| Metric | d_atomusd_div_0.25_tpm:0.035__tp__tep:1.0_ | ATOMUSD |
|---|---|---|
| Time in Market | 79.0% | 100.0% |
| Cumulative Return | -19.47% | -24.1% |
| Max Drawdown | -63.59% | -51.95% |
| Sharpe | 0.26 | -0.09 |
| Sortino | 0.31 | -0.13 |
| Payoff Ratio | 0.4 | 1.18 |
| Profit Factor | 1.07 | 0.99 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.33 | 0.56 |
| Tail Ratio | 1.17 | 1.09 |
| Outlier Win Ratio | 8.23 | 3.2 |
| Outlier Loss Ratio | 2.91 | 5.02 |
| Volatility (ann.) | 100.06% | 80.39% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.42 | -0.63 |
| Skew | -3.16 | -0.11 |
| Kurtosis | 18.58 | 1.15 |
| Expected Daily % | -0.09% | -0.11% |
| Expected Monthly % | -2.38% | -3.02% |
| Expected Yearly % | -19.47% | -24.1% |
| Kelly Criterion | 18.92% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.54% | -6.94% |
| Expected Shortfall (cVaR) | -8.54% | -6.94% |
| Year | ATOMUSD | d_atomusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -24.10 | -19.47 | 0.81 | + |
| Metric | d_atomusd_div_0.25_tpm:0.035__tp__tep:1.0_ | ATOMUSD |
|---|---|---|
| MTD | 4.98% | 4.0% |
| 3M | 19.59% | 5.65% |
| 6M | 15.25% | 30.79% |
| YTD | -19.47% | -24.1% |
| 1Y | -19.47% | -24.1% |
| 3Y (ann.) | -26.83% | -32.83% |
| 5Y (ann.) | -26.83% | -32.83% |
| Metric | d_atomusd_div_0.25_tpm:0.035__tp__tep:1.0_ | ATOMUSD |
|---|---|---|
| Max Drawdown | -63.59% | -51.95% |
| Longest DD Days | 224.0 | 249.0 |
| Avg. Drawdown | -15.94% | -51.95% |
| Avg. Drawdown Days | 57.0 | 249.0 |
| Recovery Factor | -0.31 | -0.46 |
| Ulcer Index | 1.15 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-09-11 | -63.59 | 224 |
| 2025-01-26 | 2025-01-27 | -0.09 | 1 |
| 2025-01-06 | 2025-01-07 | -0.09 | 1 |
| 2025-01-10 | 2025-01-11 | -0.01 | 1 |
| Metric | d_atomusd_div_0.25_tpm:0.035__tp__tep:1.0_ | ATOMUSD |
|---|---|---|
| Best Day | 13.1% | 11.14% |
| Worst Day | -38.79% | -16.21% |
| Best Week | 17.66% | 19.97% |
| Worst Week | -31.17% | -28.85% |
| Best Month | 32.78% | 4.65% |
| Worst Month | -39.84% | -26.52% |
| Best Year | -19.47% | -24.1% |
| Worst Year | -19.47% | -24.1% |
| Avg. Up Day | 2.44% | 3.7% |
| Avg. Down Day | -6.17% | -3.12% |
| Avg. Up Week | 7.15% | 7.31% |
| Avg. Down Week | -12.28% | -7.23% |
| Avg. Up Month | 16.55% | 3.12% |
| Avg. Down Month | -36.45% | -26.52% |
| Win Days % | 77.0% | 48.22% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 59.46% | 48.65% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 0.0% | 0.0% |