| Metric | 6877014:manausd:triple_gx:lsma230_80_35 | 6877014:MANAUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 687.27% | -68.54% |
| Max Drawdown | -48.14% | -75.41% |
| Sharpe | 1.37 | 0.04 |
| Sortino | 2.46 | 0.06 |
| Payoff Ratio | 1.32 | 1.11 |
| Profit Factor | 1.45 | 1.01 |
| Common Sense Ratio | 1.76 | 0.99 |
| CPC Index | 0.99 | 0.57 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 13.58 | 3.71 |
| Outlier Loss Ratio | 3.29 | 2.9 |
| Volatility (ann.) | 62.46% | 91.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.98 | -0.41 |
| Skew | 2.68 | 0.55 |
| Kurtosis | 30.0 | 7.06 |
| Expected Daily % | 0.18% | -0.1% |
| Expected Monthly % | 5.58% | -3.0% |
| Expected Yearly % | 67.51% | -25.11% |
| Kelly Criterion | 14.57% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -7.84% |
| Expected Shortfall (cVaR) | -5.14% | -7.84% |
| Year | 6877014:MANAUSD | 6877014:manausd:triple_gx:lsma230_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.95 | -41.31 | 0.78 | + |
| 2023 | 75.19 | 346.24 | 4.60 | + |
| 2024 | -10.51 | 204.07 | -19.43 | + |
| 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.) | 127.32% | -23.83% |
| 5Y (ann.) | 95.32% | -31.29% |
| Metric | 6877014:manausd:triple_gx:lsma230_80_35 | 6877014:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -75.41% |
| Longest DD Days | 346.0 | 1012.0 |
| Avg. Drawdown | -9.97% | -24.24% |
| Avg. Drawdown Days | 34.0 | 159.0 |
| Recovery Factor | 14.28 | -0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-12-05 | 2025-11-16 | -40.47 | 346 |
| 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 | -12.45 | 144 |
| 2023-08-30 | 2023-10-23 | -11.05 | 54 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| Metric | 6877014:manausd:triple_gx:lsma230_80_35 | 6877014:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -27.24% |
| Best Week | 62.06% | 62.06% |
| Worst Week | -28.79% | -32.27% |
| Best Month | 149.98% | 149.98% |
| Worst Month | -40.64% | -38.67% |
| Best Year | 346.24% | 75.19% |
| Worst Year | -41.31% | -57.36% |
| Avg. Up Day | 4.13% | 4.14% |
| Avg. Down Day | -3.13% | -3.73% |
| Avg. Up Week | 12.33% | 14.58% |
| Avg. Down Week | -5.9% | -9.49% |
| Avg. Up Month | 47.07% | 50.7% |
| Avg. Down Month | -10.46% | -24.76% |
| Win Days % | 51.38% | 50.67% |
| Win Month % | 60.0% | 39.47% |
| Win Week % | 57.33% | 41.46% |
| Win Quarter % | 75.0% | 46.15% |
| Win Year % | 50.0% | 25.0% |