| Metric | 6873545:manausd:triple_gx:lsma135_40_30 | 6873545:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 555.93% | -76.52% |
| Max Drawdown | -48.33% | -81.69% |
| Sharpe | 1.3 | -0.04 |
| Sortino | 2.27 | -0.05 |
| Payoff Ratio | 1.32 | 1.03 |
| Profit Factor | 1.41 | 0.99 |
| Common Sense Ratio | 1.65 | 0.98 |
| CPC Index | 0.92 | 0.51 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 14.15 | 3.51 |
| Outlier Loss Ratio | 3.64 | 2.81 |
| Volatility (ann.) | 54.44% | 89.76% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.56 | -0.43 |
| Skew | 2.57 | 0.54 |
| Kurtosis | 33.64 | 6.99 |
| Expected Daily % | 0.15% | -0.12% |
| Expected Monthly % | 4.69% | -3.47% |
| Expected Yearly % | 60.03% | -30.39% |
| Kelly Criterion | 11.3% | 2.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.49% | -7.74% |
| Expected Shortfall (cVaR) | -4.49% | -7.74% |
| Year | 6873545:MANAUSD | 6873545:manausd:triple_gx:lsma135_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.88 | -44.18 | 0.68 | + |
| 2023 | 75.19 | 90.23 | 1.20 | + |
| 2024 | -10.51 | 400.34 | -38.11 | + |
| 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.) | 112.57% | -23.83% |
| 5Y (ann.) | 75.54% | -35.18% |
| Metric | 6873545:manausd:triple_gx:lsma135_40_30 | 6873545:MANAUSD |
|---|---|---|
| Max Drawdown | -48.33% | -81.69% |
| Longest DD Days | 361.0 | 1195.0 |
| Avg. Drawdown | -9.23% | -18.02% |
| Avg. Drawdown Days | 34.0 | 202.0 |
| Recovery Factor | 11.5 | -0.94 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-11-02 | -48.33 | 361 |
| 2025-05-14 | 2025-10-12 | -30.69 | 151 |
| 2023-11-12 | 2024-02-29 | -21.28 | 109 |
| 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 |
| 2022-09-05 | 2022-10-30 | -11.96 | 55 |
| 2024-07-22 | 2024-08-10 | -11.64 | 19 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6873545:manausd:triple_gx:lsma135_40_30 | 6873545:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -27.24% |
| Best Week | 41.53% | 62.06% |
| Worst Week | -28.79% | -32.27% |
| Best Month | 80.3% | 149.98% |
| Worst Month | -45.21% | -38.67% |
| Best Year | 400.34% | 75.19% |
| Worst Year | -44.18% | -64.88% |
| Avg. Up Day | 3.73% | 3.75% |
| Avg. Down Day | -2.83% | -3.65% |
| Avg. Up Week | 12.13% | 13.91% |
| Avg. Down Week | -4.9% | -8.08% |
| Avg. Up Month | 35.23% | 50.7% |
| Avg. Down Month | -8.82% | -19.27% |
| Win Days % | 49.55% | 50.33% |
| Win Month % | 56.25% | 36.59% |
| Win Week % | 50.54% | 40.68% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 75.0% | 25.0% |