| Metric | 5605730:atomusd:triple_gx:lsma125_50_40 | 5605730:ATOMUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 221.74% | -86.48% |
| Max Drawdown | -34.35% | -87.36% |
| Sharpe | 0.88 | -0.24 |
| Sortino | 1.4 | -0.35 |
| Payoff Ratio | 1.35 | 1.16 |
| Profit Factor | 1.25 | 0.96 |
| Common Sense Ratio | 1.52 | 1.05 |
| CPC Index | 0.78 | 0.56 |
| Tail Ratio | 1.21 | 1.09 |
| Outlier Win Ratio | 13.5 | 3.54 |
| Outlier Loss Ratio | 3.72 | 3.01 |
| Volatility (ann.) | 55.32% | 85.32% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.16 | -0.5 |
| Skew | 0.82 | 0.01 |
| Kurtosis | 17.74 | 3.75 |
| Expected Daily % | 0.09% | -0.16% |
| Expected Monthly % | 2.75% | -4.55% |
| Expected Yearly % | 33.93% | -39.36% |
| Kelly Criterion | 6.65% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.63% | -7.4% |
| Expected Shortfall (cVaR) | -4.63% | -7.4% |
| Year | 5605730:ATOMUSD | 5605730:atomusd:triple_gx:lsma125_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.11 | -2.28 | 0.04 | + |
| 2023 | 13.40 | 71.22 | 5.31 | + |
| 2024 | -41.74 | 131.77 | -3.16 | + |
| 2025 | -45.98 | -17.03 | 0.37 | + |
| Metric | 5605730:atomusd:triple_gx:lsma125_50_40 | 5605730:ATOMUSD |
|---|---|---|
| MTD | -17.96% | -18.61% |
| 3M | -6.56% | -26.78% |
| 6M | -13.81% | -19.32% |
| YTD | -17.03% | -45.98% |
| 1Y | 48.13% | -26.13% |
| 3Y (ann.) | 35.97% | -34.05% |
| 5Y (ann.) | 39.73% | -43.6% |
| Metric | 5605730:atomusd:triple_gx:lsma125_50_40 | 5605730:ATOMUSD |
|---|---|---|
| Max Drawdown | -34.35% | -87.36% |
| Longest DD Days | 415.0 | 1274.0 |
| Avg. Drawdown | -10.88% | -87.36% |
| Avg. Drawdown Days | 56.0 | 1274.0 |
| Recovery Factor | 6.45 | -0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-10-15 | -34.35 | 312 |
| 2022-09-17 | 2023-11-06 | -32.88 | 415 |
| 2024-03-07 | 2024-11-06 | -28.61 | 244 |
| 2022-05-16 | 2022-09-09 | -25.16 | 116 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2022-09-10 | 2022-09-16 | -13.95 | 6 |
| 2024-11-12 | 2024-11-16 | -12.68 | 4 |
| 2023-12-17 | 2024-03-01 | -9.90 | 75 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2023-12-11 | 2023-12-12 | -7.78 | 1 |
| Metric | 5605730:atomusd:triple_gx:lsma125_50_40 | 5605730:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -23.16% | -23.98% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -23.3% | -41.63% |
| Best Month | 73.69% | 102.55% |
| Worst Month | -23.59% | -42.13% |
| Best Year | 131.77% | 13.4% |
| Worst Year | -17.03% | -62.11% |
| Avg. Up Day | 3.77% | 3.79% |
| Avg. Down Day | -2.8% | -3.26% |
| Avg. Up Week | 9.39% | 11.04% |
| Avg. Down Week | -6.24% | -9.35% |
| Avg. Up Month | 15.23% | 21.42% |
| Avg. Down Month | -7.02% | -17.95% |
| Win Days % | 46.44% | 49.57% |
| Win Month % | 61.11% | 41.86% |
| Win Week % | 56.38% | 43.01% |
| Win Quarter % | 73.33% | 40.0% |
| Win Year % | 50.0% | 25.0% |