| Metric | 6877009:manausd:triple_gx:lsma225_80_35 | 6877009:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 482.5% | -56.96% |
| Max Drawdown | -48.14% | -74.52% |
| Sharpe | 1.34 | 0.1 |
| Sortino | 2.44 | 0.15 |
| Payoff Ratio | 1.36 | 1.16 |
| Profit Factor | 1.44 | 1.01 |
| Common Sense Ratio | 1.78 | 1.0 |
| CPC Index | 0.99 | 0.6 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 13.91 | 4.0 |
| Outlier Loss Ratio | 3.47 | 3.01 |
| Volatility (ann.) | 64.74% | 91.29% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.98 | -0.37 |
| Skew | 2.77 | 0.78 |
| Kurtosis | 29.91 | 7.25 |
| Expected Daily % | 0.18% | -0.09% |
| Expected Monthly % | 5.66% | -2.6% |
| Expected Yearly % | 55.35% | -19.0% |
| Kelly Criterion | 13.6% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -7.84% |
| Expected Shortfall (cVaR) | -5.34% | -7.84% |
| Year | 6877009:MANAUSD | 6877009:manausd:triple_gx:lsma225_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.21 | -40.48 | 0.76 | + |
| 2023 | 75.19 | 337.11 | 4.48 | + |
| 2024 | -10.51 | 203.60 | -19.38 | + |
| 2025 | -41.33 | -26.26 | 0.64 | + |
| Metric | 6877009:manausd:triple_gx:lsma225_80_35 | 6877009:MANAUSD |
|---|---|---|
| MTD | -17.74% | -13.33% |
| 3M | -14.63% | -7.23% |
| 6M | -23.48% | -55.9% |
| YTD | -26.26% | -41.33% |
| 1Y | 106.29% | -38.54% |
| 3Y (ann.) | 95.29% | -27.4% |
| 5Y (ann.) | 95.29% | -27.4% |
| Metric | 6877009:manausd:triple_gx:lsma225_80_35 | 6877009:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -74.52% |
| Longest DD Days | 177.0 | 843.0 |
| Avg. Drawdown | -9.67% | -24.53% |
| Avg. Drawdown Days | 28.0 | 136.0 |
| Recovery Factor | 10.02 | -0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-12-05 | 2025-05-31 | -39.46 | 177 |
| 2024-03-12 | 2024-08-06 | -26.90 | 147 |
| 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 | -13.37 | 144 |
| 2023-08-30 | 2023-10-23 | -11.37 | 54 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6877009:manausd:triple_gx:lsma225_80_35 | 6877009: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 | 337.11% | 75.19% |
| Worst Year | -40.48% | -53.21% |
| Avg. Up Day | 4.26% | 4.27% |
| Avg. Down Day | -3.12% | -3.67% |
| Avg. Up Week | 12.36% | 14.82% |
| Avg. Down Week | -6.26% | -9.71% |
| Avg. Up Month | 43.97% | 50.13% |
| Avg. Down Month | -9.32% | -24.67% |
| Win Days % | 50.14% | 51.2% |
| Win Month % | 56.52% | 37.5% |
| Win Week % | 55.22% | 41.84% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 50.0% | 25.0% |