| Metric | 6876026:manausd:triple_gx:lsma80_50_35 | 6876026:MANAUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 546.51% | -81.8% |
| Max Drawdown | -48.14% | -81.95% |
| Sharpe | 1.16 | -0.09 |
| Sortino | 1.86 | -0.13 |
| Payoff Ratio | 1.23 | 1.07 |
| Profit Factor | 1.31 | 0.99 |
| Common Sense Ratio | 1.44 | 0.97 |
| CPC Index | 0.82 | 0.53 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 11.22 | 3.64 |
| Outlier Loss Ratio | 3.45 | 2.91 |
| Volatility (ann.) | 62.99% | 90.35% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.47 | -0.47 |
| Skew | 1.37 | 0.5 |
| Kurtosis | 24.51 | 6.51 |
| Expected Daily % | 0.15% | -0.13% |
| Expected Monthly % | 4.44% | -3.89% |
| Expected Yearly % | 59.46% | -34.69% |
| Kelly Criterion | 10.31% | 4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.8% |
| Expected Shortfall (cVaR) | -5.22% | -7.8% |
| Year | 6876026:MANAUSD | 6876026:manausd:triple_gx:lsma80_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.78 | -38.60 | 0.53 | + |
| 2023 | 75.19 | 159.56 | 2.12 | + |
| 2024 | -10.51 | 269.69 | -25.67 | + |
| 2025 | -57.36 | 9.73 | -0.17 | + |
| Metric | 6876026:manausd:triple_gx:lsma80_50_35 | 6876026:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | -13.2% | -31.24% |
| 6M | 4.88% | -40.81% |
| YTD | 9.73% | -57.36% |
| 1Y | 132.82% | -43.01% |
| 3Y (ann.) | 108.54% | -23.83% |
| 5Y (ann.) | 70.63% | -38.6% |
| Metric | 6876026:manausd:triple_gx:lsma80_50_35 | 6876026:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -81.95% |
| Longest DD Days | 220.0 | 1273.0 |
| Avg. Drawdown | -13.5% | -81.95% |
| Avg. Drawdown Days | 41.0 | 1273.0 |
| Recovery Factor | 11.35 | -1.0 |
| Ulcer Index | 1.06 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-20 | -48.14 | 75 |
| 2024-12-05 | 2025-04-21 | -37.59 | 137 |
| 2025-10-07 | 2025-11-16 | -33.44 | 40 |
| 2024-03-12 | 2024-10-18 | -32.62 | 220 |
| 2025-04-26 | 2025-07-19 | -29.58 | 84 |
| 2023-06-07 | 2023-11-02 | -27.85 | 148 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2022-05-23 | 2022-10-28 | -19.42 | 158 |
| 2023-11-12 | 2024-02-29 | -18.68 | 109 |
| 2024-10-19 | 2024-11-09 | -15.60 | 21 |
| Metric | 6876026:manausd:triple_gx:lsma80_50_35 | 6876026:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -27.24% | -27.24% |
| Best Week | 41.53% | 62.06% |
| Worst Week | -31.54% | -32.27% |
| Best Month | 137.7% | 149.98% |
| Worst Month | -41.62% | -38.67% |
| Best Year | 269.69% | 75.19% |
| Worst Year | -38.6% | -72.78% |
| Avg. Up Day | 3.74% | 3.75% |
| Avg. Down Day | -3.02% | -3.51% |
| Avg. Up Week | 12.81% | 14.3% |
| Avg. Down Week | -6.22% | -9.03% |
| Avg. Up Month | 38.85% | 41.66% |
| Avg. Down Month | -14.03% | -19.2% |
| Win Days % | 50.44% | 50.59% |
| Win Month % | 61.11% | 34.88% |
| Win Week % | 51.38% | 40.54% |
| Win Quarter % | 53.33% | 40.0% |
| Win Year % | 75.0% | 25.0% |