| Metric | 6876175:manausd:triple_gx:lsma70_55_35 | 6876175:MANAUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 165.91% | -53.62% |
| Max Drawdown | -44.95% | -74.56% |
| Sharpe | 1.27 | -0.05 |
| Sortino | 2.2 | -0.07 |
| Payoff Ratio | 1.24 | 0.99 |
| Profit Factor | 1.33 | 0.99 |
| Common Sense Ratio | 1.39 | 1.0 |
| CPC Index | 0.82 | 0.5 |
| Tail Ratio | 1.05 | 1.01 |
| Outlier Win Ratio | 8.52 | 3.19 |
| Outlier Loss Ratio | 3.75 | 2.83 |
| Volatility (ann.) | 69.09% | 96.98% |
| R^2 | 0.51 | 0.51 |
| Calmar | 2.04 | -0.54 |
| Skew | 2.56 | 0.63 |
| Kurtosis | 28.27 | 8.01 |
| Expected Daily % | 0.18% | -0.14% |
| Expected Monthly % | 5.28% | -3.96% |
| Expected Yearly % | 63.07% | -31.89% |
| Kelly Criterion | 10.0% | 0.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.71% | -8.36% |
| Expected Shortfall (cVaR) | -5.71% | -8.36% |
| Year | 6876175:MANAUSD | 6876175:manausd:triple_gx:lsma70_55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 102.11 | 11.63 | + |
| 2025 | -57.36 | 31.57 | -0.55 | + |
| Metric | 6876175:manausd:triple_gx:lsma70_55_35 | 6876175:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | 6.64% | -31.24% |
| 6M | 27.52% | -40.81% |
| YTD | 31.57% | -57.36% |
| 1Y | 141.38% | -43.01% |
| 3Y (ann.) | 91.6% | -39.99% |
| 5Y (ann.) | 91.6% | -39.99% |
| Metric | 6876175:manausd:triple_gx:lsma70_55_35 | 6876175:MANAUSD |
|---|---|---|
| Max Drawdown | -44.95% | -74.56% |
| Longest DD Days | 227.0 | 346.0 |
| Avg. Drawdown | -10.79% | -25.97% |
| Avg. Drawdown Days | 29.0 | 90.0 |
| Recovery Factor | 3.69 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-20 | -44.95 | 227 |
| 2024-06-07 | 2024-10-18 | -25.31 | 133 |
| 2025-10-14 | 2025-11-16 | -19.94 | 33 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-19 | 2024-11-10 | -15.60 | 22 |
| 2025-09-18 | 2025-10-13 | -14.72 | 25 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-05-28 | 2024-06-05 | -5.66 | 8 |
| 2024-05-22 | 2024-05-27 | -4.38 | 5 |
| Metric | 6876175:manausd:triple_gx:lsma70_55_35 | 6876175:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -29.94% | -32.27% |
| Best Month | 116.53% | 125.57% |
| Worst Month | -26.78% | -33.88% |
| Best Year | 102.11% | 8.78% |
| Worst Year | 31.57% | -57.36% |
| Avg. Up Day | 3.64% | 3.65% |
| Avg. Down Day | -2.93% | -3.69% |
| Avg. Up Week | 11.28% | 13.02% |
| Avg. Down Week | -5.91% | -9.4% |
| Avg. Up Month | 49.82% | 42.01% |
| Avg. Down Month | -9.39% | -17.77% |
| Win Days % | 50.17% | 50.46% |
| Win Month % | 47.06% | 36.84% |
| Win Week % | 53.57% | 40.74% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |