| Metric | 6873503:manausd:triple_gx:lsma90_40_30 | 6873503:MANAUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 391.08% | -74.85% |
| Max Drawdown | -48.33% | -81.06% |
| Sharpe | 1.18 | -0.06 |
| Sortino | 2.07 | -0.09 |
| Payoff Ratio | 1.27 | 1.04 |
| Profit Factor | 1.35 | 0.99 |
| Common Sense Ratio | 1.58 | 0.96 |
| CPC Index | 0.85 | 0.52 |
| Tail Ratio | 1.17 | 0.97 |
| Outlier Win Ratio | 12.78 | 3.55 |
| Outlier Loss Ratio | 3.68 | 2.88 |
| Volatility (ann.) | 58.81% | 90.41% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.45 | -0.45 |
| Skew | 2.78 | 0.71 |
| Kurtosis | 33.51 | 6.65 |
| Expected Daily % | 0.15% | -0.13% |
| Expected Monthly % | 4.4% | -3.66% |
| Expected Yearly % | 48.86% | -29.18% |
| Kelly Criterion | 9.52% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.8% |
| Expected Shortfall (cVaR) | -4.87% | -7.8% |
| Year | 6873503:MANAUSD | 6873503:manausd:triple_gx:lsma90_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.66 | -41.51 | 0.57 | + |
| 2023 | 75.19 | 102.32 | 1.36 | + |
| 2024 | -10.51 | 347.68 | -33.10 | + |
| 2025 | -41.33 | -7.31 | 0.18 | + |
| Metric | 6873503:manausd:triple_gx:lsma90_40_30 | 6873503:MANAUSD |
|---|---|---|
| MTD | -25.46% | -13.33% |
| 3M | 0.52% | -7.23% |
| 6M | 16.57% | -55.9% |
| YTD | -7.31% | -41.33% |
| 1Y | 118.54% | -38.54% |
| 3Y (ann.) | 69.89% | -36.85% |
| 5Y (ann.) | 69.89% | -36.85% |
| Metric | 6873503:manausd:triple_gx:lsma90_40_30 | 6873503:MANAUSD |
|---|---|---|
| Max Drawdown | -48.33% | -81.06% |
| Longest DD Days | 200.0 | 1095.0 |
| Avg. Drawdown | -9.35% | -81.06% |
| Avg. Drawdown Days | 28.0 | 1095.0 |
| Recovery Factor | 8.09 | -0.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-04-17 | -48.33 | 162 |
| 2023-04-18 | 2023-11-04 | -32.60 | 200 |
| 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 |
| 2022-08-06 | 2022-11-04 | -15.57 | 90 |
| 2023-11-12 | 2024-02-26 | -14.23 | 106 |
| 2024-07-22 | 2024-10-12 | -11.64 | 82 |
| Metric | 6873503:manausd:triple_gx:lsma90_40_30 | 6873503: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 | 347.68% | 75.19% |
| Worst Year | -41.51% | -72.66% |
| Avg. Up Day | 3.71% | 3.74% |
| Avg. Down Day | -2.93% | -3.59% |
| Avg. Up Week | 11.99% | 15.21% |
| Avg. Down Week | -5.83% | -7.49% |
| Avg. Up Month | 34.97% | 50.26% |
| Avg. Down Month | -11.73% | -19.92% |
| Win Days % | 49.43% | 50.82% |
| Win Month % | 61.29% | 33.33% |
| Win Week % | 52.87% | 40.62% |
| Win Quarter % | 50.0% | 38.46% |
| Win Year % | 50.0% | 25.0% |