| Metric | 14367756:atomusd:triple_med_gx:zlema280_100 | 14367756:ATOMUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 125.25% | -86.31% |
| Max Drawdown | -29.47% | -89.51% |
| Sharpe | 0.49 | -0.12 |
| Sortino | 0.82 | -0.17 |
| Payoff Ratio | 1.31 | 1.14 |
| Profit Factor | 1.23 | 0.98 |
| Common Sense Ratio | 1.48 | 0.94 |
| CPC Index | 0.72 | 0.57 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 41.96 | 3.09 |
| Outlier Loss Ratio | 4.29 | 2.82 |
| Volatility (ann.) | 14.47% | 43.82% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.94 | -0.5 |
| Skew | 2.72 | -0.16 |
| Kurtosis | 51.2 | 5.54 |
| Expected Daily % | 0.02% | -0.04% |
| Expected Monthly % | 2.05% | -4.85% |
| Expected Yearly % | 22.51% | -39.17% |
| Kelly Criterion | 2.4% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.79% |
| Expected Shortfall (cVaR) | -1.23% | -3.79% |
| Year | 14367756:ATOMUSD | 14367756:atomusd:triple_med_gx:zlema280_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.78 | -0.99 | 0.01 | + |
| 2023 | 13.40 | 45.16 | 3.37 | + |
| 2024 | -41.74 | 65.70 | -1.57 | + |
| 2025 | -31.43 | -5.42 | 0.17 | + |
| Metric | 14367756:atomusd:triple_med_gx:zlema280_100 | 14367756:ATOMUSD |
|---|---|---|
| MTD | -7.47% | -1.58% |
| 3M | -14.41% | -7.17% |
| 6M | 2.51% | -48.49% |
| YTD | -5.42% | -31.43% |
| 1Y | 73.37% | -50.49% |
| 3Y (ann.) | 38.41% | -26.12% |
| 5Y (ann.) | 27.73% | -45.08% |
| Metric | 14367756:atomusd:triple_med_gx:zlema280_100 | 14367756:ATOMUSD |
|---|---|---|
| Max Drawdown | -29.47% | -89.51% |
| Longest DD Days | 277.0 | 1183.0 |
| Avg. Drawdown | -7.86% | -31.41% |
| Avg. Drawdown Days | 56.0 | 302.0 |
| Recovery Factor | 4.25 | -0.96 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-30 | 2024-11-22 | -29.47 | 237 |
| 2022-03-03 | 2022-06-23 | -20.40 | 112 |
| 2022-09-14 | 2023-01-22 | -18.91 | 130 |
| 2022-07-24 | 2022-09-09 | -15.72 | 47 |
| 2025-01-31 | 2025-05-31 | -15.59 | 119 |
| 2023-01-26 | 2023-10-30 | -13.61 | 277 |
| 2024-03-05 | 2024-03-27 | -12.34 | 21 |
| 2023-01-22 | 2023-01-25 | -8.00 | 3 |
| 2024-12-04 | 2025-01-30 | -5.44 | 56 |
| 2023-11-09 | 2023-11-18 | -4.29 | 9 |
| Metric | 14367756:atomusd:triple_med_gx:zlema280_100 | 14367756:ATOMUSD |
|---|---|---|
| Best Day | 11.13% | 15.85% |
| Worst Day | -7.97% | -15.91% |
| Best Week | 43.84% | 43.5% |
| Worst Week | -11.2% | -41.63% |
| Best Month | 89.23% | 102.55% |
| Worst Month | -12.8% | -42.13% |
| Best Year | 65.7% | 13.4% |
| Worst Year | -5.42% | -69.78% |
| Avg. Up Day | 1.62% | 1.65% |
| Avg. Down Day | -1.24% | -1.44% |
| Avg. Up Week | 10.52% | 13.29% |
| Avg. Down Week | -2.21% | -8.01% |
| Avg. Up Month | 18.29% | 25.55% |
| Avg. Down Month | -5.4% | -14.82% |
| Win Days % | 44.65% | 50.61% |
| Win Month % | 44.12% | 40.0% |
| Win Week % | 39.02% | 43.82% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 50.0% | 25.0% |