| Metric | 6876848:manausd:triple_gx:lsma190_75_35 | 6876848:MANAUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 698.79% | -74.31% |
| Max Drawdown | -48.46% | -75.61% |
| Sharpe | 1.35 | -0.03 |
| Sortino | 2.4 | -0.04 |
| Payoff Ratio | 1.26 | 1.08 |
| Profit Factor | 1.44 | 1.0 |
| Common Sense Ratio | 1.72 | 0.98 |
| CPC Index | 0.94 | 0.54 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 13.51 | 3.72 |
| Outlier Loss Ratio | 3.25 | 2.92 |
| Volatility (ann.) | 61.75% | 90.11% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.89 | -0.46 |
| Skew | 2.65 | 0.55 |
| Kurtosis | 30.34 | 7.21 |
| Expected Daily % | 0.18% | -0.12% |
| Expected Monthly % | 5.47% | -3.43% |
| Expected Yearly % | 68.12% | -28.81% |
| Kelly Criterion | 14.05% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.09% | -7.76% |
| Expected Shortfall (cVaR) | -5.09% | -7.76% |
| Year | 6876848:MANAUSD | 6876848:manausd:triple_gx:lsma190_75_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.58 | -39.54 | 0.64 | + |
| 2023 | 75.19 | 262.77 | 3.49 | + |
| 2024 | -10.51 | 236.13 | -22.48 | + |
| 2025 | -57.36 | 8.35 | -0.15 | + |
| Metric | 6876848:manausd:triple_gx:lsma190_75_35 | 6876848:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | 2.55% | -31.24% |
| 6M | 16.72% | -40.81% |
| YTD | 8.35% | -57.36% |
| 1Y | 99.86% | -43.01% |
| 3Y (ann.) | 121.9% | -23.83% |
| 5Y (ann.) | 91.75% | -34.68% |
| Metric | 6876848:manausd:triple_gx:lsma190_75_35 | 6876848:MANAUSD |
|---|---|---|
| Max Drawdown | -48.46% | -75.61% |
| Longest DD Days | 312.0 | 1162.0 |
| Avg. Drawdown | -8.66% | -75.61% |
| Avg. Drawdown Days | 26.0 | 1162.0 |
| Recovery Factor | 14.42 | -0.98 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-15 | -48.46 | 70 |
| 2024-12-05 | 2025-10-13 | -34.76 | 312 |
| 2024-03-12 | 2024-07-15 | -26.90 | 125 |
| 2025-10-14 | 2025-11-16 | -19.94 | 33 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-01-01 | -19.78 | 50 |
| 2024-10-19 | 2024-11-11 | -15.60 | 23 |
| 2024-01-02 | 2024-01-11 | -10.93 | 9 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6876848:manausd:triple_gx:lsma190_75_35 | 6876848:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -27.24% |
| Best Week | 41.53% | 62.06% |
| Worst Week | -28.79% | -32.27% |
| Best Month | 115.96% | 149.98% |
| Worst Month | -39.88% | -38.67% |
| Best Year | 262.77% | 75.19% |
| Worst Year | -39.54% | -61.58% |
| Avg. Up Day | 4.01% | 4.02% |
| Avg. Down Day | -3.17% | -3.71% |
| Avg. Up Week | 12.07% | 14.46% |
| Avg. Down Week | -5.27% | -9.48% |
| Avg. Up Month | 31.51% | 43.12% |
| Avg. Down Month | -13.48% | -27.54% |
| Win Days % | 52.03% | 50.3% |
| Win Month % | 76.92% | 35.9% |
| Win Week % | 53.16% | 40.59% |
| Win Quarter % | 75.0% | 42.86% |
| Win Year % | 75.0% | 25.0% |