| Metric | 6878571:manausd:triple_gx:lsma85_70_40 | 6878571:MANAUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 19.11% | -36.18% |
| Max Drawdown | -44.55% | -73.64% |
| Sharpe | 0.58 | 0.06 |
| Sortino | 0.99 | 0.09 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.14 | 1.01 |
| Common Sense Ratio | 1.05 | 1.04 |
| CPC Index | 0.63 | 0.56 |
| Tail Ratio | 0.92 | 1.03 |
| Outlier Win Ratio | 9.29 | 3.39 |
| Outlier Loss Ratio | 3.72 | 2.98 |
| Volatility (ann.) | 75.92% | 100.14% |
| R^2 | 0.58 | 0.58 |
| Calmar | 0.41 | -0.48 |
| Skew | 2.74 | 1.1 |
| Kurtosis | 27.91 | 8.43 |
| Expected Daily % | 0.05% | -0.12% |
| Expected Monthly % | 1.35% | -3.4% |
| Expected Yearly % | 9.14% | -20.11% |
| Kelly Criterion | 1.77% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.42% | -8.61% |
| Expected Shortfall (cVaR) | -6.42% | -8.61% |
| Year | 6878571:MANAUSD | 6878571:manausd:triple_gx:lsma85_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 15.48 | 1.76 | + |
| 2025 | -41.33 | 3.14 | -0.08 | + |
| Metric | 6878571:manausd:triple_gx:lsma85_70_40 | 6878571:MANAUSD |
|---|---|---|
| MTD | -2.36% | -13.33% |
| 3M | 35.27% | -7.23% |
| 6M | 7.02% | -55.9% |
| YTD | 3.14% | -41.33% |
| 1Y | 20.26% | -38.54% |
| 3Y (ann.) | 18.29% | -35.04% |
| 5Y (ann.) | 18.29% | -35.04% |
| Metric | 6878571:manausd:triple_gx:lsma85_70_40 | 6878571:MANAUSD |
|---|---|---|
| Max Drawdown | -44.55% | -73.64% |
| Longest DD Days | 177.0 | 177.0 |
| Avg. Drawdown | -19.33% | -25.82% |
| Avg. Drawdown Days | 61.0 | 62.0 |
| Recovery Factor | 0.43 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-24 | -44.55 | 170 |
| 2024-12-05 | 2025-05-31 | -41.87 | 177 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-05-28 | 2024-06-05 | -5.66 | 8 |
| 2024-05-26 | 2024-05-27 | -3.86 | 1 |
| 2024-05-23 | 2024-05-24 | -0.18 | 1 |
| Metric | 6878571:manausd:triple_gx:lsma85_70_40 | 6878571:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -29.94% | -29.94% |
| Best Month | 70.04% | 125.57% |
| Worst Month | -26.99% | -33.88% |
| Best Year | 15.48% | 8.78% |
| Worst Year | 3.14% | -41.33% |
| Avg. Up Day | 3.93% | 3.94% |
| Avg. Down Day | -3.38% | -3.67% |
| Avg. Up Week | 12.6% | 14.03% |
| Avg. Down Week | -6.97% | -10.01% |
| Avg. Up Month | 54.11% | 77.37% |
| Avg. Down Month | -9.11% | -17.95% |
| Win Days % | 47.21% | 51.58% |
| Win Month % | 33.33% | 30.77% |
| Win Week % | 43.24% | 42.11% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |