| Metric | 5605611:atomusd:triple_gx:lsma160_45_40 | 5605611:ATOMUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 216.64% | -68.26% |
| Max Drawdown | -30.34% | -81.22% |
| Sharpe | 0.94 | -0.0 |
| Sortino | 1.54 | -0.0 |
| Payoff Ratio | 1.43 | 1.15 |
| Profit Factor | 1.31 | 1.0 |
| Common Sense Ratio | 1.49 | 1.13 |
| CPC Index | 0.84 | 0.57 |
| Tail Ratio | 1.14 | 1.13 |
| Outlier Win Ratio | 15.89 | 3.36 |
| Outlier Loss Ratio | 3.88 | 2.82 |
| Volatility (ann.) | 48.87% | 82.26% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.34 | -0.35 |
| Skew | 1.25 | 0.24 |
| Kurtosis | 25.49 | 3.4 |
| Expected Daily % | 0.09% | -0.09% |
| Expected Monthly % | 2.78% | -2.7% |
| Expected Yearly % | 33.4% | -24.94% |
| Kelly Criterion | 6.98% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.08% | -7.08% |
| Expected Shortfall (cVaR) | -4.08% | -7.08% |
| Year | 5605611:ATOMUSD | 5605611:atomusd:triple_gx:lsma160_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.06 | 16.30 | -1.47 | + |
| 2023 | 13.40 | 44.49 | 3.32 | + |
| 2024 | -41.74 | 107.12 | -2.57 | + |
| 2025 | -45.98 | -9.03 | 0.20 | + |
| Metric | 5605611:atomusd:triple_gx:lsma160_45_40 | 5605611:ATOMUSD |
|---|---|---|
| MTD | -17.96% | -18.61% |
| 3M | -4.61% | -26.78% |
| 6M | -0.04% | -19.32% |
| YTD | -9.03% | -45.98% |
| 1Y | 74.3% | -26.13% |
| 3Y (ann.) | 32.42% | -34.05% |
| 5Y (ann.) | 40.62% | -28.78% |
| Metric | 5605611:atomusd:triple_gx:lsma160_45_40 | 5605611:ATOMUSD |
|---|---|---|
| Max Drawdown | -30.34% | -81.22% |
| Longest DD Days | 454.0 | 1124.0 |
| Avg. Drawdown | -9.61% | -20.41% |
| Avg. Drawdown Days | 56.0 | 111.0 |
| Recovery Factor | 7.14 | -0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2023-12-08 | -30.34 | 454 |
| 2025-08-29 | 2025-10-15 | -28.51 | 47 |
| 2024-06-20 | 2024-11-16 | -16.37 | 149 |
| 2025-05-23 | 2025-07-20 | -16.22 | 58 |
| 2024-12-07 | 2025-05-22 | -15.52 | 166 |
| 2022-06-26 | 2022-09-07 | -15.16 | 73 |
| 2025-07-22 | 2025-08-12 | -9.65 | 21 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2023-12-17 | 2024-04-20 | -8.26 | 125 |
| 2023-12-11 | 2023-12-12 | -7.78 | 1 |
| Metric | 5605611:atomusd:triple_gx:lsma160_45_40 | 5605611: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 | 107.12% | 13.4% |
| Worst Year | -9.03% | -45.98% |
| Avg. Up Day | 3.55% | 3.58% |
| Avg. Down Day | -2.48% | -3.11% |
| Avg. Up Week | 7.68% | 10.42% |
| Avg. Down Week | -5.49% | -9.15% |
| Avg. Up Month | 13.39% | 21.44% |
| Avg. Down Month | -8.35% | -12.16% |
| Win Days % | 45.28% | 49.76% |
| Win Month % | 68.75% | 42.86% |
| Win Week % | 59.52% | 43.89% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 75.0% | 25.0% |