| Metric | 6880336:manausd:triple_gx:lsma235_65_45 | 6880336:MANAUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 70.66% | -36.18% |
| Max Drawdown | -25.45% | -73.64% |
| Sharpe | 1.08 | 0.06 |
| Sortino | 2.09 | 0.09 |
| Payoff Ratio | 1.36 | 1.14 |
| Profit Factor | 1.43 | 1.01 |
| Common Sense Ratio | 1.5 | 1.04 |
| CPC Index | 0.91 | 0.59 |
| Tail Ratio | 1.05 | 1.03 |
| Outlier Win Ratio | 16.04 | 3.39 |
| Outlier Loss Ratio | 3.53 | 2.78 |
| Volatility (ann.) | 66.77% | 100.14% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.64 | -0.48 |
| Skew | 4.23 | 1.1 |
| Kurtosis | 46.82 | 8.43 |
| Expected Daily % | 0.14% | -0.12% |
| Expected Monthly % | 4.2% | -3.4% |
| Expected Yearly % | 30.64% | -20.11% |
| Kelly Criterion | 7.64% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.55% | -8.61% |
| Expected Shortfall (cVaR) | -5.55% | -8.61% |
| Year | 6880336:MANAUSD | 6880336:manausd:triple_gx:lsma235_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 83.61 | 9.53 | + |
| 2025 | -41.33 | -7.05 | 0.17 | + |
| Metric | 6880336:manausd:triple_gx:lsma235_65_45 | 6880336:MANAUSD |
|---|---|---|
| MTD | -8.97% | -13.33% |
| 3M | -8.97% | -7.23% |
| 6M | -5.6% | -55.9% |
| YTD | -7.05% | -41.33% |
| 1Y | 70.66% | -38.54% |
| 3Y (ann.) | 67.1% | -35.04% |
| 5Y (ann.) | 67.1% | -35.04% |
| Metric | 6880336:manausd:triple_gx:lsma235_65_45 | 6880336:MANAUSD |
|---|---|---|
| Max Drawdown | -25.45% | -73.64% |
| Longest DD Days | 177.0 | 177.0 |
| Avg. Drawdown | -14.46% | -25.82% |
| Avg. Drawdown Days | 44.0 | 62.0 |
| Recovery Factor | 2.78 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -25.45 | 177 |
| 2024-10-19 | 2024-11-16 | -21.71 | 28 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-07-06 | 2024-08-21 | -12.92 | 46 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-10-07 | 2024-10-18 | -6.45 | 11 |
| 2024-09-02 | 2024-10-04 | -4.85 | 32 |
| Metric | 6880336:manausd:triple_gx:lsma235_65_45 | 6880336:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -16.82% | -29.94% |
| Best Month | 95.02% | 125.57% |
| Worst Month | -8.97% | -33.88% |
| Best Year | 83.61% | 8.78% |
| Worst Year | -7.05% | -41.33% |
| Avg. Up Day | 4.95% | 4.98% |
| Avg. Down Day | -3.63% | -4.36% |
| Avg. Up Week | 12.15% | 15.94% |
| Avg. Down Week | -6.21% | -12.65% |
| Avg. Up Month | 95.02% | 125.57% |
| Avg. Down Month | -4.15% | -13.53% |
| Win Days % | 46.73% | 51.58% |
| Win Month % | 37.5% | 30.77% |
| Win Week % | 54.17% | 42.11% |
| Win Quarter % | 75.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |