% | -33.57% |
| Kelly Criterion | 62.64% | -19.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -0.86% |
| Expected Shortfall (cVaR) | -0.22% | -0.86% |
| Year | MANAUSD | manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -33.57 | 61.33 | -1.83 | + |
| Metric | manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | MANAUSD |
|---|---|---|
| MTD | 0.0% | 7.31% |
| 3M | 19.76% | 9.37% |
| 6M | 35.14% | 11.7% |
| YTD | 61.33% | -33.57% |
| 1Y | 61.33% | -33.57% |
| 3Y (ann.) | 103.92% | -45.63% |
| 5Y (ann.) | 103.92% | -45.63% |
| Metric | manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | MANAUSD |
|---|---|---|
| Max Drawdown | -30.7% | -68.09% |
| Longest DD Days | 39.0 | 240.0 |
| Avg. Drawdown | -6.11% | -1.78% |
| Avg. Drawdown Days | 14.0 | 3.0 |
| Recovery Factor | 2.0 | -0.49 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-02-09 | -30.70 | 33 |
| 2025-03-07 | 2025-04-10 | -10.70 | 33 |
| 2025-08-07 | 2025-08-31 | -10.51 | 23 |
| 2025-05-30 | 2025-07-08 | -8.48 | 39 |
| 2025-02-24 | 2025-03-02 | -0.14 | 6 |
| 2025-04-21 | 2025-04-21 | -0.13 | 0 |
| 2025-05-04 | 2025-05-05 | -0.12 | 0 |
| 2025-05-15 | 2025-05-16 | -0.11 | 0 |
| 2025-07-17 | 2025-07-18 | -0.11 | 0 |
| 2025-07-27 | 2025-07-28 | -0.10 | 1 |
| Metric | manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | MANAUSD |
|---|---|---|
| Best Day | 12.08% | 26.94% |
| Worst Day | -30.46% | -21.41% |
| Best Week | 10.81% | 20.53% |
| Worst Week | -18.55% | -29.94% |
| Best Month | 21.56% | 29.17% |
| Worst Month | -7.63% | -33.88% |
| Best Year | 61.33% | -33.57% |
| Worst Year | 61.33% | -33.57% |
| Avg. Up Day | 0.0% | 0.19% |
| Avg. Down Day | -2.48% | -0.28% |
| Avg. Up Week | 5.42% | 10.71% |
| Avg. Down Week | -3.19% | -6.87% |
| Avg. Up Month | 8.11% | 12.45% |
| Avg. Down Month | -4.89% | -8.49% |
| Win Days % | 99.94% | 51.83% |
| Win Month % | 77.78% | 44.44% |
| Win Week % | 79.41% | 36.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 0.0% |