| Metric | 6876327:manausd:triple_gx:lsma70_60_35 | 6876327:MANAUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 309.38% | -64.49% |
| Max Drawdown | -60.62% | -84.59% |
| Sharpe | 0.97 | 0.11 |
| Sortino | 1.69 | 0.17 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 1.26 | 1.02 |
| Common Sense Ratio | 1.44 | 1.0 |
| CPC Index | 0.75 | 0.56 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 10.4 | 3.97 |
| Outlier Loss Ratio | 3.42 | 3.07 |
| Volatility (ann.) | 75.63% | 96.21% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.97 | -0.34 |
| Skew | 2.94 | 1.35 |
| Kurtosis | 31.01 | 11.38 |
| Expected Daily % | 0.13% | -0.09% |
| Expected Monthly % | 3.88% | -2.76% |
| Expected Yearly % | 42.24% | -22.81% |
| Kelly Criterion | 7.77% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.31% | -8.25% |
| Expected Shortfall (cVaR) | -6.31% | -8.25% |
| Year | 6876327:MANAUSD | 6876327:manausd:triple_gx:lsma70_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.40 | -30.57 | 0.50 | + |
| 2023 | 75.19 | 209.04 | 2.78 | + |
| 2024 | -10.51 | 113.53 | -10.81 | + |
| 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.) | 48.06% | -36.81% |
| 5Y (ann.) | 58.56% | -28.73% |
| Metric | 6876327:manausd:triple_gx:lsma70_60_35 | 6876327:MANAUSD |
|---|---|---|
| Max Drawdown | -60.62% | -84.59% |
| Longest DD Days | 258.0 | 1111.0 |
| Avg. Drawdown | -21.56% | -46.45% |
| Avg. Drawdown Days | 78.0 | 556.0 |
| Recovery Factor | 5.1 | -0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-01-29 | -60.62 | 258 |
| 2024-12-05 | 2025-05-31 | -44.95 | 177 |
| 2024-03-12 | 2024-11-16 | -44.28 | 249 |
| 2023-05-18 | 2023-11-06 | -36.41 | 172 |
| 2023-11-12 | 2024-03-01 | -33.91 | 110 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-03-18 | 2023-05-17 | -12.82 | 60 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2023-03-15 | 2023-03-17 | -8.85 | 2 |
| Metric | 6876327:manausd:triple_gx:lsma70_60_35 | 6876327: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 | -42.02% | -38.67% |
| Best Year | 209.04% | 75.19% |
| Worst Year | -30.57% | -61.4% |
| Avg. Up Day | 3.96% | 3.97% |
| Avg. Down Day | -3.33% | -3.67% |
| Avg. Up Week | 13.35% | 14.22% |
| Avg. Down Week | -7.12% | -8.38% |
| Avg. Up Month | 55.95% | 62.02% |
| Avg. Down Month | -16.04% | -21.37% |
| Win Days % | 49.91% | 51.08% |
| Win Month % | 54.55% | 35.14% |
| Win Week % | 49.02% | 41.72% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 50.0% | 25.0% |