| Metric | 6873516:manausd:triple_gx:lsma95_40_30 | 6873516:MANAUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 350.31% | -71.99% |
| Max Drawdown | -48.33% | -81.03% |
| Sharpe | 1.14 | -0.03 |
| Sortino | 2.0 | -0.04 |
| Payoff Ratio | 1.29 | 1.06 |
| Profit Factor | 1.34 | 1.0 |
| Common Sense Ratio | 1.55 | 0.97 |
| CPC Index | 0.84 | 0.54 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 12.88 | 3.56 |
| Outlier Loss Ratio | 3.65 | 2.84 |
| Volatility (ann.) | 58.84% | 90.33% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.35 | -0.43 |
| Skew | 2.82 | 0.72 |
| Kurtosis | 33.6 | 6.7 |
| Expected Daily % | 0.14% | -0.12% |
| Expected Monthly % | 4.27% | -3.47% |
| Expected Yearly % | 45.67% | -27.25% |
| Kelly Criterion | 8.96% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.88% | -7.78% |
| Expected Shortfall (cVaR) | -4.88% | -7.78% |
| Year | 6873516:MANAUSD | 6873516:manausd:triple_gx:lsma95_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.55 | -35.56 | 0.51 | + |
| 2023 | 75.19 | 95.19 | 1.27 | + |
| 2024 | -10.51 | 286.22 | -27.25 | + |
| 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.) | 65.44% | -34.67% |
| 5Y (ann.) | 65.44% | -34.67% |
| Metric | 6873516:manausd:triple_gx:lsma95_40_30 | 6873516:MANAUSD |
|---|---|---|
| Max Drawdown | -48.33% | -81.03% |
| Longest DD Days | 365.0 | 1026.0 |
| Avg. Drawdown | -9.71% | -35.68% |
| Avg. Drawdown Days | 33.0 | 362.0 |
| Recovery Factor | 7.25 | -0.89 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-11-06 | -48.33 | 365 |
| 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 |
| 2022-08-06 | 2022-11-05 | -15.57 | 91 |
| 2023-11-12 | 2024-02-26 | -14.23 | 106 |
| 2024-07-22 | 2024-10-05 | -11.64 | 75 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6873516:manausd:triple_gx:lsma95_40_30 | 6873516: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 | 286.22% | 75.19% |
| Worst Year | -35.56% | -69.55% |
| Avg. Up Day | 3.76% | 3.78% |
| Avg. Down Day | -2.92% | -3.56% |
| Avg. Up Week | 11.23% | 14.99% |
| Avg. Down Week | -5.85% | -7.74% |
| Avg. Up Month | 32.37% | 46.45% |
| Avg. Down Month | -10.38% | -17.51% |
| Win Days % | 48.72% | 50.87% |
| Win Month % | 56.25% | 33.33% |
| Win Week % | 53.41% | 40.88% |
| Win Quarter % | 66.67% | 38.46% |
| Win Year % | 50.0% | 25.0% |