| Metric | 6883484:manausd:triple_gx:lsma230_65_55 | 6883484:MANAUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 16.46% | -53.62% |
| Max Drawdown | -49.82% | -74.56% |
| Sharpe | 0.46 | -0.05 |
| Sortino | 0.79 | -0.07 |
| Payoff Ratio | 1.2 | 1.01 |
| Profit Factor | 1.14 | 0.99 |
| Common Sense Ratio | 1.09 | 1.0 |
| CPC Index | 0.64 | 0.5 |
| Tail Ratio | 0.96 | 1.01 |
| Outlier Win Ratio | 14.47 | 3.09 |
| Outlier Loss Ratio | 3.16 | 2.86 |
| Volatility (ann.) | 62.51% | 96.98% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.21 | -0.54 |
| Skew | 3.48 | 0.63 |
| Kurtosis | 42.99 | 8.01 |
| Expected Daily % | 0.03% | -0.14% |
| Expected Monthly % | 0.81% | -3.96% |
| Expected Yearly % | 7.91% | -31.89% |
| Kelly Criterion | 3.06% | 1.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -8.36% |
| Expected Shortfall (cVaR) | -5.3% | -8.36% |
| Year | 6883484:MANAUSD | 6883484:manausd:triple_gx:lsma230_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 1.46 | 0.17 | - |
| 2025 | -57.36 | 14.78 | -0.26 | + |
| Metric | 6883484:manausd:triple_gx:lsma230_65_55 | 6883484:MANAUSD |
|---|---|---|
| MTD | 0.0% | -12.4% |
| 3M | 0.85% | -31.24% |
| 6M | 21.36% | -40.81% |
| YTD | 14.78% | -57.36% |
| 1Y | 55.41% | -43.01% |
| 3Y (ann.) | 10.66% | -39.99% |
| 5Y (ann.) | 10.66% | -39.99% |
| Metric | 6883484:manausd:triple_gx:lsma230_65_55 | 6883484:MANAUSD |
|---|---|---|
| Max Drawdown | -49.82% | -74.56% |
| Longest DD Days | 346.0 | 346.0 |
| Avg. Drawdown | -27.19% | -25.97% |
| Avg. Drawdown Days | 120.0 | 90.0 |
| Recovery Factor | 0.33 | -0.72 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -49.82 | 346 |
| 2024-07-21 | 2024-11-23 | -38.92 | 125 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-07-09 | 2024-07-10 | -0.18 | 1 |
| Metric | 6883484:manausd:triple_gx:lsma230_65_55 | 6883484:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -27.24% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -21.6% | -32.27% |
| Best Month | 109.13% | 125.57% |
| Worst Month | -27.4% | -33.88% |
| Best Year | 14.78% | 8.78% |
| Worst Year | 1.46% | -57.36% |
| Avg. Up Day | 4.25% | 4.27% |
| Avg. Down Day | -3.54% | -4.24% |
| Avg. Up Week | 12.09% | 15.78% |
| Avg. Down Week | -5.67% | -8.91% |
| Avg. Up Month | 68.08% | 67.98% |
| Avg. Down Month | -11.91% | -12.53% |
| Win Days % | 47.13% | 50.46% |
| Win Month % | 30.0% | 36.84% |
| Win Week % | 40.0% | 40.74% |
| Win Quarter % | 60.0% | 42.86% |
| Win Year % | 100.0% | 50.0% |