| Metric | 6880336:manausd:triple_gx:lsma235_65_45 | 6880336:MANAUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 364.79% | -56.05% |
| Max Drawdown | -50.24% | -74.52% |
| Sharpe | 1.23 | 0.11 |
| Sortino | 2.22 | 0.16 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.42 | 1.02 |
| Common Sense Ratio | 1.61 | 1.0 |
| CPC Index | 0.9 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 14.98 | 3.92 |
| Outlier Loss Ratio | 3.35 | 3.0 |
| Volatility (ann.) | 63.16% | 91.68% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.6 | -0.36 |
| Skew | 2.93 | 0.78 |
| Kurtosis | 33.19 | 7.18 |
| Expected Daily % | 0.16% | -0.09% |
| Expected Monthly % | 4.92% | -2.54% |
| Expected Yearly % | 46.83% | -18.58% |
| Kelly Criterion | 11.47% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.87% |
| Expected Shortfall (cVaR) | -5.22% | -7.87% |
| Year | 6880336:MANAUSD | 6880336:manausd:triple_gx:lsma235_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.22 | -43.61 | 0.84 | + |
| 2023 | 75.19 | 356.21 | 4.74 | + |
| 2024 | -10.51 | 94.39 | -8.98 | + |
| 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.) | 80.34% | -27.06% |
| 5Y (ann.) | 80.34% | -27.06% |
| Metric | 6880336:manausd:triple_gx:lsma235_65_45 | 6880336:MANAUSD |
|---|---|---|
| Max Drawdown | -50.24% | -74.52% |
| Longest DD Days | 249.0 | 843.0 |
| Avg. Drawdown | -10.68% | -23.87% |
| Avg. Drawdown Days | 39.0 | 134.0 |
| Recovery Factor | 7.26 | -0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -50.24 | 69 |
| 2024-03-12 | 2024-11-16 | -26.90 | 249 |
| 2024-12-05 | 2025-05-31 | -25.45 | 177 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-01-04 | -19.78 | 53 |
| 2023-07-02 | 2023-10-23 | -11.41 | 113 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2024-01-05 | 2024-01-11 | -10.27 | 6 |
| 2024-03-03 | 2024-03-07 | -10.25 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| Metric | 6880336:manausd:triple_gx:lsma235_65_45 | 6880336: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 | -37.45% | -38.67% |
| Best Year | 356.21% | 75.19% |
| Worst Year | -43.61% | -52.22% |
| Avg. Up Day | 4.2% | 4.22% |
| Avg. Down Day | -3.38% | -3.88% |
| Avg. Up Week | 11.98% | 15.08% |
| Avg. Down Week | -5.86% | -9.45% |
| Avg. Up Month | 49.56% | 55.79% |
| Avg. Down Month | -9.23% | -20.55% |
| Win Days % | 50.93% | 51.21% |
| Win Month % | 54.55% | 37.5% |
| Win Week % | 54.69% | 42.45% |
| Win Quarter % | 70.0% | 45.45% |
| Win Year % | 50.0% | 25.0% |