| Metric | 5611891:atomusd:triple_gx:lsma125_85_55 | 5611891:ATOMUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | -24.7% | -86.48% |
| Max Drawdown | -67.96% | -87.36% |
| Sharpe | 0.17 | -0.24 |
| Sortino | 0.25 | -0.35 |
| Payoff Ratio | 1.18 | 1.05 |
| Profit Factor | 1.04 | 0.96 |
| Common Sense Ratio | 1.06 | 1.05 |
| CPC Index | 0.56 | 0.5 |
| Tail Ratio | 1.03 | 1.09 |
| Outlier Win Ratio | 10.69 | 3.44 |
| Outlier Loss Ratio | 3.68 | 3.38 |
| Volatility (ann.) | 60.49% | 85.32% |
| R^2 | 0.5 | 0.5 |
| Calmar | -0.11 | -0.5 |
| Skew | 0.36 | 0.01 |
| Kurtosis | 12.79 | 3.75 |
| Expected Daily % | -0.02% | -0.16% |
| Expected Monthly % | -0.66% | -4.55% |
| Expected Yearly % | -6.85% | -39.36% |
| Kelly Criterion | -0.85% | 1.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -7.4% |
| Expected Shortfall (cVaR) | -5.18% | -7.4% |
| Year | 5611891:ATOMUSD | 5611891:atomusd:triple_gx:lsma125_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.11 | -44.10 | 0.71 | + |
| 2023 | 13.40 | 101.17 | 7.55 | + |
| 2024 | -41.74 | 10.29 | -0.25 | + |
| 2025 | -45.98 | -39.28 | 0.85 | + |
| Metric | 5611891:atomusd:triple_gx:lsma125_85_55 | 5611891:ATOMUSD |
|---|---|---|
| MTD | 6.76% | -18.61% |
| 3M | 7.4% | -26.78% |
| 6M | -17.79% | -19.32% |
| YTD | -39.28% | -45.98% |
| 1Y | -11.32% | -26.13% |
| 3Y (ann.) | 11.33% | -34.05% |
| 5Y (ann.) | -7.8% | -43.6% |
| Metric | 5611891:atomusd:triple_gx:lsma125_85_55 | 5611891:ATOMUSD |
|---|---|---|
| Max Drawdown | -67.96% | -87.36% |
| Longest DD Days | 586.0 | 1274.0 |
| Avg. Drawdown | -15.49% | -87.36% |
| Avg. Drawdown Days | 89.0 | 1274.0 |
| Recovery Factor | -0.36 | -0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-10-15 | -67.96 | 312 |
| 2022-05-03 | 2023-12-10 | -50.48 | 586 |
| 2024-03-07 | 2024-11-24 | -48.61 | 262 |
| 2023-12-17 | 2024-02-26 | -13.55 | 71 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2023-12-11 | 2023-12-12 | -7.78 | 1 |
| 2023-12-13 | 2023-12-16 | -7.14 | 3 |
| 2024-03-05 | 2024-03-06 | -3.77 | 1 |
| 2024-12-05 | 2024-12-06 | -3.71 | 1 |
| 2024-11-30 | 2024-12-01 | -2.28 | 1 |
| Metric | 5611891:atomusd:triple_gx:lsma125_85_55 | 5611891:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -23.98% | -23.98% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -41.63% | -41.63% |
| Best Month | 80.81% | 102.55% |
| Worst Month | -42.13% | -42.13% |
| Best Year | 101.17% | 13.4% |
| Worst Year | -44.1% | -62.11% |
| Avg. Up Day | 3.67% | 3.69% |
| Avg. Down Day | -3.12% | -3.51% |
| Avg. Up Week | 8.86% | 9.99% |
| Avg. Down Week | -7.5% | -8.54% |
| Avg. Up Month | 19.75% | 24.43% |
| Avg. Down Month | -11.45% | -17.96% |
| Win Days % | 45.5% | 49.57% |
| Win Month % | 47.06% | 41.86% |
| Win Week % | 47.0% | 43.01% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 50.0% | 25.0% |