| Metric | 6876327:manausd:triple_gx:lsma70_60_35 | 6876327:MANAUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 61.69% | -36.18% |
| Max Drawdown | -44.95% | -73.64% |
| Sharpe | 0.96 | 0.06 |
| Sortino | 1.65 | 0.09 |
| Payoff Ratio | 1.2 | 1.04 |
| Profit Factor | 1.23 | 1.01 |
| Common Sense Ratio | 1.28 | 1.04 |
| CPC Index | 0.73 | 0.54 |
| Tail Ratio | 1.03 | 1.03 |
| Outlier Win Ratio | 8.1 | 3.39 |
| Outlier Loss Ratio | 3.74 | 2.98 |
| Volatility (ann.) | 77.86% | 100.14% |
| R^2 | 0.61 | 0.61 |
| Calmar | 1.31 | -0.48 |
| Skew | 2.51 | 1.1 |
| Kurtosis | 24.87 | 8.43 |
| Expected Daily % | 0.13% | -0.12% |
| Expected Monthly % | 3.77% | -3.4% |
| Expected Yearly % | 27.16% | -20.11% |
| Kelly Criterion | 6.74% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.5% | -8.61% |
| Expected Shortfall (cVaR) | -6.5% | -8.61% |
| Year | 6876327:MANAUSD | 6876327:manausd:triple_gx:lsma70_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 80.97 | 9.23 | + |
| 2025 | -41.33 | -10.65 | 0.26 | + |
| Metric | 6876327:manausd:triple_gx:lsma70_60_35 | 6876327:MANAUSD |
|---|---|---|
| MTD | -9.58% | -13.33% |
| 3M | 32.16% | -7.23% |
| 6M | -7.79% | -55.9% |
| YTD | -10.65% | -41.33% |
| 1Y | 69.7% | -38.54% |
| 3Y (ann.) | 58.66% | -35.04% |
| 5Y (ann.) | 58.66% | -35.04% |
| Metric | 6876327:manausd:triple_gx:lsma70_60_35 | 6876327:MANAUSD |
|---|---|---|
| Max Drawdown | -44.95% | -73.64% |
| Longest DD Days | 177.0 | 177.0 |
| Avg. Drawdown | -15.96% | -25.82% |
| Avg. Drawdown Days | 46.0 | 62.0 |
| Recovery Factor | 1.37 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -44.95 | 177 |
| 2024-06-07 | 2024-11-11 | -32.61 | 157 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 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 |
| 2024-05-20 | 2024-05-21 | -0.18 | 1 |
| Metric | 6876327:manausd:triple_gx:lsma70_60_35 | 6876327:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -29.94% | -29.94% |
| Best Month | 116.53% | 125.57% |
| Worst Month | -30.12% | -33.88% |
| Best Year | 80.97% | 8.78% |
| Worst Year | -10.65% | -41.33% |
| Avg. Up Day | 3.91% | 3.92% |
| Avg. Down Day | -3.25% | -3.77% |
| Avg. Up Week | 12.53% | 14.03% |
| Avg. Down Week | -7.78% | -9.99% |
| Avg. Up Month | 77.36% | 77.37% |
| Avg. Down Month | -14.5% | -20.68% |
| Win Days % | 49.07% | 51.58% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 52.5% | 42.11% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |