| Metric | 6881983:manausd:triple_gx:lsma230_65_50 | 6881983:MANAUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -16.02% | -36.18% |
| Max Drawdown | -42.96% | -73.64% |
| Sharpe | 0.08 | 0.06 |
| Sortino | 0.14 | 0.09 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 1.02 | 1.01 |
| Common Sense Ratio | 0.95 | 1.04 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 0.93 | 1.03 |
| Outlier Win Ratio | 16.79 | 3.39 |
| Outlier Loss Ratio | 3.14 | 2.94 |
| Volatility (ann.) | 68.84% | 100.14% |
| R^2 | 0.47 | 0.47 |
| Calmar | -0.36 | -0.48 |
| Skew | 3.86 | 1.1 |
| Kurtosis | 42.18 | 8.43 |
| Expected Daily % | -0.05% | -0.12% |
| Expected Monthly % | -1.33% | -3.4% |
| Expected Yearly % | -8.36% | -20.11% |
| Kelly Criterion | -2.34% | 12.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.91% | -8.61% |
| Expected Shortfall (cVaR) | -5.91% | -8.61% |
| Year | 6881983:MANAUSD | 6881983:manausd:triple_gx:lsma230_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | -9.55 | -1.09 | - |
| 2025 | -41.33 | -7.15 | 0.17 | + |
| Metric | 6881983:manausd:triple_gx:lsma230_65_50 | 6881983:MANAUSD |
|---|---|---|
| MTD | -7.15% | -13.33% |
| 3M | -7.15% | -7.23% |
| 6M | -22.52% | -55.9% |
| YTD | -7.15% | -41.33% |
| 1Y | -16.02% | -38.54% |
| 3Y (ann.) | -15.43% | -35.04% |
| 5Y (ann.) | -15.43% | -35.04% |
| Metric | 6881983:manausd:triple_gx:lsma230_65_50 | 6881983:MANAUSD |
|---|---|---|
| Max Drawdown | -42.96% | -73.64% |
| Longest DD Days | 177.0 | 177.0 |
| Avg. Drawdown | -25.45% | -25.82% |
| Avg. Drawdown Days | 76.0 | 62.0 |
| Recovery Factor | -0.37 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-01 | 2024-11-24 | -42.96 | 115 |
| 2024-12-05 | 2025-05-31 | -38.81 | 177 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-07-09 | 2024-07-10 | -0.18 | 1 |
| Metric | 6881983:manausd:triple_gx:lsma230_65_50 | 6881983:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -19.73% | -29.94% |
| Best Month | 70.16% | 125.57% |
| Worst Month | -20.46% | -33.88% |
| Best Year | -7.15% | 8.78% |
| Worst Year | -9.55% | -41.33% |
| Avg. Up Day | 5.16% | 5.18% |
| Avg. Down Day | -3.89% | -4.21% |
| Avg. Up Week | 13.99% | 16.68% |
| Avg. Down Week | -9.04% | -11.38% |
| Avg. Up Month | 70.16% | 125.57% |
| Avg. Down Month | -13.29% | -14.99% |
| Win Days % | 41.67% | 51.58% |
| Win Month % | 28.57% | 30.77% |
| Win Week % | 36.36% | 42.11% |
| Win Quarter % | 33.33% | 40.0% |
| Win Year % | 0.0% | 50.0% |