| Metric | 6877000:manausd:triple_gx:lsma210_80_35 | 6877000:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 520.79% | -61.12% |
| Max Drawdown | -48.14% | -74.52% |
| Sharpe | 1.36 | 0.06 |
| Sortino | 2.46 | 0.08 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.44 | 1.01 |
| Common Sense Ratio | 1.74 | 0.99 |
| CPC Index | 0.98 | 0.6 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 13.61 | 3.99 |
| Outlier Loss Ratio | 3.3 | 3.0 |
| Volatility (ann.) | 64.83% | 90.66% |
| R^2 | 0.52 | 0.52 |
| Calmar | 2.03 | -0.4 |
| Skew | 2.71 | 0.8 |
| Kurtosis | 29.26 | 7.38 |
| Expected Daily % | 0.19% | -0.1% |
| Expected Monthly % | 5.69% | -2.82% |
| Expected Yearly % | 57.85% | -21.04% |
| Kelly Criterion | 14.48% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -7.79% |
| Expected Shortfall (cVaR) | -5.34% | -7.79% |
| Year | 6877000:MANAUSD | 6877000:manausd:triple_gx:lsma210_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.73 | -38.16 | 0.66 | + |
| 2023 | 75.19 | 306.84 | 4.08 | + |
| 2024 | -10.51 | 240.20 | -22.87 | + |
| 2025 | -41.33 | -27.47 | 0.66 | + |
| Metric | 6877000:manausd:triple_gx:lsma210_80_35 | 6877000:MANAUSD |
|---|---|---|
| MTD | -24.22% | -13.33% |
| 3M | -18.86% | -7.23% |
| 6M | -24.74% | -55.9% |
| YTD | -27.47% | -41.33% |
| 1Y | 124.0% | -38.54% |
| 3Y (ann.) | 97.94% | -29.76% |
| 5Y (ann.) | 97.94% | -29.76% |
| Metric | 6877000:manausd:triple_gx:lsma210_80_35 | 6877000:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -74.52% |
| Longest DD Days | 177.0 | 843.0 |
| Avg. Drawdown | -9.68% | -34.05% |
| Avg. Drawdown Days | 28.0 | 194.0 |
| Recovery Factor | 10.82 | -0.82 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-12-05 | 2025-05-31 | -40.46 | 177 |
| 2024-03-12 | 2024-07-19 | -26.90 | 129 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-02-29 | -19.78 | 109 |
| 2024-10-19 | 2024-11-10 | -16.73 | 22 |
| 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 | 6877000:manausd:triple_gx:lsma210_80_35 | 6877000:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -19.13% |
| Best Week | 62.06% | 62.06% |
| Worst Week | -28.79% | -29.94% |
| Best Month | 149.98% | 149.98% |
| Worst Month | -40.64% | -38.67% |
| Best Year | 306.84% | 75.19% |
| Worst Year | -38.16% | -57.73% |
| Avg. Up Day | 4.23% | 4.24% |
| Avg. Down Day | -3.17% | -3.63% |
| Avg. Up Week | 12.43% | 14.68% |
| Avg. Down Week | -6.5% | -9.32% |
| Avg. Up Month | 49.6% | 56.46% |
| Avg. Down Month | -10.72% | -24.76% |
| Win Days % | 51.12% | 50.82% |
| Win Month % | 59.09% | 33.33% |
| Win Week % | 57.35% | 41.26% |
| Win Quarter % | 70.0% | 41.67% |
| Win Year % | 50.0% | 25.0% |