| Metric | 6876997:manausd:triple_gx:lsma200_80_35 | 6876997:MANAUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 414.34% | -61.18% |
| Max Drawdown | -48.14% | -74.52% |
| Sharpe | 1.25 | 0.06 |
| Sortino | 2.22 | 0.08 |
| Payoff Ratio | 1.29 | 1.15 |
| Profit Factor | 1.39 | 1.01 |
| Common Sense Ratio | 1.62 | 0.99 |
| CPC Index | 0.91 | 0.59 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 13.62 | 3.97 |
| Outlier Loss Ratio | 3.27 | 2.99 |
| Volatility (ann.) | 64.5% | 90.36% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.73 | -0.4 |
| Skew | 2.7 | 0.8 |
| Kurtosis | 29.6 | 7.41 |
| Expected Daily % | 0.17% | -0.1% |
| Expected Monthly % | 5.09% | -2.83% |
| Expected Yearly % | 50.6% | -21.07% |
| Kelly Criterion | 12.51% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.33% | -7.77% |
| Expected Shortfall (cVaR) | -5.33% | -7.77% |
| Year | 6876997:MANAUSD | 6876997:manausd:triple_gx:lsma200_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.80 | -37.18 | 0.64 | + |
| 2023 | 75.19 | 246.91 | 3.28 | + |
| 2024 | -10.51 | 204.51 | -19.47 | + |
| 2025 | -41.33 | -22.50 | 0.54 | + |
| Metric | 6876997:manausd:triple_gx:lsma200_80_35 | 6876997:MANAUSD |
|---|---|---|
| MTD | -24.22% | -13.33% |
| 3M | -15.29% | -7.23% |
| 6M | -19.58% | -55.9% |
| YTD | -22.5% | -41.33% |
| 1Y | 121.28% | -38.54% |
| 3Y (ann.) | 83.35% | -29.55% |
| 5Y (ann.) | 83.35% | -29.55% |
| Metric | 6876997:manausd:triple_gx:lsma200_80_35 | 6876997:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -74.52% |
| Longest DD Days | 177.0 | 843.0 |
| Avg. Drawdown | -9.41% | -38.98% |
| Avg. Drawdown Days | 27.0 | 245.0 |
| Recovery Factor | 8.61 | -0.82 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-15 | -48.14 | 70 |
| 2024-12-05 | 2025-05-31 | -36.38 | 177 |
| 2024-03-12 | 2024-07-15 | -26.90 | 125 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-03-01 | -19.78 | 110 |
| 2024-10-19 | 2024-11-11 | -15.60 | 23 |
| 2023-01-30 | 2023-06-23 | -12.45 | 144 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| Metric | 6876997:manausd:triple_gx:lsma200_80_35 | 6876997:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -19.13% |
| Best Week | 41.53% | 62.06% |
| Worst Week | -28.79% | -29.94% |
| Best Month | 115.96% | 149.98% |
| Worst Month | -40.64% | -38.67% |
| Best Year | 246.91% | 75.19% |
| Worst Year | -37.18% | -57.8% |
| Avg. Up Day | 4.16% | 4.17% |
| Avg. Down Day | -3.22% | -3.62% |
| Avg. Up Week | 11.84% | 14.68% |
| Avg. Down Week | -6.49% | -9.04% |
| Avg. Up Month | 42.65% | 56.46% |
| Avg. Down Month | -10.83% | -24.76% |
| Win Days % | 50.68% | 50.71% |
| Win Month % | 59.09% | 33.33% |
| Win Week % | 56.52% | 41.67% |
| Win Quarter % | 70.0% | 41.67% |
| Win Year % | 50.0% | 25.0% |