| Metric | 5610889:atomusd:triple_gx:lsma220_105_50 | 5610889:ATOMUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 20.7% | -70.14% |
| Max Drawdown | -52.15% | -81.22% |
| Sharpe | 0.37 | -0.07 |
| Sortino | 0.57 | -0.1 |
| Payoff Ratio | 1.17 | 1.04 |
| Profit Factor | 1.09 | 0.99 |
| Common Sense Ratio | 1.11 | 1.12 |
| CPC Index | 0.6 | 0.51 |
| Tail Ratio | 1.02 | 1.13 |
| Outlier Win Ratio | 12.69 | 3.32 |
| Outlier Loss Ratio | 3.39 | 3.07 |
| Volatility (ann.) | 51.06% | 79.73% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.12 | -0.39 |
| Skew | 1.31 | 0.18 |
| Kurtosis | 15.45 | 3.79 |
| Expected Daily % | 0.02% | -0.1% |
| Expected Monthly % | 0.47% | -2.98% |
| Expected Yearly % | 4.82% | -26.08% |
| Kelly Criterion | 2.34% | 1.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.34% | -6.88% |
| Expected Shortfall (cVaR) | -4.34% | -6.88% |
| Year | 5610889:ATOMUSD | 5610889:atomusd:triple_gx:lsma220_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.32 | -6.01 | 0.37 | + |
| 2023 | 13.40 | 97.50 | 7.27 | + |
| 2024 | -41.74 | -35.91 | 0.86 | + |
| 2025 | -45.98 | 1.45 | -0.03 | + |
| Metric | 5610889:atomusd:triple_gx:lsma220_105_50 | 5610889:ATOMUSD |
|---|---|---|
| MTD | 6.76% | -18.61% |
| 3M | 4.44% | -26.78% |
| 6M | -7.17% | -19.32% |
| YTD | 1.45% | -45.98% |
| 1Y | 24.66% | -26.13% |
| 3Y (ann.) | 10.43% | -34.05% |
| 5Y (ann.) | 6.02% | -31.32% |
| Metric | 5610889:atomusd:triple_gx:lsma220_105_50 | 5610889:ATOMUSD |
|---|---|---|
| Max Drawdown | -52.15% | -81.22% |
| Longest DD Days | 355.0 | 1124.0 |
| Avg. Drawdown | -15.24% | -19.43% |
| Avg. Drawdown Days | 73.0 | 145.0 |
| Recovery Factor | 0.4 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-17 | 2024-12-06 | -52.15 | 355 |
| 2024-12-07 | 2025-10-15 | -46.49 | 312 |
| 2022-09-17 | 2023-02-03 | -27.85 | 139 |
| 2023-02-09 | 2023-06-17 | -18.54 | 128 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2023-09-20 | 2023-11-05 | -14.48 | 46 |
| 2023-07-04 | 2023-09-18 | -12.88 | 76 |
| 2023-12-11 | 2023-12-12 | -7.78 | 1 |
| 2023-12-13 | 2023-12-16 | -7.14 | 3 |
| 2023-11-27 | 2023-12-08 | -7.00 | 11 |
| Metric | 5610889:atomusd:triple_gx:lsma220_105_50 | 5610889:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -17.06% | -23.16% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -24.86% | -29.86% |
| Best Month | 62.3% | 102.55% |
| Worst Month | -30.35% | -31.29% |
| Best Year | 97.5% | 13.4% |
| Worst Year | -35.91% | -45.98% |
| Avg. Up Day | 3.29% | 3.3% |
| Avg. Down Day | -2.81% | -3.18% |
| Avg. Up Week | 8.18% | 9.2% |
| Avg. Down Week | -5.71% | -8.13% |
| Avg. Up Month | 17.45% | 25.0% |
| Avg. Down Month | -12.13% | -13.96% |
| Win Days % | 47.33% | 49.62% |
| Win Month % | 50.0% | 42.5% |
| Win Week % | 44.71% | 43.27% |
| Win Quarter % | 69.23% | 42.86% |
| Win Year % | 50.0% | 25.0% |