| Metric | 6873957:manausd:triple_gx:lsma70_55_30 | 6873957:MANAUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 452.94% | -74.19% |
| Max Drawdown | -55.39% | -85.13% |
| Sharpe | 1.02 | 0.06 |
| Sortino | 1.8 | 0.09 |
| Payoff Ratio | 1.2 | 1.05 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.33 | 1.0 |
| CPC Index | 0.77 | 0.54 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 10.14 | 3.62 |
| Outlier Loss Ratio | 3.37 | 3.0 |
| Volatility (ann.) | 71.43% | 95.35% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.13 | -0.38 |
| Skew | 3.15 | 1.11 |
| Kurtosis | 33.61 | 10.88 |
| Expected Daily % | 0.13% | -0.11% |
| Expected Monthly % | 4.06% | -3.1% |
| Expected Yearly % | 53.35% | -28.73% |
| Kelly Criterion | 9.29% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.95% | -8.19% |
| Expected Shortfall (cVaR) | -5.95% | -8.19% |
| Year | 6873957:MANAUSD | 6873957:manausd:triple_gx:lsma70_55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.40 | -21.34 | 0.35 | + |
| 2023 | 75.19 | 173.15 | 2.30 | + |
| 2024 | -10.51 | 173.94 | -16.56 | + |
| 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.) | 77.65% | -23.83% |
| 5Y (ann.) | 62.54% | -31.94% |
| Metric | 6873957:manausd:triple_gx:lsma70_55_30 | 6873957:MANAUSD |
|---|---|---|
| Max Drawdown | -55.39% | -85.13% |
| Longest DD Days | 348.0 | 1280.0 |
| Avg. Drawdown | -16.97% | -46.72% |
| Avg. Drawdown Days | 61.0 | 640.0 |
| Recovery Factor | 8.18 | -0.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-01-15 | -55.39 | 244 |
| 2023-03-18 | 2024-02-29 | -42.31 | 348 |
| 2025-01-22 | 2025-04-25 | -42.12 | 93 |
| 2024-03-12 | 2024-11-16 | -33.34 | 249 |
| 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 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2025-08-23 | 2025-09-03 | -10.23 | 11 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| Metric | 6873957:manausd:triple_gx:lsma70_55_30 | 6873957:MANAUSD |
|---|---|---|
| Best Day | 44.9% | 44.9% |
| Worst Day | -19.13% | -27.24% |
| Best Week | 62.06% | 62.06% |
| Worst Week | -29.94% | -32.27% |
| Best Month | 149.98% | 149.98% |
| Worst Month | -41.11% | -38.67% |
| Best Year | 173.94% | 75.19% |
| Worst Year | -21.34% | -61.4% |
| Avg. Up Day | 3.85% | 3.86% |
| Avg. Down Day | -3.21% | -3.69% |
| Avg. Up Week | 13.75% | 13.83% |
| Avg. Down Week | -6.57% | -8.4% |
| Avg. Up Month | 44.78% | 46.37% |
| Avg. Down Month | -12.51% | -18.7% |
| Win Days % | 50.57% | 50.66% |
| Win Month % | 46.15% | 37.21% |
| Win Week % | 48.18% | 41.18% |
| Win Quarter % | 60.0% | 46.67% |
| Win Year % | 50.0% | 25.0% |