| Metric | configs_sql/hl_close/c/manausd/uniq_ | MANAUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 362.93% | -75.5% |
| Max Drawdown | -48.15% | -80.52% |
| Sharpe | 1.25 | -0.12 |
| Sortino | 2.24 | -0.18 |
| Payoff Ratio | 1.32 | 1.0 |
| Profit Factor | 1.35 | 0.98 |
| Common Sense Ratio | 1.67 | 0.95 |
| CPC Index | 0.89 | 0.5 |
| Tail Ratio | 1.23 | 0.96 |
| Outlier Win Ratio | 10.62 | 3.68 |
| Outlier Loss Ratio | 5.6 | 2.79 |
| Volatility (ann.) | 57.31% | 90.1% |
| R^2 | 0.59 | 0.59 |
| Calmar | 1.55 | -0.5 |
| Skew | 3.05 | 0.78 |
| Kurtosis | 37.02 | 7.41 |
| Expected Daily % | 0.15% | -0.14% |
| Expected Monthly % | 4.61% | -4.05% |
| Expected Yearly % | 46.68% | -29.65% |
| Kelly Criterion | 12.13% | 0.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.74% | -7.79% |
| Expected Shortfall (cVaR) | -4.74% | -7.79% |
| Year | MANAUSD | configs_sql/hl_close/c/manausd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.82 | -38.34 | 0.58 | + |
| 2023 | 75.20 | 219.51 | 2.92 | + |
| 2024 | -10.51 | 171.95 | -16.37 | + |
| 2025 | -54.29 | -13.59 | 0.25 | + |
| Metric | configs_sql/hl_close/c/manausd/uniq_ | MANAUSD |
|---|---|---|
| MTD | 0.34% | -12.78% |
| 3M | -13.59% | -61.22% |
| 6M | 78.45% | -27.92% |
| YTD | -13.59% | -54.29% |
| 1Y | 101.62% | -63.93% |
| 3Y (ann.) | 74.76% | -40.09% |
| 5Y (ann.) | 74.76% | -40.09% |
| Metric | configs_sql/hl_close/c/manausd/uniq_ | MANAUSD |
|---|---|---|
| Max Drawdown | -48.15% | -80.52% |
| Longest DD Days | 219.0 | 972.0 |
| Avg. Drawdown | -8.51% | -18.94% |
| Avg. Drawdown Days | 30.0 | 166.0 |
| Recovery Factor | 7.54 | -0.94 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-15 | -48.15 | 70 |
| 2024-12-05 | 2025-04-07 | -28.54 | 123 |
| 2024-03-12 | 2024-10-14 | -23.53 | 216 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-02-29 | -17.83 | 109 |
| 2023-03-18 | 2023-10-23 | -17.05 | 219 |
| 2024-10-19 | 2024-11-10 | -14.96 | 22 |
| 2023-01-21 | 2023-01-29 | -9.50 | 8 |
| 2024-03-03 | 2024-03-07 | -9.40 | 4 |
| 2024-11-17 | 2024-11-22 | -9.28 | 5 |
| Metric | configs_sql/hl_close/c/manausd/uniq_ | MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -19.13% |
| Best Week | 43.46% | 62.06% |
| Worst Week | -28.79% | -29.94% |
| Best Month | 112.56% | 152.69% |
| Worst Month | -41.28% | -38.67% |
| Best Year | 219.51% | 75.2% |
| Worst Year | -38.34% | -65.82% |
| Avg. Up Day | 2.29% | 3.58% |
| Avg. Down Day | -1.74% | -3.57% |
| Avg. Up Week | 8.51% | 12.74% |
| Avg. Down Week | -3.4% | -8.83% |
| Avg. Up Month | 40.01% | 54.42% |
| Avg. Down Month | -8.08% | -21.26% |
| Win Days % | 50.08% | 50.45% |
| Win Month % | 58.82% | 32.35% |
| Win Week % | 51.28% | 39.46% |
| Win Quarter % | 58.33% | 33.33% |
| Win Year % | 50.0% | 25.0% |