| Metric | 6876867:manausd:triple_gx:lsma205_75_35 | 6876867:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 185.51% | -53.62% |
| Max Drawdown | -43.43% | -74.56% |
| Sharpe | 1.38 | -0.05 |
| Sortino | 2.54 | -0.07 |
| Payoff Ratio | 1.31 | 1.1 |
| Profit Factor | 1.46 | 0.99 |
| Common Sense Ratio | 1.83 | 1.0 |
| CPC Index | 0.97 | 0.55 |
| Tail Ratio | 1.25 | 1.01 |
| Outlier Win Ratio | 12.01 | 3.19 |
| Outlier Loss Ratio | 3.48 | 2.84 |
| Volatility (ann.) | 64.92% | 96.98% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.32 | -0.54 |
| Skew | 3.28 | 0.63 |
| Kurtosis | 36.73 | 8.01 |
| Expected Daily % | 0.19% | -0.14% |
| Expected Monthly % | 5.68% | -3.96% |
| Expected Yearly % | 68.97% | -31.89% |
| Kelly Criterion | 13.54% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -8.36% |
| Expected Shortfall (cVaR) | -5.34% | -8.36% |
| Year | 6876867:MANAUSD | 6876867:manausd:triple_gx:lsma205_75_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 203.89 | 23.23 | + |
| 2025 | -57.36 | -6.05 | 0.11 | + |
| Metric | 6876867:manausd:triple_gx:lsma205_75_35 | 6876867:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | 2.55% | -31.24% |
| 6M | 14.03% | -40.81% |
| YTD | -6.05% | -57.36% |
| 1Y | 73.31% | -43.01% |
| 3Y (ann.) | 100.87% | -39.99% |
| 5Y (ann.) | 100.87% | -39.99% |
| Metric | 6876867:manausd:triple_gx:lsma205_75_35 | 6876867:MANAUSD |
|---|---|---|
| Max Drawdown | -43.43% | -74.56% |
| Longest DD Days | 346.0 | 346.0 |
| Avg. Drawdown | -8.85% | -25.97% |
| Avg. Drawdown Days | 30.0 | 90.0 |
| Recovery Factor | 4.27 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -43.43 | 346 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-19 | 2024-11-10 | -16.73 | 22 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-08-11 | 2024-10-05 | -7.54 | 55 |
| 2024-07-20 | 2024-07-27 | -7.46 | 7 |
| 2024-07-07 | 2024-07-13 | -6.36 | 6 |
| 2024-10-07 | 2024-10-12 | -5.82 | 5 |
| 2024-10-15 | 2024-10-18 | -4.99 | 3 |
| Metric | 6876867:manausd:triple_gx:lsma205_75_35 | 6876867:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -16.97% | -32.27% |
| Best Month | 131.91% | 125.57% |
| Worst Month | -19.21% | -33.88% |
| Best Year | 203.89% | 8.78% |
| Worst Year | -6.05% | -57.36% |
| Avg. Up Day | 4.19% | 4.21% |
| Avg. Down Day | -3.21% | -3.84% |
| Avg. Up Week | 13.02% | 14.63% |
| Avg. Down Week | -5.68% | -10.87% |
| Avg. Up Month | 78.42% | 67.98% |
| Avg. Down Month | -10.3% | -25.19% |
| Win Days % | 51.0% | 50.46% |
| Win Month % | 63.64% | 36.84% |
| Win Week % | 52.63% | 40.74% |
| Win Quarter % | 66.67% | 42.86% |
| Win Year % | 50.0% | 50.0% |