| Metric | 6873957:manausd:triple_gx:lsma70_55_30 | 6873957:MANAUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 92.34% | -53.62% |
| Max Drawdown | -42.12% | -74.56% |
| Sharpe | 0.95 | -0.05 |
| Sortino | 1.64 | -0.07 |
| Payoff Ratio | 1.12 | 0.95 |
| Profit Factor | 1.22 | 0.99 |
| Common Sense Ratio | 1.23 | 1.0 |
| CPC Index | 0.7 | 0.48 |
| Tail Ratio | 1.0 | 1.01 |
| Outlier Win Ratio | 8.34 | 3.15 |
| Outlier Loss Ratio | 3.45 | 2.84 |
| Volatility (ann.) | 69.34% | 96.98% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.29 | -0.54 |
| Skew | 2.7 | 0.63 |
| Kurtosis | 26.71 | 8.01 |
| Expected Daily % | 0.12% | -0.14% |
| Expected Monthly % | 3.5% | -3.96% |
| Expected Yearly % | 38.69% | -31.89% |
| Kelly Criterion | 6.77% | -1.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.79% | -8.36% |
| Expected Shortfall (cVaR) | -5.79% | -8.36% |
| Year | 6873957:MANAUSD | 6873957:manausd:triple_gx:lsma70_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 104.73 | 11.93 | + |
| 2025 | -57.36 | -6.05 | 0.11 | + |
| Metric | 6873957:manausd:triple_gx:lsma70_55_30 | 6873957:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | -18.82% | -31.24% |
| 6M | -5.62% | -40.81% |
| YTD | -6.05% | -57.36% |
| 1Y | 103.21% | -43.01% |
| 3Y (ann.) | 54.47% | -39.99% |
| 5Y (ann.) | 54.47% | -39.99% |
| Metric | 6873957:manausd:triple_gx:lsma70_55_30 | 6873957:MANAUSD |
|---|---|---|
| Max Drawdown | -42.12% | -74.56% |
| Longest DD Days | 162.0 | 346.0 |
| Avg. Drawdown | -13.93% | -25.97% |
| Avg. Drawdown Days | 35.0 | 90.0 |
| Recovery Factor | 2.19 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-04-25 | -42.12 | 93 |
| 2024-06-07 | 2024-11-16 | -31.78 | 162 |
| 2025-04-29 | 2025-07-19 | -30.67 | 81 |
| 2025-09-13 | 2025-11-16 | -28.45 | 64 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2025-08-23 | 2025-09-03 | -10.23 | 11 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-05-28 | 2024-06-05 | -5.66 | 8 |
| 2024-12-05 | 2025-01-20 | -4.99 | 46 |
| 2024-05-22 | 2024-05-27 | -4.38 | 5 |
| Metric | 6873957:manausd:triple_gx:lsma70_55_30 | 6873957:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.67% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -29.94% | -32.27% |
| Best Month | 88.13% | 125.57% |
| Worst Month | -27.6% | -33.88% |
| Best Year | 104.73% | 8.78% |
| Worst Year | -6.05% | -57.36% |
| Avg. Up Day | 3.6% | 3.62% |
| Avg. Down Day | -3.2% | -3.82% |
| Avg. Up Week | 11.73% | 12.07% |
| Avg. Down Week | -7.7% | -9.15% |
| Avg. Up Month | 37.54% | 36.25% |
| Avg. Down Month | -11.7% | -16.55% |
| Win Days % | 50.67% | 50.46% |
| Win Month % | 44.44% | 36.84% |
| Win Week % | 53.85% | 40.74% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 50.0% | 50.0% |