| Metric | 6880328:manausd:triple_gx:lsma230_65_45 | 6880328:MANAUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 336.99% | -56.72% |
| Max Drawdown | -50.24% | -74.52% |
| Sharpe | 1.19 | 0.1 |
| Sortino | 2.14 | 0.15 |
| Payoff Ratio | 1.25 | 1.07 |
| Profit Factor | 1.4 | 1.02 |
| Common Sense Ratio | 1.57 | 1.0 |
| CPC Index | 0.89 | 0.55 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 14.84 | 3.92 |
| Outlier Loss Ratio | 3.37 | 2.99 |
| Volatility (ann.) | 63.19% | 91.49% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.5 | -0.37 |
| Skew | 2.9 | 0.78 |
| Kurtosis | 32.98 | 7.21 |
| Expected Daily % | 0.15% | -0.09% |
| Expected Monthly % | 4.72% | -2.58% |
| Expected Yearly % | 44.58% | -18.89% |
| Kelly Criterion | 11.49% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.23% | -7.85% |
| Expected Shortfall (cVaR) | -5.23% | -7.85% |
| Year | 6880328:MANAUSD | 6880328:manausd:triple_gx:lsma230_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.95 | -42.31 | 0.80 | + |
| 2023 | 75.19 | 353.53 | 4.70 | + |
| 2024 | -10.51 | 84.23 | -8.02 | + |
| 2025 | -41.33 | -9.35 | 0.23 | + |
| Metric | 6880328:manausd:triple_gx:lsma230_65_45 | 6880328:MANAUSD |
|---|---|---|
| MTD | -11.21% | -13.33% |
| 3M | -11.21% | -7.23% |
| 6M | -7.93% | -55.9% |
| YTD | -9.35% | -41.33% |
| 1Y | 63.28% | -38.54% |
| 3Y (ann.) | 75.6% | -27.37% |
| 5Y (ann.) | 75.6% | -27.37% |
| Metric | 6880328:manausd:triple_gx:lsma230_65_45 | 6880328:MANAUSD |
|---|---|---|
| Max Drawdown | -50.24% | -74.52% |
| Longest DD Days | 249.0 | 843.0 |
| Avg. Drawdown | -10.87% | -24.11% |
| Avg. Drawdown Days | 43.0 | 135.0 |
| Recovery Factor | 6.71 | -0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -50.24 | 69 |
| 2024-12-05 | 2025-05-31 | -27.29 | 177 |
| 2024-03-12 | 2024-11-16 | -26.90 | 249 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-03-02 | -19.78 | 111 |
| 2023-07-02 | 2023-10-23 | -11.77 | 113 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2023-01-21 | 2023-01-29 | -9.50 | 8 |
| Metric | 6880328:manausd:triple_gx:lsma230_65_45 | 6880328: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 | -36.0% | -38.67% |
| Best Year | 353.53% | 75.19% |
| Worst Year | -42.31% | -52.95% |
| Avg. Up Day | 4.11% | 4.12% |
| Avg. Down Day | -3.3% | -3.86% |
| Avg. Up Week | 11.6% | 14.91% |
| Avg. Down Week | -5.87% | -9.62% |
| Avg. Up Month | 49.44% | 55.79% |
| Avg. Down Month | -11.89% | -22.67% |
| Win Days % | 50.9% | 51.15% |
| Win Month % | 59.09% | 37.5% |
| Win Week % | 54.55% | 42.14% |
| Win Quarter % | 70.0% | 45.45% |
| Win Year % | 50.0% | 25.0% |