| Metric | configs_sql/hl_close/c/atomusd/uniq_daily_ | ATOMUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 175.34% | -57.0% |
| Max Drawdown | -33.29% | -78.46% |
| Sharpe | 1.02 | 0.01 |
| Sortino | 1.82 | 0.02 |
| Payoff Ratio | 1.33 | 1.06 |
| Profit Factor | 1.27 | 1.0 |
| Common Sense Ratio | 1.59 | 1.16 |
| CPC Index | 0.81 | 0.53 |
| Tail Ratio | 1.25 | 1.15 |
| Outlier Win Ratio | 10.59 | 3.4 |
| Outlier Loss Ratio | 6.22 | 2.91 |
| Volatility (ann.) | 47.51% | 80.9% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.37 | -0.34 |
| Skew | 2.2 | 0.33 |
| Kurtosis | 17.03 | 3.47 |
| Expected Daily % | 0.1% | -0.09% |
| Expected Monthly % | 3.02% | -2.45% |
| Expected Yearly % | 28.82% | -19.02% |
| Kelly Criterion | 9.06% | 2.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.96% | -6.96% |
| Expected Shortfall (cVaR) | -3.96% | -6.96% |
| Year | ATOMUSD | configs_sql/hl_close/c/atomusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.32 | 0.55 | -0.03 | + |
| 2023 | 13.40 | 67.81 | 5.06 | + |
| 2024 | -41.74 | 63.14 | -1.51 | + |
| 2025 | -22.23 | 0.02 | -0.00 | + |
| Metric | configs_sql/hl_close/c/atomusd/uniq_daily_ | ATOMUSD |
|---|---|---|
| MTD | -0.02% | 9.78% |
| 3M | 0.02% | -28.25% |
| 6M | 84.23% | 9.56% |
| YTD | 0.02% | -22.23% |
| 1Y | 63.6% | -56.41% |
| 3Y (ann.) | 45.77% | -26.95% |
| 5Y (ann.) | 45.77% | -26.95% |
| Metric | configs_sql/hl_close/c/atomusd/uniq_daily_ | ATOMUSD |
|---|---|---|
| Max Drawdown | -33.29% | -78.46% |
| Longest DD Days | 280.0 | 931.0 |
| Avg. Drawdown | -8.73% | -19.08% |
| Avg. Drawdown Days | 44.0 | 121.0 |
| Recovery Factor | 5.27 | -0.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-17 | 2023-06-24 | -33.29 | 280 |
| 2024-03-07 | 2024-11-18 | -21.31 | 256 |
| 2023-07-04 | 2023-11-10 | -19.33 | 129 |
| 2024-12-07 | 2025-04-05 | -14.52 | 119 |
| 2023-11-16 | 2023-11-26 | -14.32 | 10 |
| 2023-12-17 | 2024-03-06 | -11.74 | 80 |
| 2022-09-10 | 2022-09-16 | -10.47 | 6 |
| 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 |
| Metric | configs_sql/hl_close/c/atomusd/uniq_daily_ | ATOMUSD |
|---|---|---|
| Best Day | 19.99% | 24.43% |
| Worst Day | -10.92% | -19.92% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -14.46% | -29.86% |
| Best Month | 66.85% | 102.55% |
| Worst Month | -7.19% | -31.29% |
| Best Year | 67.81% | 13.4% |
| Worst Year | 0.02% | -41.74% |
| Avg. Up Day | 1.94% | 3.3% |
| Avg. Down Day | -1.46% | -3.11% |
| Avg. Up Week | 5.29% | 9.47% |
| Avg. Down Week | -2.91% | -8.36% |
| Avg. Up Month | 12.54% | 24.02% |
| Avg. Down Month | -3.39% | -16.82% |
| Win Days % | 48.14% | 49.59% |
| Win Month % | 54.84% | 44.12% |
| Win Week % | 54.46% | 44.44% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 100.0% | 25.0% |