| Metric | 6883891:manausd:triple_gx:lsma230_80_55 | 6883891:MANAUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 61.21% | -36.18% |
| Max Drawdown | -45.13% | -73.64% |
| Sharpe | 0.98 | 0.06 |
| Sortino | 1.83 | 0.09 |
| Payoff Ratio | 1.32 | 1.18 |
| Profit Factor | 1.34 | 1.01 |
| Common Sense Ratio | 1.46 | 1.04 |
| CPC Index | 0.87 | 0.61 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 13.99 | 3.39 |
| Outlier Loss Ratio | 3.16 | 2.94 |
| Volatility (ann.) | 70.12% | 100.14% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.29 | -0.48 |
| Skew | 3.66 | 1.1 |
| Kurtosis | 38.43 | 8.43 |
| Expected Daily % | 0.13% | -0.12% |
| Expected Monthly % | 3.74% | -3.4% |
| Expected Yearly % | 26.97% | -20.11% |
| Kelly Criterion | 10.62% | 10.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.85% | -8.61% |
| Expected Shortfall (cVaR) | -5.85% | -8.61% |
| Year | 6883891:MANAUSD | 6883891:manausd:triple_gx:lsma230_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 8.78 | 75.96 | 8.65 | + |
| 2025 | -41.33 | -8.38 | 0.20 | + |
| Metric | 6883891:manausd:triple_gx:lsma230_80_55 | 6883891:MANAUSD |
|---|---|---|
| MTD | -8.38% | -13.33% |
| 3M | -8.38% | -7.23% |
| 6M | -30.87% | -55.9% |
| YTD | -8.38% | -41.33% |
| 1Y | 61.21% | -38.54% |
| 3Y (ann.) | 58.2% | -35.04% |
| 5Y (ann.) | 58.2% | -35.04% |
| Metric | 6883891:manausd:triple_gx:lsma230_80_55 | 6883891:MANAUSD |
|---|---|---|
| Max Drawdown | -45.13% | -73.64% |
| Longest DD Days | 177.0 | 177.0 |
| Avg. Drawdown | -12.18% | -25.82% |
| Avg. Drawdown Days | 27.0 | 62.0 |
| Recovery Factor | 1.36 | -0.49 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -45.13 | 177 |
| 2024-10-19 | 2024-11-10 | -21.71 | 22 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2024-07-19 | 2024-09-02 | -12.62 | 45 |
| 2024-11-12 | 2024-11-16 | -10.07 | 4 |
| 2024-11-17 | 2024-11-22 | -10.03 | 5 |
| 2024-10-07 | 2024-10-12 | -5.82 | 5 |
| 2024-10-15 | 2024-10-18 | -4.99 | 3 |
| 2024-09-04 | 2024-10-04 | -2.60 | 30 |
| 2024-10-13 | 2024-10-14 | -0.96 | 1 |
| Metric | 6883891:manausd:triple_gx:lsma230_80_55 | 6883891:MANAUSD |
|---|---|---|
| Best Day | 38.03% | 38.03% |
| Worst Day | -18.63% | -18.63% |
| Best Week | 41.53% | 41.53% |
| Worst Week | -21.6% | -29.94% |
| Best Month | 125.57% | 125.57% |
| Worst Month | -28.08% | -33.88% |
| Best Year | 75.96% | 8.78% |
| Worst Year | -8.38% | -41.33% |
| Avg. Up Day | 4.95% | 4.96% |
| Avg. Down Day | -3.75% | -4.21% |
| Avg. Up Week | 15.65% | 17.59% |
| Avg. Down Week | -6.67% | -9.3% |
| Avg. Up Month | 63.58% | 68.9% |
| Avg. Down Month | -12.18% | -18.45% |
| Win Days % | 49.14% | 51.58% |
| Win Month % | 57.14% | 30.77% |
| Win Week % | 45.83% | 42.11% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 50.0% | 50.0% |