| Metric | 6873545:manausd:triple_gx:lsma135_40_30 | 6873545:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 196.91% | -53.62% |
| Max Drawdown | -30.69% | -74.56% |
| Sharpe | 1.51 | -0.05 |
| Sortino | 2.86 | -0.07 |
| Payoff Ratio | 1.32 | 1.02 |
| Profit Factor | 1.5 | 0.99 |
| Common Sense Ratio | 1.8 | 1.0 |
| CPC Index | 1.01 | 0.51 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 12.48 | 3.11 |
| Outlier Loss Ratio | 3.69 | 2.72 |
| Volatility (ann.) | 58.51% | 96.98% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.46 | -0.54 |
| Skew | 3.87 | 0.63 |
| Kurtosis | 45.58 | 8.01 |
| Expected Daily % | 0.2% | -0.14% |
| Expected Monthly % | 5.89% | -3.96% |
| Expected Yearly % | 72.31% | -31.89% |
| Kelly Criterion | 14.22% | 1.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.8% | -8.36% |
| Expected Shortfall (cVaR) | -4.8% | -8.36% |
| Year | 6873545:MANAUSD | 6873545:manausd:triple_gx:lsma135_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 140.51 | 16.01 | + |
| 2025 | -57.36 | 23.45 | -0.41 | + |
| Metric | 6873545:manausd:triple_gx:lsma135_40_30 | 6873545:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | -3.63% | -31.24% |
| 6M | 5.21% | -40.81% |
| YTD | 23.45% | -57.36% |
| 1Y | 120.45% | -43.01% |
| 3Y (ann.) | 106.17% | -39.99% |
| 5Y (ann.) | 106.17% | -39.99% |
| Metric | 6873545:manausd:triple_gx:lsma135_40_30 | 6873545:MANAUSD |
|---|---|---|
| Max Drawdown | -30.69% | -74.56% |
| Longest DD Days | 151.0 | 346.0 |
| Avg. Drawdown | -10.18% | -25.97% |
| Avg. Drawdown Days | 27.0 | 90.0 |
| Recovery Factor | 6.42 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-10-12 | -30.69 | 151 |
| 2025-02-03 | 2025-04-10 | -20.49 | 66 |
| 2025-10-14 | 2025-11-16 | -19.94 | 33 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-23 | 2024-11-10 | -18.97 | 18 |
| 2024-07-22 | 2024-08-10 | -11.64 | 19 |
| 2024-11-16 | 2024-11-22 | -10.19 | 6 |
| 2024-08-11 | 2024-10-22 | -7.46 | 72 |
| 2024-07-16 | 2024-07-21 | -6.49 | 5 |
| 2025-04-15 | 2025-04-19 | -3.39 | 4 |
| Metric | 6873545:manausd:triple_gx:lsma135_40_30 | 6873545:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.66% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -13.16% | -32.27% |
| Best Month | 80.3% | 125.57% |
| Worst Month | -25.46% | -33.88% |
| Best Year | 140.51% | 8.78% |
| Worst Year | 23.45% | -57.36% |
| Avg. Up Day | 3.85% | 3.88% |
| Avg. Down Day | -2.92% | -3.81% |
| Avg. Up Week | 12.23% | 14.02% |
| Avg. Down Week | -4.61% | -9.4% |
| Avg. Up Month | 52.69% | 55.04% |
| Avg. Down Month | -6.58% | -17.46% |
| Win Days % | 51.23% | 50.46% |
| Win Month % | 46.15% | 36.84% |
| Win Week % | 56.1% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 100.0% | 50.0% |