| Metric | 5605694:atomusd:triple_gx:lsma85_50_40 | 5605694:ATOMUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 90.02% | -88.11% |
| Max Drawdown | -52.1% | -90.24% |
| Sharpe | 0.6 | -0.27 |
| Sortino | 0.91 | -0.38 |
| Payoff Ratio | 1.2 | 1.05 |
| Profit Factor | 1.16 | 0.96 |
| Common Sense Ratio | 1.35 | 1.05 |
| CPC Index | 0.66 | 0.5 |
| Tail Ratio | 1.16 | 1.09 |
| Outlier Win Ratio | 13.23 | 3.58 |
| Outlier Loss Ratio | 3.62 | 3.19 |
| Volatility (ann.) | 56.8% | 84.84% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.37 | -0.49 |
| Skew | 0.51 | 0.01 |
| Kurtosis | 16.49 | 3.73 |
| Expected Daily % | 0.05% | -0.16% |
| Expected Monthly % | 1.47% | -4.72% |
| Expected Yearly % | 17.41% | -41.27% |
| Kelly Criterion | 3.97% | 2.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.8% | -7.37% |
| Expected Shortfall (cVaR) | -4.8% | -7.37% |
| Year | 5605694:ATOMUSD | 5605694:atomusd:triple_gx:lsma85_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.67 | 7.34 | -0.11 | + |
| 2023 | 13.40 | 66.17 | 4.94 | + |
| 2024 | -41.74 | 75.96 | -1.82 | + |
| 2025 | -45.98 | -39.46 | 0.86 | + |
| Metric | 5605694:atomusd:triple_gx:lsma85_50_40 | 5605694:ATOMUSD |
|---|---|---|
| MTD | -22.86% | -18.61% |
| 3M | -11.98% | -26.78% |
| 6M | -21.88% | -19.32% |
| YTD | -39.46% | -45.98% |
| 1Y | 10.31% | -26.13% |
| 3Y (ann.) | 4.42% | -34.05% |
| 5Y (ann.) | 19.51% | -44.62% |
| Metric | 5605694:atomusd:triple_gx:lsma85_50_40 | 5605694:ATOMUSD |
|---|---|---|
| Max Drawdown | -52.1% | -90.24% |
| Longest DD Days | 451.0 | 1290.0 |
| Avg. Drawdown | -12.6% | -18.45% |
| Avg. Drawdown Days | 60.0 | 218.0 |
| Recovery Factor | 1.73 | -0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-10-15 | -52.10 | 312 |
| 2022-09-17 | 2023-12-12 | -43.93 | 451 |
| 2024-03-07 | 2024-11-22 | -41.86 | 260 |
| 2022-05-16 | 2022-07-27 | -25.16 | 72 |
| 2022-04-08 | 2022-05-15 | -16.48 | 37 |
| 2022-09-10 | 2022-09-16 | -13.95 | 6 |
| 2022-07-30 | 2022-08-07 | -11.20 | 8 |
| 2023-12-17 | 2024-02-26 | -11.13 | 71 |
| 2022-09-05 | 2022-09-08 | -9.68 | 3 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| Metric | 5605694:atomusd:triple_gx:lsma85_50_40 | 5605694:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -23.16% | -23.98% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -29.86% | -41.63% |
| Best Month | 73.69% | 102.55% |
| Worst Month | -35.67% | -42.13% |
| Best Year | 75.96% | 13.4% |
| Worst Year | -39.46% | -66.67% |
| Avg. Up Day | 3.63% | 3.65% |
| Avg. Down Day | -3.03% | -3.47% |
| Avg. Up Week | 9.16% | 10.29% |
| Avg. Down Week | -7.25% | -8.39% |
| Avg. Up Month | 14.48% | 19.43% |
| Avg. Down Month | -11.27% | -15.82% |
| Win Days % | 47.64% | 49.81% |
| Win Month % | 62.16% | 43.18% |
| Win Week % | 53.61% | 42.71% |
| Win Quarter % | 50.0% | 43.75% |
| Win Year % | 75.0% | 25.0% |