| Metric | 5613292:atomusd:triple_gx:lsma125_85_60 | 5613292:ATOMUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 6.04% | -88.8% |
| Max Drawdown | -66.81% | -89.84% |
| Sharpe | 0.34 | -0.29 |
| Sortino | 0.51 | -0.4 |
| Payoff Ratio | 1.19 | 1.07 |
| Profit Factor | 1.08 | 0.96 |
| Common Sense Ratio | 1.21 | 1.05 |
| CPC Index | 0.6 | 0.51 |
| Tail Ratio | 1.12 | 1.09 |
| Outlier Win Ratio | 10.47 | 3.59 |
| Outlier Loss Ratio | 3.62 | 3.47 |
| Volatility (ann.) | 62.86% | 85.53% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.02 | -0.51 |
| Skew | 0.39 | 0.0 |
| Kurtosis | 11.88 | 3.83 |
| Expected Daily % | 0.0% | -0.17% |
| Expected Monthly % | 0.13% | -4.85% |
| Expected Yearly % | 1.48% | -42.14% |
| Kelly Criterion | 2.33% | 2.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -7.43% |
| Expected Shortfall (cVaR) | -5.35% | -7.43% |
| Year | 5613292:ATOMUSD | 5613292:atomusd:triple_gx:lsma125_85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.11 | -30.81 | 0.50 | + |
| 2023 | 13.40 | 75.02 | 5.60 | + |
| 2024 | -41.74 | 52.27 | -1.25 | + |
| 2025 | -55.25 | -42.49 | 0.77 | + |
| Metric | 5613292:atomusd:triple_gx:lsma125_85_60 | 5613292:ATOMUSD |
|---|---|---|
| MTD | -2.57% | -6.68% |
| 3M | -9.16% | -38.07% |
| 6M | -19.77% | -42.58% |
| YTD | -42.49% | -55.25% |
| 1Y | -24.38% | -47.48% |
| 3Y (ann.) | 13.82% | -35.96% |
| 5Y (ann.) | 1.65% | -45.73% |
| Metric | 5613292:atomusd:triple_gx:lsma125_85_60 | 5613292:ATOMUSD |
|---|---|---|
| Max Drawdown | -66.81% | -89.84% |
| Longest DD Days | 559.0 | 1306.0 |
| Avg. Drawdown | -15.49% | -89.84% |
| Avg. Drawdown Days | 84.0 | 1306.0 |
| Recovery Factor | 0.09 | -0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -66.81 | 344 |
| 2022-05-05 | 2023-11-15 | -49.42 | 559 |
| 2024-03-07 | 2024-11-18 | -41.69 | 256 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 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 |
| 2023-11-27 | 2023-12-08 | -7.00 | 11 |
| 2024-11-19 | 2024-11-22 | -4.22 | 3 |
| Metric | 5613292:atomusd:triple_gx:lsma125_85_60 | 5613292: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 | 115.15% | 102.55% |
| Worst Month | -42.22% | -42.13% |
| Best Year | 75.02% | 13.4% |
| Worst Year | -42.49% | -62.11% |
| Avg. Up Day | 3.75% | 3.75% |
| Avg. Down Day | -3.16% | -3.5% |
| Avg. Up Week | 9.02% | 9.5% |
| Avg. Down Week | -6.89% | -8.94% |
| Avg. Up Month | 21.43% | 23.11% |
| Avg. Down Month | -9.43% | -15.86% |
| Win Days % | 47.0% | 49.5% |
| Win Month % | 41.18% | 40.91% |
| Win Week % | 48.57% | 42.93% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 25.0% |