| Metric | 6874246:manausd:triple_gx:lsma70_65_30 | 6874246:MANAUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 344.14% | -64.49% |
| Max Drawdown | -59.78% | -84.59% |
| Sharpe | 1.0 | 0.11 |
| Sortino | 1.78 | 0.17 |
| Payoff Ratio | 1.2 | 1.03 |
| Profit Factor | 1.26 | 1.02 |
| Common Sense Ratio | 1.45 | 1.0 |
| CPC Index | 0.77 | 0.54 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 9.98 | 3.85 |
| Outlier Loss Ratio | 3.42 | 3.03 |
| Volatility (ann.) | 74.62% | 96.21% |
| R^2 | 0.61 | 0.61 |
| Calmar | 1.05 | -0.34 |
| Skew | 3.12 | 1.35 |
| Kurtosis | 32.21 | 11.38 |
| Expected Daily % | 0.13% | -0.09% |
| Expected Monthly % | 4.11% | -2.76% |
| Expected Yearly % | 45.17% | -22.81% |
| Kelly Criterion | 9.62% | 3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.22% | -8.25% |
| Expected Shortfall (cVaR) | -6.22% | -8.25% |
| Year | 6874246:MANAUSD | 6874246:manausd:triple_gx:lsma70_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.40 | -29.10 | 0.47 | + |
| 2023 | 75.19 | 152.28 | 2.03 | + |
| 2024 | -10.51 | 202.55 | -19.28 | + |
| 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.) | 50.1% | -36.81% |
| 5Y (ann.) | 62.85% | -28.73% |
| Metric | 6874246:manausd:triple_gx:lsma70_65_30 | 6874246:MANAUSD |
|---|---|---|
| Max Drawdown | -59.78% | -84.59% |
| Longest DD Days | 249.0 | 1111.0 |
| Avg. Drawdown | -22.41% | -46.45% |
| Avg. Drawdown Days | 73.0 | 556.0 |
| Recovery Factor | 5.76 | -0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-01-20 | -59.78 | 249 |
| 2025-01-22 | 2025-04-28 | -43.94 | 96 |
| 2023-03-18 | 2023-11-11 | -39.21 | 238 |
| 2024-06-07 | 2024-11-16 | -31.78 | 162 |
| 2023-11-12 | 2024-02-29 | -29.83 | 109 |
| 2024-03-12 | 2024-06-06 | -26.90 | 86 |
| 2025-04-29 | 2025-05-31 | -24.55 | 32 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| Metric | 6874246:manausd:triple_gx:lsma70_65_30 | 6874246:MANAUSD |
|---|---|---|
| Best Day | 44.9% | 44.9% |
| Worst Day | -19.13% | -19.13% |
| Best Week | 62.06% | 62.06% |
| Worst Week | -29.94% | -29.94% |
| Best Month | 149.98% | 149.98% |
| Worst Month | -41.62% | -38.67% |
| Best Year | 202.55% | 75.19% |
| Worst Year | -29.1% | -61.4% |
| Avg. Up Day | 3.81% | 3.82% |
| Avg. Down Day | -3.17% | -3.71% |
| Avg. Up Week | 13.01% | 13.23% |
| Avg. Down Week | -6.53% | -8.41% |
| Avg. Up Month | 39.35% | 46.39% |
| Avg. Down Month | -13.39% | -19.07% |
| Win Days % | 50.7% | 51.08% |
| Win Month % | 54.29% | 35.14% |
| Win Week % | 49.53% | 41.72% |
| Win Quarter % | 53.85% | 46.15% |
| Win Year % | 50.0% | 25.0% |