| Metric | 6873516:manausd:triple_gx:lsma95_40_30 | 6873516:MANAUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 91.32% | -36.18% |
| Max Drawdown | -27.49% | -73.64% |
| Sharpe | 1.25 | 0.06 |
| Sortino | 2.31 | 0.09 |
| Payoff Ratio | 1.25 | 1.06 |
| Profit Factor | 1.35 | 1.01 |
| Common Sense Ratio | 1.54 | 1.04 |
| CPC Index | 0.84 | 0.55 |
| Tail Ratio | 1.14 | 1.03 |
| Outlier Win Ratio | 9.93 | 3.07 |
| Outlier Loss Ratio | 3.92 | 2.85 |
| Volatility (ann.) | 65.89% | 100.14% |
| R^2 | 0.44 | 0.44 |
| Calmar | 3.15 | -0.48 |
| Skew | 3.68 | 1.1 |
| Kurtosis | 40.0 | 8.43 |
| Expected Daily % | 0.17% | -0.12% |
| Expected Monthly % | 5.12% | -3.4% |
| Expected Yearly % | 38.32% | -20.11% |
| Kelly Criterion | 8.99% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -8.61% |
| Expected Shortfall (cVaR) | -5.45% | -8.61% |
| Year | 6873516:MANAUSD | 6873516:manausd:triple_gx:lsma95_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 106.40 | 12.12 | + |
| 2025 | -41.33 | -7.31 | 0.18 | + |
| Metric | 6873516:manausd:triple_gx:lsma95_40_30 | 6873516:MANAUSD |
|---|---|---|
| MTD | -25.46% | -13.33% |
| 3M | 0.52% | -7.23% |
| 6M | 16.57% | -55.9% |
| YTD | -7.31% | -41.33% |
| 1Y | 98.84% | -38.54% |
| 3Y (ann.) | 86.48% | -35.04% |
| 5Y (ann.) | 86.48% | -35.04% |
| Metric | 6873516:manausd:triple_gx:lsma95_40_30 | 6873516:MANAUSD |
|---|---|---|
| Max Drawdown | -27.49% | -73.64% |
| Longest DD Days | 75.0 | 177.0 |
| Avg. Drawdown | -10.34% | -25.82% |
| Avg. Drawdown Days | 19.0 | 62.0 |
| Recovery Factor | 3.32 | -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 | 2024-07-21 | -19.15 | 44 |
| 2024-10-23 | 2024-11-10 | -18.97 | 18 |
| 2024-07-22 | 2024-10-05 | -11.64 | 75 |
| 2024-11-16 | 2024-11-22 | -10.19 | 6 |
| 2024-10-07 | 2024-10-12 | -5.82 | 5 |
| 2024-05-27 | 2024-06-04 | -4.60 | 8 |
| 2025-04-15 | 2025-04-19 | -3.39 | 4 |
| Metric | 6873516:manausd:triple_gx:lsma95_40_30 | 6873516: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 | 106.4% | 8.78% |
| Worst Year | -7.31% | -41.33% |
| Avg. Up Day | 3.87% | 3.89% |
| Avg. Down Day | -3.09% | -3.67% |
| Avg. Up Week | 10.21% | 13.67% |
| Avg. Down Week | -6.2% | -8.09% |
| Avg. Up Month | 40.98% | 55.65% |
| Avg. Down Month | -10.69% | -18.67% |
| Win Days % | 49.42% | 51.58% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 57.58% | 42.11% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |