| Metric | 14367756:atomusd:triple_med_gx:zlema280_100 | 14367756:ATOMUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 67.28% | -50.17% |
| Max Drawdown | -16.73% | -65.95% |
| Sharpe | 0.9 | -0.14 |
| Sortino | 1.66 | -0.19 |
| Payoff Ratio | 1.29 | 1.08 |
| Profit Factor | 1.53 | 0.98 |
| Common Sense Ratio | 2.49 | 1.01 |
| CPC Index | 0.93 | 0.54 |
| Tail Ratio | 1.63 | 1.03 |
| Outlier Win Ratio | 42.03 | 2.96 |
| Outlier Loss Ratio | 4.62 | 2.63 |
| Volatility (ann.) | 14.22% | 44.46% |
| R^2 | 0.1 | 0.1 |
| Calmar | 3.64 | -0.72 |
| Skew | 4.05 | -0.22 |
| Kurtosis | 65.34 | 6.11 |
| Expected Daily % | 0.03% | -0.04% |
| Expected Monthly % | 4.04% | -5.22% |
| Expected Yearly % | 29.34% | -29.41% |
| Kelly Criterion | 6.27% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.84% |
| Expected Shortfall (cVaR) | -1.19% | -3.84% |
| Year | 14367756:ATOMUSD | 14367756:atomusd:triple_med_gx:zlema280_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -27.33 | 76.86 | -2.81 | + |
| 2025 | -31.43 | -5.42 | 0.17 | + |
| Metric | 14367756:atomusd:triple_med_gx:zlema280_100 | 14367756:ATOMUSD |
|---|---|---|
| MTD | -7.47% | -1.58% |
| 3M | -14.41% | -7.17% |
| 6M | 2.51% | -48.49% |
| YTD | -5.42% | -31.43% |
| 1Y | 73.37% | -50.49% |
| 3Y (ann.) | 60.87% | -47.46% |
| 5Y (ann.) | 60.87% | -47.46% |
| Metric | 14367756:atomusd:triple_med_gx:zlema280_100 | 14367756:ATOMUSD |
|---|---|---|
| Max Drawdown | -16.73% | -65.95% |
| Longest DD Days | 192.0 | 210.0 |
| Avg. Drawdown | -4.56% | -23.48% |
| Avg. Drawdown Days | 34.0 | 65.0 |
| Recovery Factor | 4.02 | -0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-09 | 2024-11-18 | -16.73 | 192 |
| 2025-01-31 | 2025-05-31 | -15.59 | 119 |
| 2024-11-20 | 2024-11-22 | -5.50 | 1 |
| 2024-12-04 | 2025-01-30 | -5.44 | 56 |
| 2024-11-27 | 2024-12-03 | -4.06 | 6 |
| 2024-05-06 | 2024-05-09 | -1.52 | 2 |
| 2025-01-31 | 2025-01-31 | -0.54 | 0 |
| 2024-11-23 | 2024-11-24 | -0.18 | 0 |
| 2024-05-05 | 2024-05-05 | -0.18 | 0 |
| 2024-11-19 | 2024-11-20 | -0.18 | 0 |
| Metric | 14367756:atomusd:triple_med_gx:zlema280_100 | 14367756:ATOMUSD |
|---|---|---|
| Best Day | 11.03% | 15.85% |
| Worst Day | -6.36% | -14.15% |
| Best Week | 43.84% | 43.5% |
| Worst Week | -8.71% | -29.86% |
| Best Month | 89.23% | 102.55% |
| Worst Month | -8.87% | -27.95% |
| Best Year | 76.86% | -27.33% |
| Worst Year | -5.42% | -31.43% |
| Avg. Up Day | 1.61% | 1.65% |
| Avg. Down Day | -1.24% | -1.52% |
| Avg. Up Week | 14.84% | 15.26% |
| Avg. Down Week | -2.12% | -7.86% |
| Avg. Up Month | 50.02% | 51.76% |
| Avg. Down Month | -5.1% | -9.3% |
| Win Days % | 47.17% | 50.73% |
| Win Month % | 41.67% | 23.08% |
| Win Week % | 33.33% | 40.68% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 0.0% |