| Metric | 6874246:manausd:triple_gx:lsma70_65_30 | 6874246:MANAUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 67.37% | -36.18% |
| Max Drawdown | -43.94% | -73.64% |
| Sharpe | 1.01 | 0.06 |
| Sortino | 1.79 | 0.09 |
| Payoff Ratio | 1.19 | 0.97 |
| Profit Factor | 1.24 | 1.01 |
| Common Sense Ratio | 1.37 | 1.04 |
| CPC Index | 0.74 | 0.5 |
| Tail Ratio | 1.11 | 1.03 |
| Outlier Win Ratio | 7.83 | 3.23 |
| Outlier Loss Ratio | 3.64 | 2.92 |
| Volatility (ann.) | 75.27% | 100.14% |
| R^2 | 0.57 | 0.57 |
| Calmar | 1.46 | -0.48 |
| Skew | 2.94 | 1.1 |
| Kurtosis | 27.17 | 8.43 |
| Expected Daily % | 0.14% | -0.12% |
| Expected Monthly % | 4.04% | -3.4% |
| Expected Yearly % | 29.37% | -20.11% |
| Kelly Criterion | 8.68% | 1.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.27% | -8.61% |
| Expected Shortfall (cVaR) | -6.27% | -8.61% |
| Year | 6874246:MANAUSD | 6874246:manausd:triple_gx:lsma70_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 103.94 | 11.84 | + |
| 2025 | -41.33 | -17.93 | 0.43 | + |
| Metric | 6874246:manausd:triple_gx:lsma70_65_30 | 6874246:MANAUSD |
|---|---|---|
| MTD | -21.22% | -13.33% |
| 3M | 15.84% | -7.23% |
| 6M | -2.05% | -55.9% |
| YTD | -17.93% | -41.33% |
| 1Y | 58.28% | -38.54% |
| 3Y (ann.) | 64.0% | -35.04% |
| 5Y (ann.) | 64.0% | -35.04% |
| Metric | 6874246:manausd:triple_gx:lsma70_65_30 | 6874246:MANAUSD |
|---|---|---|
| Max Drawdown | -43.94% | -73.64% |
| Longest DD Days | 162.0 | 177.0 |
| Avg. Drawdown | -16.2% | -25.82% |
| Avg. Drawdown Days | 41.0 | 62.0 |
| Recovery Factor | 1.53 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-04-28 | -43.94 | 96 |
| 2024-06-07 | 2024-11-16 | -31.78 | 162 |
| 2025-04-29 | 2025-05-31 | -24.55 | 32 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-05-28 | 2024-06-05 | -5.66 | 8 |
| 2024-12-05 | 2025-01-21 | -5.44 | 47 |
| 2024-05-22 | 2024-05-27 | -4.38 | 5 |
| 2024-05-19 | 2024-05-20 | -0.18 | 1 |
| Metric | 6874246:manausd:triple_gx:lsma70_65_30 | 6874246:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -13.67% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -29.94% | -29.94% |
| Best Month | 83.16% | 125.57% |
| Worst Month | -26.78% | -33.88% |
| Best Year | 103.94% | 8.78% |
| Worst Year | -17.93% | -41.33% |
| Avg. Up Day | 3.75% | 3.76% |
| Avg. Down Day | -3.16% | -3.89% |
| Avg. Up Week | 12.73% | 12.7% |
| Avg. Down Week | -6.81% | -8.47% |
| Avg. Up Month | 36.62% | 42.72% |
| Avg. Down Month | -12.04% | -15.84% |
| Win Days % | 50.46% | 51.58% |
| Win Month % | 46.15% | 30.77% |
| Win Week % | 50.0% | 42.11% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |