| Metric | 6877005:manausd:triple_gx:lsma205_80_35 | 6877005:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 650.63% | -72.42% |
| Max Drawdown | -48.14% | -75.41% |
| Sharpe | 1.32 | -0.0 |
| Sortino | 2.35 | -0.01 |
| Payoff Ratio | 1.29 | 1.11 |
| Profit Factor | 1.42 | 1.0 |
| Common Sense Ratio | 1.68 | 0.99 |
| CPC Index | 0.94 | 0.56 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 13.16 | 3.73 |
| Outlier Loss Ratio | 3.25 | 2.93 |
| Volatility (ann.) | 62.59% | 90.31% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.86 | -0.44 |
| Skew | 2.6 | 0.56 |
| Kurtosis | 29.11 | 7.24 |
| Expected Daily % | 0.18% | -0.11% |
| Expected Monthly % | 5.3% | -3.25% |
| Expected Yearly % | 65.52% | -27.53% |
| Kelly Criterion | 13.63% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -7.78% |
| Expected Shortfall (cVaR) | -5.16% | -7.78% |
| Year | 6877005:MANAUSD | 6877005:manausd:triple_gx:lsma205_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.74 | -34.63 | 0.59 | + |
| 2023 | 75.19 | 278.70 | 3.71 | + |
| 2024 | -10.51 | 237.75 | -22.63 | + |
| 2025 | -57.36 | -10.22 | 0.18 | + |
| Metric | 6877005:manausd:triple_gx:lsma205_80_35 | 6877005:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | 2.55% | -31.24% |
| 6M | 8.97% | -40.81% |
| YTD | -10.22% | -57.36% |
| 1Y | 65.62% | -43.01% |
| 3Y (ann.) | 115.86% | -23.83% |
| 5Y (ann.) | 89.61% | -33.56% |
| Metric | 6877005:manausd:triple_gx:lsma205_80_35 | 6877005:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -75.41% |
| Longest DD Days | 346.0 | 1012.0 |
| Avg. Drawdown | -9.63% | -39.12% |
| Avg. Drawdown Days | 32.0 | 286.0 |
| Recovery Factor | 13.52 | -0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-12-05 | 2025-11-16 | -45.94 | 346 |
| 2024-03-12 | 2024-07-15 | -26.90 | 125 |
| 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 | 6877005:manausd:triple_gx:lsma205_80_35 | 6877005: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 | -40.64% | -38.67% |
| Best Year | 278.7% | 75.19% |
| Worst Year | -34.63% | -58.74% |
| Avg. Up Day | 4.06% | 4.07% |
| Avg. Down Day | -3.16% | -3.68% |
| Avg. Up Week | 12.31% | 14.46% |
| Avg. Down Week | -6.08% | -9.48% |
| Avg. Up Month | 49.67% | 53.77% |
| Avg. Down Month | -10.72% | -24.76% |
| Win Days % | 51.42% | 50.35% |
| Win Month % | 60.0% | 35.9% |
| Win Week % | 55.84% | 40.72% |
| Win Quarter % | 75.0% | 42.86% |
| Win Year % | 50.0% | 25.0% |