| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_ | ATOMUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 53.09% | -47.96% |
| Max Drawdown | -20.05% | -65.64% |
| Sharpe | 1.19 | -0.37 |
| Sortino | 2.22 | -0.53 |
| Payoff Ratio | 1.58 | 1.08 |
| Profit Factor | 1.32 | 0.95 |
| Common Sense Ratio | 1.78 | 1.12 |
| CPC Index | 0.93 | 0.48 |
| Tail Ratio | 1.35 | 1.18 |
| Outlier Win Ratio | 9.72 | 2.97 |
| Outlier Loss Ratio | 6.62 | 2.61 |
| Volatility (ann.) | 50.29% | 89.59% |
| R^2 | 0.48 | 0.48 |
| Calmar | 3.06 | -0.79 |
| Skew | 2.22 | 0.16 |
| Kurtosis | 14.19 | 1.54 |
| Expected Daily % | 0.13% | -0.2% |
| Expected Monthly % | 3.61% | -5.3% |
| Expected Yearly % | 23.73% | -27.86% |
| Kelly Criterion | 9.83% | -3.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.17% | -7.8% |
| Expected Shortfall (cVaR) | -4.17% | -7.8% |
| Year | ATOMUSD | configs_sql/hl_close/c/atomusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -27.58 | 53.88 | -1.95 | + |
| 2025 | -28.14 | -0.51 | 0.02 | + |
| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_ | ATOMUSD |
|---|---|---|
| MTD | -0.56% | 1.44% |
| 3M | -0.51% | -40.2% |
| 6M | 82.58% | -3.96% |
| YTD | -0.51% | -28.14% |
| 1Y | 53.09% | -47.96% |
| 3Y (ann.) | 61.33% | -51.98% |
| 5Y (ann.) | 61.33% | -51.98% |
| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_ | ATOMUSD |
|---|---|---|
| Max Drawdown | -20.05% | -65.64% |
| Longest DD Days | 173.0 | 195.0 |
| Avg. Drawdown | -7.81% | -33.37% |
| Avg. Drawdown Days | 44.0 | 80.0 |
| Recovery Factor | 2.65 | -0.73 |
| Ulcer Index | 1.14 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-29 | 2024-11-18 | -20.05 | 173 |
| 2024-12-07 | 2025-04-06 | -14.52 | 120 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2024-11-19 | 2024-11-22 | -4.22 | 3 |
| 2024-12-05 | 2024-12-06 | -3.71 | 1 |
| 2024-11-30 | 2024-12-01 | -2.28 | 1 |
| 2024-05-18 | 2024-05-27 | -0.25 | 9 |
| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_ | ATOMUSD |
|---|---|---|
| Best Day | 17.47% | 17.47% |
| Worst Day | -9.64% | -17.06% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -9.98% | -29.86% |
| Best Month | 66.85% | 102.55% |
| Worst Month | -7.19% | -27.95% |
| Best Year | 53.88% | -27.58% |
| Worst Year | -0.51% | -28.14% |
| Avg. Up Day | 2.16% | 3.73% |
| Avg. Down Day | -1.37% | -3.46% |
| Avg. Up Week | 8.59% | 12.7% |
| Avg. Down Week | -2.6% | -9.37% |
| Avg. Up Month | 66.85% | 102.55% |
| Avg. Down Month | -3.27% | -12.13% |
| Win Days % | 44.78% | 46.46% |
| Win Month % | 27.27% | 33.33% |
| Win Week % | 39.02% | 42.86% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |