| Metric | 6873500:manausd:triple_gx:lsma85_40_30 | 6873500:MANAUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 113.15% | -36.18% |
| Max Drawdown | -27.49% | -73.64% |
| Sharpe | 1.41 | 0.06 |
| Sortino | 2.61 | 0.09 |
| Payoff Ratio | 1.26 | 1.03 |
| Profit Factor | 1.4 | 1.01 |
| Common Sense Ratio | 1.44 | 1.04 |
| CPC Index | 0.89 | 0.54 |
| Tail Ratio | 1.03 | 1.03 |
| Outlier Win Ratio | 9.48 | 3.07 |
| Outlier Loss Ratio | 3.97 | 2.85 |
| Volatility (ann.) | 66.12% | 100.14% |
| R^2 | 0.44 | 0.44 |
| Calmar | 3.89 | -0.48 |
| Skew | 3.62 | 1.1 |
| Kurtosis | 39.28 | 8.43 |
| Expected Daily % | 0.2% | -0.12% |
| Expected Monthly % | 5.99% | -3.4% |
| Expected Yearly % | 46.0% | -20.11% |
| Kelly Criterion | 10.93% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.44% | -8.61% |
| Expected Shortfall (cVaR) | -5.44% | -8.61% |
| Year | 6873500:MANAUSD | 6873500:manausd:triple_gx:lsma85_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 114.16 | 13.01 | + |
| 2025 | -41.33 | -0.47 | 0.01 | + |
| Metric | 6873500:manausd:triple_gx:lsma85_40_30 | 6873500:MANAUSD |
|---|---|---|
| MTD | -25.46% | -13.33% |
| 3M | 0.52% | -7.23% |
| 6M | 25.17% | -55.9% |
| YTD | -0.47% | -41.33% |
| 1Y | 120.26% | -38.54% |
| 3Y (ann.) | 106.88% | -35.04% |
| 5Y (ann.) | 106.88% | -35.04% |
| Metric | 6873500:manausd:triple_gx:lsma85_40_30 | 6873500:MANAUSD |
|---|---|---|
| Max Drawdown | -27.49% | -73.64% |
| Longest DD Days | 92.0 | 177.0 |
| Avg. Drawdown | -9.81% | -25.82% |
| Avg. Drawdown Days | 18.0 | 62.0 |
| Recovery Factor | 4.12 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-05-31 | -27.49 | 17 |
| 2025-02-02 | 2025-04-11 | -21.76 | 68 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-06-07 | 2024-07-19 | -19.15 | 42 |
| 2024-10-23 | 2024-11-10 | -18.97 | 18 |
| 2024-07-22 | 2024-10-22 | -16.38 | 92 |
| 2024-11-16 | 2024-11-22 | -10.19 | 6 |
| 2024-05-28 | 2024-06-04 | -4.43 | 7 |
| 2024-05-22 | 2024-05-27 | -4.38 | 5 |
| 2025-04-15 | 2025-04-19 | -3.39 | 4 |
| Metric | 6873500:manausd:triple_gx:lsma85_40_30 | 6873500:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.66% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -13.16% | -29.94% |
| Best Month | 80.3% | 125.57% |
| Worst Month | -25.46% | -33.88% |
| Best Year | 114.16% | 8.78% |
| Worst Year | -0.47% | -41.33% |
| Avg. Up Day | 3.8% | 3.82% |
| Avg. Down Day | -3.01% | -3.72% |
| Avg. Up Week | 11.68% | 13.74% |
| Avg. Down Week | -6.39% | -8.09% |
| Avg. Up Month | 60.92% | 77.37% |
| Avg. Down Month | -12.8% | -22.18% |
| Win Days % | 50.28% | 51.58% |
| Win Month % | 58.33% | 30.77% |
| Win Week % | 55.88% | 42.11% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |