| Metric | 6877014:manausd:triple_gx:lsma230_80_35 | 6877014:MANAUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 176.97% | -53.62% |
| Max Drawdown | -40.47% | -74.56% |
| Sharpe | 1.37 | -0.05 |
| Sortino | 2.57 | -0.07 |
| Payoff Ratio | 1.37 | 1.12 |
| Profit Factor | 1.5 | 0.99 |
| Common Sense Ratio | 2.0 | 1.0 |
| CPC Index | 1.04 | 0.56 |
| Tail Ratio | 1.33 | 1.01 |
| Outlier Win Ratio | 13.41 | 3.19 |
| Outlier Loss Ratio | 3.5 | 2.84 |
| Volatility (ann.) | 63.25% | 96.98% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.39 | -0.54 |
| Skew | 3.56 | 0.63 |
| Kurtosis | 40.96 | 8.01 |
| Expected Daily % | 0.19% | -0.14% |
| Expected Monthly % | 5.51% | -3.96% |
| Expected Yearly % | 66.43% | -31.89% |
| Kelly Criterion | 14.98% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.21% | -8.36% |
| Expected Shortfall (cVaR) | -5.21% | -8.36% |
| Year | 6877014:MANAUSD | 6877014:manausd:triple_gx:lsma230_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 180.17 | 20.53 | + |
| 2025 | -57.36 | -1.14 | 0.02 | + |
| Metric | 6877014:manausd:triple_gx:lsma230_80_35 | 6877014:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | 2.55% | -31.24% |
| 6M | 12.47% | -40.81% |
| YTD | -1.14% | -57.36% |
| 1Y | 82.36% | -43.01% |
| 3Y (ann.) | 96.86% | -39.99% |
| 5Y (ann.) | 96.86% | -39.99% |
| Metric | 6877014:manausd:triple_gx:lsma230_80_35 | 6877014:MANAUSD |
|---|---|---|
| Max Drawdown | -40.47% | -74.56% |
| Longest DD Days | 346.0 | 346.0 |
| Avg. Drawdown | -8.34% | -25.97% |
| Avg. Drawdown Days | 31.0 | 90.0 |
| Recovery Factor | 4.37 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -40.47 | 346 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-10-19 | 2024-11-10 | -16.73 | 22 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-08-11 | 2024-10-05 | -7.54 | 55 |
| 2024-10-07 | 2024-10-12 | -5.82 | 5 |
| 2024-10-15 | 2024-10-18 | -4.99 | 3 |
| 2024-08-07 | 2024-08-08 | -4.03 | 1 |
| 2024-07-20 | 2024-07-26 | -3.95 | 6 |
| Metric | 6877014:manausd:triple_gx:lsma230_80_35 | 6877014:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -16.97% | -32.27% |
| Best Month | 131.91% | 125.57% |
| Worst Month | -17.74% | -33.88% |
| Best Year | 180.17% | 8.78% |
| Worst Year | -1.14% | -57.36% |
| Avg. Up Day | 4.3% | 4.32% |
| Avg. Down Day | -3.14% | -3.87% |
| Avg. Up Week | 12.16% | 15.06% |
| Avg. Down Week | -6.0% | -11.18% |
| Avg. Up Month | 53.54% | 55.04% |
| Avg. Down Month | -10.82% | -25.19% |
| Win Days % | 50.84% | 50.46% |
| Win Month % | 72.73% | 36.84% |
| Win Week % | 60.0% | 40.74% |
| Win Quarter % | 66.67% | 42.86% |
| Win Year % | 50.0% | 50.0% |