| Metric | d_manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | MANAUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 61.33% | -35.39% |
| Max Drawdown | -30.69% | -60.4% |
| Sharpe | 2.01 | -0.46 |
| Sortino | 2.68 | -0.66 |
| Payoff Ratio | 0.42 | 0.65 |
| Profit Factor | 1.82 | 0.94 |
| Common Sense Ratio | 107.24 | 0.72 |
| CPC Index | 0.65 | 0.31 |
| Tail Ratio | 59.06 | 0.76 |
| Outlier Win Ratio | 9.88 | 2.65 |
| Outlier Loss Ratio | 2.53 | 2.61 |
| Volatility (ann.) | 83.14% | 114.7% |
| R^2 | 0.03 | 0.03 |
| Calmar | 3.39 | -0.79 |
| Skew | -2.53 | 0.52 |
| Kurtosis | 20.84 | 2.8 |
| Expected Daily % | 0.35% | -0.32% |
| Expected Monthly % | 5.46% | -4.74% |
| Expected Yearly % | 61.33% | -35.39% |
| Kelly Criterion | 47.37% | -22.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.7% | -10.02% |
| Expected Shortfall (cVaR) | -6.7% | -10.02% |
| Year | MANAUSD | d_manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -35.39 | 61.33 | -1.73 | + |
| Metric | d_manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | MANAUSD |
|---|---|---|
| MTD | 3.09% | 5.56% |
| 3M | 19.89% | 10.69% |
| 6M | 43.67% | 1.75% |
| YTD | 61.33% | -35.39% |
| 1Y | 61.33% | -35.39% |
| 3Y (ann.) | 103.92% | -47.83% |
| 5Y (ann.) | 103.92% | -47.83% |
| Metric | d_manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | MANAUSD |
|---|---|---|
| Max Drawdown | -30.69% | -60.4% |
| Longest DD Days | 39.0 | 238.0 |
| Avg. Drawdown | -8.65% | -31.48% |
| Avg. Drawdown Days | 20.0 | 120.0 |
| Recovery Factor | 2.0 | -0.59 |
| Ulcer Index | 1.05 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-02-10 | -30.69 | 34 |
| 2025-03-11 | 2025-04-11 | -10.60 | 31 |
| 2025-08-08 | 2025-09-01 | -10.50 | 24 |
| 2025-05-31 | 2025-07-09 | -8.47 | 39 |
| 2025-02-25 | 2025-03-04 | -0.12 | 7 |
| 2025-05-05 | 2025-05-08 | -0.12 | 3 |
| 2025-07-28 | 2025-07-29 | -0.06 | 1 |
| Metric | d_manausd_div_0.25_tpm:0.05__tp__tep:1.0_ | MANAUSD |
|---|---|---|
| Best Day | 12.33% | 28.36% |
| Worst Day | -30.59% | -13.81% |
| Best Week | 22.54% | 22.73% |
| Worst Week | -27.49% | -30.9% |
| Best Month | 21.56% | 24.89% |
| Worst Month | -7.63% | -34.22% |
| Best Year | 61.33% | -35.39% |
| Worst Year | 61.33% | -35.39% |
| Avg. Up Day | 2.39% | 4.98% |
| Avg. Down Day | -5.67% | -7.64% |
| Avg. Up Week | 4.91% | 8.81% |
| Avg. Down Week | -2.74% | -5.36% |
| Avg. Up Month | 11.65% | 15.56% |
| Avg. Down Month | -4.05% | -7.21% |
| Win Days % | 84.38% | 51.49% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 76.47% | 42.86% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 0.0% |