| Metric | 6876329:manausd:triple_gx:lsma80_60_35 | 6876329:MANAUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 289.48% | -74.96% |
| Max Drawdown | -48.14% | -81.3% |
| Sharpe | 0.99 | -0.06 |
| Sortino | 1.64 | -0.09 |
| Payoff Ratio | 1.2 | 1.09 |
| Profit Factor | 1.26 | 0.99 |
| Common Sense Ratio | 1.36 | 0.97 |
| CPC Index | 0.75 | 0.55 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 10.7 | 3.79 |
| Outlier Loss Ratio | 3.44 | 3.0 |
| Volatility (ann.) | 67.1% | 90.48% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.18 | -0.45 |
| Skew | 1.98 | 0.71 |
| Kurtosis | 22.92 | 6.57 |
| Expected Daily % | 0.12% | -0.13% |
| Expected Monthly % | 3.74% | -3.67% |
| Expected Yearly % | 40.48% | -29.26% |
| Kelly Criterion | 8.11% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -7.8% |
| Expected Shortfall (cVaR) | -5.59% | -7.8% |
| Year | 6876329:MANAUSD | 6876329:manausd:triple_gx:lsma80_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.78 | -43.96 | 0.60 | + |
| 2023 | 75.19 | 257.54 | 3.43 | + |
| 2024 | -10.51 | 134.07 | -12.76 | + |
| 2025 | -41.33 | -16.96 | 0.41 | + |
| Metric | 6876329:manausd:triple_gx:lsma80_60_35 | 6876329:MANAUSD |
|---|---|---|
| MTD | -16.1% | -13.33% |
| 3M | 25.3% | -7.23% |
| 6M | -14.3% | -55.9% |
| YTD | -16.96% | -41.33% |
| 1Y | 59.44% | -38.54% |
| 3Y (ann.) | 63.59% | -36.81% |
| 5Y (ann.) | 56.63% | -36.68% |
| Metric | 6876329:manausd:triple_gx:lsma80_60_35 | 6876329:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -81.3% |
| Longest DD Days | 249.0 | 1104.0 |
| Avg. Drawdown | -14.07% | -81.3% |
| Avg. Drawdown Days | 46.0 | 1104.0 |
| Recovery Factor | 6.01 | -0.92 |
| Ulcer Index | 1.06 | 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 | 2024-11-16 | -44.28 | 249 |
| 2023-05-18 | 2023-10-24 | -28.99 | 159 |
| 2023-11-12 | 2024-02-29 | -21.56 | 109 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2022-05-23 | 2022-08-05 | -18.07 | 74 |
| 2023-03-18 | 2023-05-17 | -12.82 | 60 |
| 2022-08-09 | 2022-11-05 | -12.48 | 88 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6876329:manausd:triple_gx:lsma80_60_35 | 6876329: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 | -42.02% | -38.67% |
| Best Year | 257.54% | 75.19% |
| Worst Year | -43.96% | -72.78% |
| Avg. Up Day | 3.82% | 3.83% |
| Avg. Down Day | -3.17% | -3.52% |
| Avg. Up Week | 12.86% | 14.14% |
| Avg. Down Week | -6.41% | -8.76% |
| Avg. Up Month | 53.64% | 57.66% |
| Avg. Down Month | -13.96% | -20.01% |
| Win Days % | 49.81% | 51.0% |
| Win Month % | 57.58% | 32.43% |
| Win Week % | 47.92% | 40.99% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 50.0% | 25.0% |