| Metric | 5605884:atomusd:triple_gx:lsma125_55_40 | 5605884:ATOMUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 8.27% | -67.59% |
| Max Drawdown | -34.64% | -75.93% |
| Sharpe | 0.37 | -0.46 |
| Sortino | 0.55 | -0.64 |
| Payoff Ratio | 1.22 | 1.07 |
| Profit Factor | 1.09 | 0.94 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.61 | 0.48 |
| Tail Ratio | 1.12 | 1.15 |
| Outlier Win Ratio | 12.95 | 3.14 |
| Outlier Loss Ratio | 3.32 | 2.88 |
| Volatility (ann.) | 53.22% | 84.49% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.16 | -0.69 |
| Skew | 0.21 | -0.1 |
| Kurtosis | 16.39 | 2.99 |
| Expected Daily % | 0.01% | -0.2% |
| Expected Monthly % | 0.42% | -5.76% |
| Expected Yearly % | 4.05% | -43.07% |
| Kelly Criterion | 1.73% | -1.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.53% | -7.38% |
| Expected Shortfall (cVaR) | -4.53% | -7.38% |
| Year | 5605884:ATOMUSD | 5605884:atomusd:triple_gx:lsma125_55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -27.58 | 55.35 | -2.01 | + |
| 2025 | -55.25 | -30.31 | 0.55 | + |
| Metric | 5605884:atomusd:triple_gx:lsma125_55_40 | 5605884:ATOMUSD |
|---|---|---|
| MTD | 0.0% | -6.68% |
| 3M | -22.18% | -38.07% |
| 6M | -20.8% | -42.58% |
| YTD | -30.31% | -55.25% |
| 1Y | 42.04% | -47.48% |
| 3Y (ann.) | 5.42% | -52.72% |
| 5Y (ann.) | 5.42% | -52.72% |
| Metric | 5605884:atomusd:triple_gx:lsma125_55_40 | 5605884:ATOMUSD |
|---|---|---|
| Max Drawdown | -34.64% | -75.93% |
| Longest DD Days | 236.0 | 344.0 |
| Avg. Drawdown | -10.57% | -35.94% |
| Avg. Drawdown Days | 45.0 | 136.0 |
| Recovery Factor | 0.24 | -0.89 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-25 | 2025-11-16 | -34.64 | 236 |
| 2024-06-17 | 2024-11-22 | -29.22 | 158 |
| 2025-02-03 | 2025-02-12 | -11.51 | 9 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2024-12-07 | 2024-12-11 | -8.29 | 4 |
| 2025-02-13 | 2025-03-22 | -4.61 | 37 |
| 2024-12-05 | 2024-12-06 | -3.71 | 1 |
| 2024-11-30 | 2024-12-01 | -2.28 | 1 |
| 2025-03-23 | 2025-03-24 | -1.60 | 1 |
| 2024-06-14 | 2024-06-15 | -0.18 | 1 |
| Metric | 5605884:atomusd:triple_gx:lsma125_55_40 | 5605884:ATOMUSD |
|---|---|---|
| Best Day | 17.47% | 17.47% |
| 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 | -22.67% | -27.95% |
| Best Year | 55.35% | -27.58% |
| Worst Year | -30.31% | -55.25% |
| Avg. Up Day | 3.55% | 3.56% |
| Avg. Down Day | -2.91% | -3.33% |
| Avg. Up Week | 11.21% | 12.54% |
| Avg. Down Week | -6.1% | -9.45% |
| Avg. Up Month | 24.12% | 37.15% |
| Avg. Down Month | -8.63% | -16.4% |
| Win Days % | 45.97% | 47.72% |
| Win Month % | 42.86% | 31.58% |
| Win Week % | 41.67% | 40.74% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 0.0% |