| Metric | 6883891:manausd:triple_gx:lsma230_80_55 | 6883891:MANAUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 324.14% | -56.72% |
| Max Drawdown | -48.14% | -74.52% |
| Sharpe | 1.15 | 0.1 |
| Sortino | 2.02 | 0.15 |
| Payoff Ratio | 1.23 | 1.1 |
| Profit Factor | 1.35 | 1.02 |
| Common Sense Ratio | 1.55 | 1.0 |
| CPC Index | 0.86 | 0.57 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 13.44 | 3.99 |
| Outlier Loss Ratio | 3.19 | 3.12 |
| Volatility (ann.) | 66.55% | 91.49% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.53 | -0.37 |
| Skew | 2.54 | 0.78 |
| Kurtosis | 27.03 | 7.21 |
| Expected Daily % | 0.15% | -0.09% |
| Expected Monthly % | 4.62% | -2.58% |
| Expected Yearly % | 43.51% | -18.89% |
| Kelly Criterion | 12.01% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.52% | -7.85% |
| Expected Shortfall (cVaR) | -5.52% | -7.85% |
| Year | 6883891:MANAUSD | 6883891:manausd:triple_gx:lsma230_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.95 | -36.50 | 0.69 | + |
| 2023 | 75.19 | 307.50 | 4.09 | + |
| 2024 | -10.51 | 78.90 | -7.51 | + |
| 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.) | 73.61% | -27.37% |
| 5Y (ann.) | 73.61% | -27.37% |
| Metric | 6883891:manausd:triple_gx:lsma230_80_55 | 6883891:MANAUSD |
|---|---|---|
| Max Drawdown | -48.14% | -74.52% |
| Longest DD Days | 244.0 | 843.0 |
| Avg. Drawdown | -12.65% | -24.11% |
| Avg. Drawdown Days | 39.0 | 135.0 |
| Recovery Factor | 6.73 | -0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-14 | -48.14 | 69 |
| 2024-12-05 | 2025-05-31 | -45.13 | 177 |
| 2024-03-12 | 2024-11-11 | -32.23 | 244 |
| 2024-11-25 | 2024-12-04 | -19.83 | 9 |
| 2023-11-12 | 2024-01-08 | -19.78 | 57 |
| 2023-02-08 | 2023-07-01 | -18.14 | 143 |
| 2023-07-14 | 2023-10-22 | -14.98 | 100 |
| 2024-01-12 | 2024-03-07 | -12.31 | 55 |
| 2023-01-30 | 2023-02-07 | -12.16 | 8 |
| 2023-07-02 | 2023-07-13 | -11.25 | 11 |
| Metric | 6883891:manausd:triple_gx:lsma230_80_55 | 6883891: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 | 126.19% | 149.98% |
| Worst Month | -35.38% | -38.67% |
| Best Year | 307.5% | 75.19% |
| Worst Year | -36.5% | -52.95% |
| Avg. Up Day | 4.26% | 4.27% |
| Avg. Down Day | -3.46% | -3.89% |
| Avg. Up Week | 14.6% | 15.46% |
| Avg. Down Week | -6.82% | -8.46% |
| Avg. Up Month | 39.55% | 44.01% |
| Avg. Down Month | -11.72% | -24.81% |
| Win Days % | 51.42% | 51.15% |
| Win Month % | 61.9% | 37.5% |
| Win Week % | 50.77% | 42.14% |
| Win Quarter % | 70.0% | 45.45% |
| Win Year % | 50.0% | 25.0% |