| Metric | 6877020:manausd:triple_gx:lsma235_80_35 | 6877020:MANAUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 417.72% | -56.05% |
| Max Drawdown | -48.14% | -74.52% |
| Sharpe | 1.28 | 0.11 |
| Sortino | 2.32 | 0.16 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.42 | 1.02 |
| Common Sense Ratio | 1.7 | 1.0 |
| CPC Index | 0.94 | 0.61 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 14.12 | 4.0 |
| Outlier Loss Ratio | 3.43 | 3.03 |
| Volatility (ann.) | 64.9% | 91.68% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.83 | -0.36 |
| Skew | 2.78 | 0.78 |
| Kurtosis | 29.95 | 7.18 |
| Expected Daily % | 0.17% | -0.09% |
| Expected Monthly % | 5.27% | -2.54% |
| Expected Yearly % | 50.84% | -18.58% |
| Kelly Criterion | 12.53% | 9.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -7.87% |
| Expected Shortfall (cVaR) | -5.36% | -7.87% |
| Year | 6877020:MANAUSD | 6877020:manausd:triple_gx:lsma235_80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.22 | -41.31 | 0.79 | + |
| 2023 | 75.19 | 333.98 | 4.44 | + |
| 2024 | -10.51 | 187.36 | -17.84 | + |
| 2025 | -41.33 | -29.27 | 0.71 | + |
| Metric | 6877020:manausd:triple_gx:lsma235_80_35 | 6877020:MANAUSD |
|---|---|---|
| MTD | -21.1% | -13.33% |
| 3M | -18.12% | -7.23% |
| 6M | -26.6% | -55.9% |
| YTD | -29.27% | -41.33% |
| 1Y | 87.29% | -38.54% |
| 3Y (ann.) | 87.96% | -27.06% |
| 5Y (ann.) | 87.96% | -27.06% |
| Metric | 6877020:manausd:triple_gx:lsma235_80_35 | 6877020:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -74.52% |
| Longest DD Days | 177.0 | 843.0 |
| Avg. Drawdown | -10.28% | -23.87% |
| Avg. Drawdown Days | 30.0 | 134.0 |
| Recovery Factor | 8.68 | -0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-12-05 | 2025-05-31 | -41.93 | 177 |
| 2024-03-12 | 2024-08-08 | -26.90 | 149 |
| 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 | 2023-06-24 | -15.71 | 145 |
| 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 | 6877020:manausd:triple_gx:lsma235_80_35 | 6877020: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 | 333.98% | 75.19% |
| Worst Year | -41.31% | -52.22% |
| Avg. Up Day | 4.28% | 4.29% |
| Avg. Down Day | -3.23% | -3.67% |
| Avg. Up Week | 12.61% | 14.97% |
| Avg. Down Week | -6.98% | -9.47% |
| Avg. Up Month | 50.42% | 56.46% |
| Avg. Down Month | -10.09% | -22.7% |
| Win Days % | 50.15% | 51.21% |
| Win Month % | 52.17% | 37.5% |
| Win Week % | 54.55% | 42.45% |
| Win Quarter % | 70.0% | 45.45% |
| Win Year % | 50.0% | 25.0% |