| Metric | 6876867:manausd:triple_gx:lsma205_75_35 | 6876867:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 719.33% | -72.42% |
| Max Drawdown | -48.46% | -75.41% |
| Sharpe | 1.37 | -0.0 |
| Sortino | 2.43 | -0.01 |
| Payoff Ratio | 1.28 | 1.1 |
| Profit Factor | 1.44 | 1.0 |
| Common Sense Ratio | 1.74 | 0.99 |
| CPC Index | 0.95 | 0.55 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 13.18 | 3.73 |
| Outlier Loss Ratio | 3.26 | 2.93 |
| Volatility (ann.) | 62.54% | 90.31% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.96 | -0.44 |
| Skew | 2.6 | 0.56 |
| Kurtosis | 29.19 | 7.24 |
| Expected Daily % | 0.18% | -0.11% |
| Expected Monthly % | 5.54% | -3.25% |
| Expected Yearly % | 69.19% | -27.53% |
| Kelly Criterion | 13.8% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.15% | -7.78% |
| Expected Shortfall (cVaR) | -5.15% | -7.78% |
| Year | 6876867:MANAUSD | 6876867:manausd:triple_gx:lsma205_75_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.74 | -38.28 | 0.65 | + |
| 2023 | 75.19 | 322.87 | 4.29 | + |
| 2024 | -10.51 | 234.12 | -22.29 | + |
| 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.) | 122.24% | -23.83% |
| 5Y (ann.) | 94.95% | -33.56% |
| Metric | 6876867:manausd:triple_gx:lsma205_75_35 | 6876867:MANAUSD |
|---|---|---|
| Max Drawdown | -48.46% | -75.41% |
| Longest DD Days | 346.0 | 1012.0 |
| Avg. Drawdown | -8.8% | -39.12% |
| Avg. Drawdown Days | 27.0 | 286.0 |
| Recovery Factor | 14.85 | -0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-15 | -48.46 | 70 |
| 2024-12-05 | 2025-11-16 | -43.43 | 346 |
| 2024-03-12 | 2024-07-15 | -26.90 | 125 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-01-01 | -19.78 | 50 |
| 2024-10-19 | 2024-11-10 | -16.73 | 22 |
| 2024-01-12 | 2024-02-29 | -12.31 | 48 |
| 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 | 6876867:manausd:triple_gx:lsma205_75_35 | 6876867:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -27.24% |
| Best Week | 51.12% | 62.06% |
| Worst Week | -28.79% | -32.27% |
| Best Month | 132.69% | 149.98% |
| Worst Month | -39.88% | -38.67% |
| Best Year | 322.87% | 75.19% |
| Worst Year | -38.28% | -58.74% |
| Avg. Up Day | 4.09% | 4.1% |
| Avg. Down Day | -3.18% | -3.73% |
| Avg. Up Week | 12.58% | 14.46% |
| Avg. Down Week | -5.72% | -9.53% |
| Avg. Up Month | 38.7% | 44.67% |
| Avg. Down Month | -12.06% | -26.05% |
| Win Days % | 51.55% | 50.35% |
| Win Month % | 69.23% | 35.9% |
| Win Week % | 53.25% | 40.72% |
| Win Quarter % | 75.0% | 42.86% |
| Win Year % | 50.0% | 25.0% |