| Metric | 6876185:manausd:triple_gx:lsma80_55_35 | 6876185:MANAUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 422.25% | -74.96% |
| Max Drawdown | -48.14% | -81.3% |
| Sharpe | 1.14 | -0.06 |
| Sortino | 1.91 | -0.09 |
| Payoff Ratio | 1.24 | 1.08 |
| Profit Factor | 1.31 | 0.99 |
| Common Sense Ratio | 1.41 | 0.97 |
| CPC Index | 0.81 | 0.54 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 10.94 | 3.79 |
| Outlier Loss Ratio | 3.47 | 2.98 |
| Volatility (ann.) | 66.34% | 90.48% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.51 | -0.45 |
| Skew | 2.03 | 0.71 |
| Kurtosis | 23.96 | 6.57 |
| Expected Daily % | 0.15% | -0.13% |
| Expected Monthly % | 4.57% | -3.67% |
| Expected Yearly % | 51.17% | -29.26% |
| Kelly Criterion | 10.07% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.5% | -7.8% |
| Expected Shortfall (cVaR) | -5.5% | -7.8% |
| Year | 6876185:MANAUSD | 6876185:manausd:triple_gx:lsma80_55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.78 | -42.63 | 0.59 | + |
| 2023 | 75.19 | 286.10 | 3.81 | + |
| 2024 | -10.51 | 180.12 | -17.15 | + |
| 2025 | -41.33 | -15.84 | 0.38 | + |
| Metric | 6876185:manausd:triple_gx:lsma80_55_35 | 6876185:MANAUSD |
|---|---|---|
| MTD | -18.86% | -13.33% |
| 3M | 21.19% | -7.23% |
| 6M | -13.14% | -55.9% |
| YTD | -15.84% | -41.33% |
| 1Y | 95.84% | -38.54% |
| 3Y (ann.) | 80.37% | -36.81% |
| 5Y (ann.) | 72.55% | -36.68% |
| Metric | 6876185:manausd:triple_gx:lsma80_55_35 | 6876185:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -81.3% |
| Longest DD Days | 244.0 | 1104.0 |
| Avg. Drawdown | -13.19% | -81.3% |
| Avg. Drawdown Days | 44.0 | 1104.0 |
| Recovery Factor | 8.77 | -0.92 |
| Ulcer Index | 1.07 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-12-05 | 2025-05-31 | -46.03 | 177 |
| 2024-03-12 | 2024-11-11 | -38.26 | 244 |
| 2023-06-07 | 2023-10-24 | -27.85 | 139 |
| 2023-11-12 | 2024-02-29 | -21.56 | 109 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2022-05-23 | 2022-11-04 | -19.73 | 165 |
| 2023-03-18 | 2023-05-16 | -12.82 | 59 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| Metric | 6876185:manausd:triple_gx:lsma80_55_35 | 6876185:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| 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 | 286.1% | 75.19% |
| Worst Year | -42.63% | -72.78% |
| Avg. Up Day | 3.84% | 3.85% |
| Avg. Down Day | -3.11% | -3.57% |
| Avg. Up Week | 12.73% | 13.75% |
| Avg. Down Week | -5.87% | -9.09% |
| Avg. Up Month | 46.69% | 51.09% |
| Avg. Down Month | -11.05% | -19.3% |
| Win Days % | 50.3% | 51.0% |
| Win Month % | 54.55% | 32.43% |
| Win Week % | 50.0% | 40.99% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 50.0% | 25.0% |