| Metric | configs_sql/hl_close/c/manausd/uniq_fwd_ | MANAUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 97.34% | -50.28% |
| Max Drawdown | -28.54% | -72.93% |
| Sharpe | 1.44 | -0.26 |
| Sortino | 3.01 | -0.39 |
| Payoff Ratio | 1.51 | 0.98 |
| Profit Factor | 1.44 | 0.96 |
| Common Sense Ratio | 1.92 | 0.93 |
| CPC Index | 1.03 | 0.48 |
| Tail Ratio | 1.33 | 0.97 |
| Outlier Win Ratio | 9.22 | 3.45 |
| Outlier Loss Ratio | 6.68 | 2.8 |
| Volatility (ann.) | 66.57% | 102.75% |
| R^2 | 0.6 | 0.6 |
| Calmar | 4.0 | -0.74 |
| Skew | 4.65 | 1.19 |
| Kurtosis | 47.7 | 8.92 |
| Expected Daily % | 0.21% | -0.21% |
| Expected Monthly % | 5.83% | -5.66% |
| Expected Yearly % | 40.48% | -29.49% |
| Kelly Criterion | 12.82% | 1.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.47% | -8.92% |
| Expected Shortfall (cVaR) | -5.47% | -8.92% |
| Year | MANAUSD | configs_sql/hl_close/c/manausd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 128.39 | 14.63 | + |
| 2025 | -54.29 | -13.59 | 0.25 | + |
| Metric | configs_sql/hl_close/c/manausd/uniq_fwd_ | MANAUSD |
|---|---|---|
| MTD | 0.34% | -12.78% |
| 3M | -13.59% | -61.22% |
| 6M | 78.45% | -27.92% |
| YTD | -13.59% | -54.29% |
| 1Y | 97.34% | -50.28% |
| 3Y (ann.) | 114.06% | -54.27% |
| 5Y (ann.) | 114.06% | -54.27% |
| Metric | configs_sql/hl_close/c/manausd/uniq_fwd_ | MANAUSD |
|---|---|---|
| Max Drawdown | -28.54% | -72.93% |
| Longest DD Days | 123.0 | 169.0 |
| Avg. Drawdown | -7.38% | -25.7% |
| Avg. Drawdown Days | 19.0 | 52.0 |
| Recovery Factor | 3.41 | -0.69 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-07 | -28.54 | 123 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-19 | 2024-11-10 | -14.96 | 22 |
| 2024-06-07 | 2024-07-15 | -10.82 | 38 |
| 2024-11-17 | 2024-11-22 | -9.28 | 5 |
| 2024-08-11 | 2024-10-14 | -7.78 | 64 |
| 2024-07-22 | 2024-08-06 | -7.14 | 15 |
| 2024-11-12 | 2024-11-16 | -6.92 | 4 |
| 2024-08-07 | 2024-08-08 | -3.47 | 1 |
| 2024-10-15 | 2024-10-18 | -3.15 | 3 |
| Metric | configs_sql/hl_close/c/manausd/uniq_fwd_ | MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.66% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -14.52% | -29.94% |
| Best Month | 107.87% | 125.56% |
| Worst Month | -11.61% | -33.89% |
| Best Year | 128.39% | 8.78% |
| Worst Year | -13.59% | -54.29% |
| Avg. Up Day | 2.61% | 3.98% |
| Avg. Down Day | -1.73% | -4.05% |
| Avg. Up Week | 10.38% | 14.74% |
| Avg. Down Week | -3.11% | -10.08% |
| Avg. Up Month | 107.87% | 125.56% |
| Avg. Down Month | -5.43% | -19.81% |
| Win Days % | 47.58% | 50.92% |
| Win Month % | 50.0% | 25.0% |
| Win Week % | 48.78% | 38.78% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |