| Metric | 5605610:atomusd:triple_gx:lsma165_45_40 | 5605610:ATOMUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 196.6% | -63.92% |
| Max Drawdown | -30.34% | -81.22% |
| Sharpe | 0.91 | 0.04 |
| Sortino | 1.48 | 0.06 |
| Payoff Ratio | 1.41 | 1.16 |
| Profit Factor | 1.29 | 1.01 |
| Common Sense Ratio | 1.48 | 1.14 |
| CPC Index | 0.83 | 0.58 |
| Tail Ratio | 1.14 | 1.13 |
| Outlier Win Ratio | 16.1 | 3.33 |
| Outlier Loss Ratio | 3.82 | 2.81 |
| Volatility (ann.) | 48.5% | 82.2% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.26 | -0.32 |
| Skew | 1.25 | 0.24 |
| Kurtosis | 26.25 | 3.42 |
| Expected Daily % | 0.09% | -0.08% |
| Expected Monthly % | 2.69% | -2.46% |
| Expected Yearly % | 31.23% | -22.5% |
| Kelly Criterion | 6.56% | 6.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -7.07% |
| Expected Shortfall (cVaR) | -4.06% | -7.07% |
| Year | 5605610:ATOMUSD | 5605610:atomusd:triple_gx:lsma165_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 1.10 | 9.78 | 8.87 | + |
| 2023 | 13.40 | 51.02 | 3.81 | + |
| 2024 | -41.74 | 96.62 | -2.31 | + |
| 2025 | -45.98 | -9.01 | 0.20 | + |
| Metric | 5605610:atomusd:triple_gx:lsma165_45_40 | 5605610:ATOMUSD |
|---|---|---|
| MTD | -17.96% | -18.61% |
| 3M | -4.61% | -26.78% |
| 6M | 0.02% | -19.32% |
| YTD | -9.01% | -45.98% |
| 1Y | 74.32% | -26.13% |
| 3Y (ann.) | 32.08% | -34.05% |
| 5Y (ann.) | 38.11% | -26.12% |
| Metric | 5605610:atomusd:triple_gx:lsma165_45_40 | 5605610:ATOMUSD |
|---|---|---|
| Max Drawdown | -30.34% | -81.22% |
| Longest DD Days | 451.0 | 1124.0 |
| Avg. Drawdown | -9.25% | -18.25% |
| Avg. Drawdown Days | 53.0 | 101.0 |
| Recovery Factor | 6.48 | -0.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2023-12-05 | -30.34 | 451 |
| 2025-08-29 | 2025-10-15 | -28.51 | 47 |
| 2024-06-20 | 2024-11-16 | -17.01 | 149 |
| 2025-05-23 | 2025-07-20 | -16.17 | 58 |
| 2024-12-07 | 2025-05-22 | -15.56 | 166 |
| 2022-06-26 | 2022-09-08 | -15.16 | 74 |
| 2025-07-22 | 2025-08-12 | -9.65 | 21 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2023-12-17 | 2024-04-21 | -8.26 | 126 |
| 2023-12-11 | 2023-12-12 | -7.78 | 1 |
| Metric | 5605610:atomusd:triple_gx:lsma165_45_40 | 5605610:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -23.16% | -23.16% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -23.3% | -29.86% |
| Best Month | 62.3% | 102.55% |
| Worst Month | -17.96% | -31.29% |
| Best Year | 96.62% | 13.4% |
| Worst Year | -9.01% | -45.98% |
| Avg. Up Day | 3.55% | 3.58% |
| Avg. Down Day | -2.52% | -3.09% |
| Avg. Up Week | 7.92% | 10.77% |
| Avg. Down Week | -5.35% | -9.15% |
| Avg. Up Month | 12.49% | 21.44% |
| Avg. Down Month | -7.94% | -12.16% |
| Win Days % | 45.3% | 49.8% |
| Win Month % | 67.74% | 43.9% |
| Win Week % | 57.32% | 44.13% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 75.0% | 50.0% |