| Metric | 6873500:manausd:triple_gx:lsma85_40_30 | 6873500:MANAUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 382.76% | -72.3% |
| Max Drawdown | -48.33% | -81.06% |
| Sharpe | 1.17 | -0.02 |
| Sortino | 2.05 | -0.03 |
| Payoff Ratio | 1.31 | 1.06 |
| Profit Factor | 1.35 | 1.0 |
| Common Sense Ratio | 1.57 | 0.98 |
| CPC Index | 0.86 | 0.54 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 12.67 | 3.53 |
| Outlier Loss Ratio | 3.75 | 2.87 |
| Volatility (ann.) | 58.77% | 90.53% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.42 | -0.43 |
| Skew | 2.79 | 0.71 |
| Kurtosis | 33.47 | 6.58 |
| Expected Daily % | 0.14% | -0.12% |
| Expected Monthly % | 4.35% | -3.41% |
| Expected Yearly % | 48.23% | -27.45% |
| Kelly Criterion | 9.69% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.8% |
| Expected Shortfall (cVaR) | -4.87% | -7.8% |
| Year | 6873500:MANAUSD | 6873500:manausd:triple_gx:lsma85_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.89 | -37.29 | 0.53 | + |
| 2023 | 75.19 | 98.71 | 1.31 | + |
| 2024 | -10.51 | 289.23 | -27.53 | + |
| 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.) | 68.93% | -36.81% |
| 5Y (ann.) | 68.53% | -34.66% |
| Metric | 6873500:manausd:triple_gx:lsma85_40_30 | 6873500:MANAUSD |
|---|---|---|
| Max Drawdown | -48.33% | -81.06% |
| Longest DD Days | 238.0 | 1095.0 |
| Avg. Drawdown | -11.66% | -43.47% |
| Avg. Drawdown Days | 35.0 | 549.0 |
| Recovery Factor | 7.92 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-03-13 | -48.33 | 127 |
| 2023-03-18 | 2023-11-11 | -36.94 | 238 |
| 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 |
| 2023-11-12 | 2024-02-26 | -14.23 | 106 |
| 2022-08-06 | 2022-10-30 | -12.68 | 85 |
| Metric | 6873500:manausd:triple_gx:lsma85_40_30 | 6873500:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -19.13% |
| Best Week | 41.53% | 62.06% |
| Worst Week | -28.79% | -29.94% |
| Best Month | 80.3% | 149.98% |
| Worst Month | -45.21% | -38.67% |
| Best Year | 289.23% | 75.19% |
| Worst Year | -37.29% | -69.89% |
| Avg. Up Day | 3.73% | 3.75% |
| Avg. Down Day | -2.84% | -3.54% |
| Avg. Up Week | 12.08% | 14.87% |
| Avg. Down Week | -5.75% | -7.68% |
| Avg. Up Month | 34.83% | 50.73% |
| Avg. Down Month | -12.41% | -18.52% |
| Win Days % | 48.75% | 50.96% |
| Win Month % | 61.29% | 35.14% |
| Win Week % | 50.55% | 40.99% |
| Win Quarter % | 58.33% | 38.46% |
| Win Year % | 50.0% | 25.0% |