| Metric | 6883484:manausd:triple_gx:lsma230_65_55 | 6883484:MANAUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 254.81% | -68.54% |
| Max Drawdown | -49.82% | -75.41% |
| Sharpe | 0.96 | 0.04 |
| Sortino | 1.66 | 0.06 |
| Payoff Ratio | 1.23 | 1.07 |
| Profit Factor | 1.29 | 1.01 |
| Common Sense Ratio | 1.43 | 0.99 |
| CPC Index | 0.79 | 0.54 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 13.98 | 3.66 |
| Outlier Loss Ratio | 3.14 | 2.9 |
| Volatility (ann.) | 61.92% | 91.19% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.02 | -0.41 |
| Skew | 2.62 | 0.55 |
| Kurtosis | 30.82 | 7.06 |
| Expected Daily % | 0.11% | -0.1% |
| Expected Monthly % | 3.39% | -3.0% |
| Expected Yearly % | 37.25% | -25.11% |
| Kelly Criterion | 9.2% | 4.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -7.84% |
| Expected Shortfall (cVaR) | -5.17% | -7.84% |
| Year | 6883484:MANAUSD | 6883484:manausd:triple_gx:lsma230_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.95 | -35.50 | 0.67 | + |
| 2023 | 75.19 | 355.99 | 4.73 | + |
| 2024 | -10.51 | 5.10 | -0.49 | + |
| 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.) | 71.3% | -23.83% |
| 5Y (ann.) | 50.81% | -31.29% |
| Metric | 6883484:manausd:triple_gx:lsma230_65_55 | 6883484:MANAUSD |
|---|---|---|
| Max Drawdown | -49.82% | -75.41% |
| Longest DD Days | 346.0 | 1012.0 |
| Avg. Drawdown | -13.14% | -24.24% |
| Avg. Drawdown Days | 51.0 | 159.0 |
| Recovery Factor | 5.11 | -0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -49.82 | 346 |
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-03-12 | 2024-11-24 | -46.50 | 257 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-01-11 | -19.78 | 60 |
| 2023-07-14 | 2023-10-23 | -16.60 | 101 |
| 2024-01-12 | 2024-03-07 | -12.31 | 55 |
| 2023-06-25 | 2023-07-01 | -10.33 | 6 |
| 2023-01-30 | 2023-06-21 | -10.01 | 142 |
| 2023-01-21 | 2023-01-29 | -9.50 | 8 |
| Metric | 6883484:manausd:triple_gx:lsma230_65_55 | 6883484:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -19.13% | -27.24% |
| Best Week | 62.06% | 62.06% |
| Worst Week | -28.79% | -32.27% |
| Best Month | 130.07% | 149.98% |
| Worst Month | -35.5% | -38.67% |
| Best Year | 355.99% | 75.19% |
| Worst Year | -35.5% | -57.36% |
| Avg. Up Day | 4.08% | 4.09% |
| Avg. Down Day | -3.33% | -3.83% |
| Avg. Up Week | 12.83% | 14.82% |
| Avg. Down Week | -5.65% | -8.84% |
| Avg. Up Month | 41.13% | 43.78% |
| Avg. Down Month | -12.84% | -17.11% |
| Win Days % | 50.0% | 50.67% |
| Win Month % | 54.55% | 39.47% |
| Win Week % | 46.67% | 41.46% |
| Win Quarter % | 72.73% | 46.15% |
| Win Year % | 75.0% | 25.0% |