| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_ | ATOMUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 5.86% | -60.88% |
| Max Drawdown | -36.29% | -70.04% |
| Sharpe | 0.32 | -0.37 |
| Sortino | 0.5 | -0.51 |
| Payoff Ratio | 1.23 | 1.04 |
| Profit Factor | 1.07 | 0.95 |
| Common Sense Ratio | 1.1 | 1.09 |
| CPC Index | 0.6 | 0.47 |
| Tail Ratio | 1.03 | 1.15 |
| Outlier Win Ratio | 8.33 | 3.0 |
| Outlier Loss Ratio | 6.82 | 2.74 |
| Volatility (ann.) | 48.26% | 83.9% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.11 | -0.69 |
| Skew | 0.78 | -0.08 |
| Kurtosis | 17.32 | 2.69 |
| Expected Daily % | 0.01% | -0.18% |
| Expected Monthly % | 0.32% | -5.08% |
| Expected Yearly % | 2.89% | -37.46% |
| Kelly Criterion | 1.22% | -2.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.11% | -7.31% |
| Expected Shortfall (cVaR) | -4.11% | -7.31% |
| Year | ATOMUSD | configs_sql/hl_close/c/atomusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -27.58 | 32.28 | -1.17 | + |
| 2025 | -45.98 | -19.97 | 0.43 | + |
| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_ | ATOMUSD |
|---|---|---|
| MTD | -14.17% | -18.61% |
| 3M | -9.02% | -26.78% |
| 6M | -14.18% | -19.32% |
| YTD | -19.97% | -45.98% |
| 1Y | 38.75% | -26.13% |
| 3Y (ann.) | 4.1% | -48.45% |
| 5Y (ann.) | 4.1% | -48.45% |
| Metric | configs_sql/hl_close/c/atomusd/uniq_fwd_ | ATOMUSD |
|---|---|---|
| Max Drawdown | -36.29% | -70.04% |
| Longest DD Days | 312.0 | 312.0 |
| Avg. Drawdown | -11.23% | -34.47% |
| Avg. Drawdown Days | 72.0 | 128.0 |
| Recovery Factor | 0.16 | -0.87 |
| Ulcer Index | 1.11 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-10-15 | -36.29 | 312 |
| 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_ | 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 | -14.17% | -27.95% |
| Best Year | 32.28% | -27.58% |
| Worst Year | -19.97% | -45.98% |
| Avg. Up Day | 1.65% | 3.34% |
| Avg. Down Day | -1.33% | -3.21% |
| Avg. Up Week | 5.91% | 10.34% |
| Avg. Down Week | -3.73% | -8.67% |
| Avg. Up Month | 19.84% | 28.1% |
| Avg. Down Month | -4.77% | -12.47% |
| Win Days % | 45.45% | 47.78% |
| Win Month % | 33.33% | 33.33% |
| Win Week % | 46.38% | 40.79% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 0.0% |