| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_daily_ | ATOMUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 10.27% | -59.25% |
| Max Drawdown | -36.29% | -70.04% |
| Sharpe | 0.38 | -0.33 |
| Sortino | 0.59 | -0.47 |
| Payoff Ratio | 1.24 | 1.04 |
| Profit Factor | 1.09 | 0.95 |
| Common Sense Ratio | 1.12 | 1.09 |
| CPC Index | 0.62 | 0.47 |
| Tail Ratio | 1.03 | 1.15 |
| Outlier Win Ratio | 8.33 | 3.0 |
| Outlier Loss Ratio | 6.89 | 2.75 |
| Volatility (ann.) | 48.19% | 83.92% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.2 | -0.67 |
| Skew | 0.79 | -0.08 |
| Kurtosis | 17.46 | 2.7 |
| Expected Daily % | 0.02% | -0.17% |
| Expected Monthly % | 0.54% | -4.87% |
| Expected Yearly % | 5.01% | -36.17% |
| Kelly Criterion | 1.79% | -2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.1% | -7.3% |
| Expected Shortfall (cVaR) | -4.1% | -7.3% |
| Year | ATOMUSD | configs_sql/hl_close/c/atomusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -27.58 | 32.28 | -1.17 | + |
| 2025 | -43.73 | -16.64 | 0.38 | + |
| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_daily_ | ATOMUSD |
|---|---|---|
| MTD | -10.59% | -15.22% |
| 3M | -7.59% | -25.78% |
| 6M | -10.76% | -16.22% |
| YTD | -16.64% | -43.73% |
| 1Y | 44.93% | -19.89% |
| 3Y (ann.) | 7.16% | -47.01% |
| 5Y (ann.) | 7.16% | -47.01% |
| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_daily_ | ATOMUSD |
|---|---|---|
| Max Drawdown | -36.29% | -70.04% |
| Longest DD Days | 311.0 | 311.0 |
| Avg. Drawdown | -11.23% | -34.47% |
| Avg. Drawdown Days | 72.0 | 127.0 |
| Recovery Factor | 0.28 | -0.85 |
| Ulcer Index | 1.11 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-10-14 | -36.29 | 311 |
| 2024-05-29 | 2024-11-22 | -26.38 | 177 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2024-12-05 | 2024-12-06 | -3.71 | 1 |
| 2024-11-30 | 2024-12-01 | -2.28 | 1 |
| 2024-05-26 | 2024-05-27 | -0.25 | 1 |
| 2024-05-18 | 2024-05-25 | -0.05 | 7 |
| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_daily_ | ATOMUSD |
|---|---|---|
| Best Day | 17.47% | 17.47% |
| Worst Day | -18.73% | -23.16% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -19.8% | -29.86% |
| Best Month | 67.81% | 102.55% |
| Worst Month | -10.59% | -27.95% |
| Best Year | 32.28% | -27.58% |
| Worst Year | -16.64% | -43.73% |
| Avg. Up Day | 1.65% | 3.34% |
| Avg. Down Day | -1.32% | -3.21% |
| Avg. Up Week | 6.09% | 10.52% |
| Avg. Down Week | -3.73% | -8.67% |
| Avg. Up Month | 19.84% | 28.1% |
| Avg. Down Month | -4.41% | -12.13% |
| Win Days % | 45.56% | 47.87% |
| Win Month % | 33.33% | 33.33% |
| Win Week % | 46.38% | 40.79% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 0.0% |