| Metric | 5613290:atomusd:triple_gx:lsma130_85_60 | 5613290:ATOMUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 5.65% | -87.5% |
| Max Drawdown | -68.31% | -88.67% |
| Sharpe | 0.33 | -0.25 |
| Sortino | 0.5 | -0.36 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.08 | 0.96 |
| Common Sense Ratio | 1.12 | 1.05 |
| CPC Index | 0.59 | 0.51 |
| Tail Ratio | 1.04 | 1.09 |
| Outlier Win Ratio | 10.8 | 3.58 |
| Outlier Loss Ratio | 3.65 | 3.47 |
| Volatility (ann.) | 62.14% | 85.63% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.02 | -0.5 |
| Skew | 0.4 | -0.0 |
| Kurtosis | 12.5 | 3.82 |
| Expected Daily % | 0.0% | -0.16% |
| Expected Monthly % | 0.13% | -4.62% |
| Expected Yearly % | 1.38% | -40.55% |
| Kelly Criterion | 1.75% | 2.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.29% | -7.43% |
| Expected Shortfall (cVaR) | -5.29% | -7.43% |
| Year | 5613290:ATOMUSD | 5613290:atomusd:triple_gx:lsma130_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.74 | -32.99 | 0.57 | + |
| 2023 | 13.40 | 117.63 | 8.78 | + |
| 2024 | -41.74 | 31.93 | -0.76 | + |
| 2025 | -55.25 | -45.09 | 0.82 | + |
| Metric | 5613290:atomusd:triple_gx:lsma130_85_60 | 5613290:ATOMUSD |
|---|---|---|
| MTD | -2.57% | -6.68% |
| 3M | -9.16% | -38.07% |
| 6M | -22.2% | -42.58% |
| YTD | -45.09% | -55.25% |
| 1Y | -27.8% | -47.48% |
| 3Y (ann.) | 14.9% | -35.96% |
| 5Y (ann.) | 1.55% | -44.21% |
| Metric | 5613290:atomusd:triple_gx:lsma130_85_60 | 5613290:ATOMUSD |
|---|---|---|
| Max Drawdown | -68.31% | -88.67% |
| Longest DD Days | 543.0 | 1300.0 |
| Avg. Drawdown | -15.11% | -88.67% |
| Avg. Drawdown Days | 79.0 | 1300.0 |
| Recovery Factor | 0.08 | -0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -68.31 | 344 |
| 2022-05-05 | 2023-10-30 | -48.17 | 543 |
| 2024-03-07 | 2024-11-22 | -43.44 | 260 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2023-12-17 | 2024-03-02 | -13.55 | 76 |
| 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 |
| 2023-11-27 | 2023-12-08 | -7.00 | 11 |
| 2023-11-13 | 2023-11-15 | -4.35 | 2 |
| Metric | 5613290:atomusd:triple_gx:lsma130_85_60 | 5613290: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 | 103.63% | 102.55% |
| Worst Month | -42.22% | -42.13% |
| Best Year | 117.63% | 13.4% |
| Worst Year | -45.09% | -57.74% |
| Avg. Up Day | 3.67% | 3.67% |
| Avg. Down Day | -3.18% | -3.47% |
| Avg. Up Week | 8.62% | 9.31% |
| Avg. Down Week | -7.07% | -8.97% |
| Avg. Up Month | 22.45% | 22.01% |
| Avg. Down Month | -9.82% | -17.05% |
| Win Days % | 47.38% | 49.61% |
| Win Month % | 41.18% | 40.91% |
| Win Week % | 50.98% | 43.16% |
| Win Quarter % | 46.67% | 40.0% |
| Win Year % | 50.0% | 25.0% |