| Metric | 5608071:atomusd:triple_gx:lsma155_65_45 | 5608071:ATOMUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 40.84% | -74.24% |
| Max Drawdown | -51.94% | -84.91% |
| Sharpe | 0.45 | -0.06 |
| Sortino | 0.68 | -0.08 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.12 | 0.99 |
| Common Sense Ratio | 1.16 | 1.12 |
| CPC Index | 0.61 | 0.5 |
| Tail Ratio | 1.03 | 1.13 |
| Outlier Win Ratio | 14.32 | 3.41 |
| Outlier Loss Ratio | 3.25 | 3.0 |
| Volatility (ann.) | 52.99% | 82.79% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.2 | -0.38 |
| Skew | 0.58 | 0.21 |
| Kurtosis | 19.03 | 3.47 |
| Expected Daily % | 0.03% | -0.11% |
| Expected Monthly % | 0.8% | -3.11% |
| Expected Yearly % | 8.94% | -28.76% |
| Kelly Criterion | 2.13% | 0.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.5% | -7.14% |
| Expected Shortfall (cVaR) | -4.5% | -7.14% |
| Year | 5608071:ATOMUSD | 5608071:atomusd:triple_gx:lsma155_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -12.88 | -17.08 | 1.33 | - |
| 2023 | 13.40 | 63.58 | 4.74 | + |
| 2024 | -41.74 | 85.80 | -2.06 | + |
| 2025 | -55.25 | -44.12 | 0.80 | + |
| Metric | 5608071:atomusd:triple_gx:lsma155_65_45 | 5608071:ATOMUSD |
|---|---|---|
| MTD | 0.0% | -6.68% |
| 3M | -23.55% | -38.07% |
| 6M | -38.65% | -42.58% |
| YTD | -44.12% | -55.25% |
| 1Y | -4.91% | -47.48% |
| 3Y (ann.) | 17.84% | -35.96% |
| 5Y (ann.) | 10.33% | -32.26% |
| Metric | 5608071:atomusd:triple_gx:lsma155_65_45 | 5608071:ATOMUSD |
|---|---|---|
| Max Drawdown | -51.94% | -84.91% |
| Longest DD Days | 451.0 | 1156.0 |
| Avg. Drawdown | -14.91% | -22.14% |
| Avg. Drawdown Days | 89.0 | 126.0 |
| Recovery Factor | 0.79 | -0.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -51.94 | 344 |
| 2022-09-17 | 2023-12-12 | -43.34 | 451 |
| 2024-08-25 | 2024-11-22 | -24.37 | 89 |
| 2022-05-26 | 2022-09-07 | -14.88 | 104 |
| 2024-07-17 | 2024-08-24 | -14.24 | 38 |
| 2023-12-17 | 2024-04-30 | -14.05 | 135 |
| 2022-09-10 | 2022-09-16 | -13.95 | 6 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2024-05-06 | 2024-07-12 | -7.26 | 67 |
| 2023-12-13 | 2023-12-16 | -7.14 | 3 |
| Metric | 5608071:atomusd:triple_gx:lsma155_65_45 | 5608071:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -23.16% | -23.16% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -25.41% | -29.86% |
| Best Month | 62.3% | 102.55% |
| Worst Month | -26.09% | -31.29% |
| Best Year | 85.8% | 13.4% |
| Worst Year | -44.12% | -55.25% |
| Avg. Up Day | 3.45% | 3.46% |
| Avg. Down Day | -3.07% | -3.4% |
| Avg. Up Week | 7.62% | 9.61% |
| Avg. Down Week | -6.23% | -9.63% |
| Avg. Up Month | 15.75% | 24.68% |
| Avg. Down Month | -8.58% | -16.24% |
| Win Days % | 48.26% | 49.72% |
| Win Month % | 53.33% | 41.86% |
| Win Week % | 52.87% | 43.55% |
| Win Quarter % | 53.33% | 40.0% |
| Win Year % | 50.0% | 25.0% |