| Metric | 6881983:manausd:triple_gx:lsma230_65_50 | 6881983:MANAUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 131.46% | -56.72% |
| Max Drawdown | -50.57% | -74.52% |
| Sharpe | 0.81 | 0.1 |
| Sortino | 1.4 | 0.15 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.25 | 1.02 |
| Common Sense Ratio | 1.34 | 1.0 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 15.01 | 3.92 |
| Outlier Loss Ratio | 3.24 | 3.05 |
| Volatility (ann.) | 63.98% | 91.49% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.75 | -0.37 |
| Skew | 2.79 | 0.78 |
| Kurtosis | 31.6 | 7.21 |
| Expected Daily % | 0.09% | -0.09% |
| Expected Monthly % | 2.66% | -2.58% |
| Expected Yearly % | 23.34% | -18.89% |
| Kelly Criterion | 8.12% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -7.85% |
| Expected Shortfall (cVaR) | -5.37% | -7.85% |
| Year | 6881983:MANAUSD | 6881983:manausd:triple_gx:lsma230_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.95 | -37.75 | 0.71 | + |
| 2023 | 75.19 | 344.95 | 4.59 | + |
| 2024 | -10.51 | -9.99 | 0.95 | + |
| 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.) | 37.77% | -27.37% |
| 5Y (ann.) | 37.77% | -27.37% |
| Metric | 6881983:manausd:triple_gx:lsma230_65_50 | 6881983:MANAUSD |
|---|---|---|
| Max Drawdown | -50.57% | -74.52% |
| Longest DD Days | 257.0 | 843.0 |
| Avg. Drawdown | -13.72% | -24.11% |
| Avg. Drawdown Days | 51.0 | 135.0 |
| Recovery Factor | 2.6 | -0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-12 | 2024-11-24 | -50.57 | 257 |
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-12-05 | 2025-05-31 | -38.81 | 177 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-03-09 | -19.78 | 118 |
| 2023-01-30 | 2023-06-24 | -15.72 | 145 |
| 2023-07-02 | 2023-10-20 | -11.25 | 110 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2023-01-21 | 2023-01-29 | -9.50 | 8 |
| 2023-01-17 | 2023-01-20 | -9.11 | 3 |
| Metric | 6881983:manausd:triple_gx:lsma230_65_50 | 6881983: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 | -38.21% | -38.67% |
| Best Year | 344.95% | 75.19% |
| Worst Year | -37.75% | -52.95% |
| Avg. Up Day | 4.18% | 4.19% |
| Avg. Down Day | -3.36% | -3.76% |
| Avg. Up Week | 12.71% | 13.58% |
| Avg. Down Week | -7.09% | -9.49% |
| Avg. Up Month | 46.14% | 56.27% |
| Avg. Down Month | -13.84% | -19.63% |
| Win Days % | 49.1% | 51.15% |
| Win Month % | 55.0% | 37.5% |
| Win Week % | 48.39% | 42.14% |
| Win Quarter % | 55.56% | 45.45% |
| Win Year % | 25.0% | 25.0% |