| Metric | 5605768:atomusd:triple_gx:lsma160_50_40 | 5605768:ATOMUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 87.7% | -60.88% |
| Max Drawdown | -27.85% | -70.04% |
| Sharpe | 1.1 | -0.37 |
| Sortino | 1.68 | -0.51 |
| Payoff Ratio | 1.42 | 1.2 |
| Profit Factor | 1.34 | 0.95 |
| Common Sense Ratio | 1.77 | 1.09 |
| CPC Index | 0.89 | 0.55 |
| Tail Ratio | 1.32 | 1.15 |
| Outlier Win Ratio | 13.04 | 3.13 |
| Outlier Loss Ratio | 3.41 | 2.78 |
| Volatility (ann.) | 53.73% | 83.9% |
| R^2 | 0.42 | 0.42 |
| Calmar | 2.01 | -0.69 |
| Skew | -0.1 | -0.08 |
| Kurtosis | 18.83 | 2.69 |
| Expected Daily % | 0.12% | -0.18% |
| Expected Monthly % | 3.56% | -5.08% |
| Expected Yearly % | 37.0% | -37.46% |
| Kelly Criterion | 9.62% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.46% | -7.31% |
| Expected Shortfall (cVaR) | -4.46% | -7.31% |
| Year | 5605768:ATOMUSD | 5605768:atomusd:triple_gx:lsma160_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -27.58 | 101.70 | -3.69 | + |
| 2025 | -45.98 | -6.94 | 0.15 | + |
| Metric | 5605768:atomusd:triple_gx:lsma160_50_40 | 5605768:ATOMUSD |
|---|---|---|
| MTD | -17.96% | -18.61% |
| 3M | -7.17% | -26.78% |
| 6M | -2.68% | -19.32% |
| YTD | -6.94% | -45.98% |
| 1Y | 55.25% | -26.13% |
| 3Y (ann.) | 55.98% | -48.45% |
| 5Y (ann.) | 55.98% | -48.45% |
| Metric | 5605768:atomusd:triple_gx:lsma160_50_40 | 5605768:ATOMUSD |
|---|---|---|
| Max Drawdown | -27.85% | -70.04% |
| Longest DD Days | 264.0 | 312.0 |
| Avg. Drawdown | -9.65% | -34.47% |
| Avg. Drawdown Days | 36.0 | 128.0 |
| Recovery Factor | 3.15 | -0.87 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-29 | 2025-10-15 | -27.85 | 47 |
| 2024-12-07 | 2025-08-28 | -26.82 | 264 |
| 2024-11-12 | 2024-11-16 | -12.68 | 4 |
| 2024-06-20 | 2024-08-23 | -11.50 | 64 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2024-11-17 | 2024-11-18 | -7.08 | 1 |
| 2024-11-19 | 2024-11-22 | -4.22 | 3 |
| 2024-12-05 | 2024-12-06 | -3.71 | 1 |
| 2024-11-30 | 2024-12-01 | -2.28 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 5605768:atomusd:triple_gx:lsma160_50_40 | 5605768:ATOMUSD |
|---|---|---|
| Best Day | 17.47% | 17.47% |
| Worst Day | -23.16% | -23.16% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -23.3% | -29.86% |
| Best Month | 62.3% | 102.55% |
| Worst Month | -17.96% | -27.95% |
| Best Year | 101.7% | -27.58% |
| Worst Year | -6.94% | -45.98% |
| Avg. Up Day | 3.92% | 3.93% |
| Avg. Down Day | -2.76% | -3.27% |
| Avg. Up Week | 12.13% | 12.99% |
| Avg. Down Week | -7.57% | -11.28% |
| Avg. Up Month | 30.46% | 37.15% |
| Avg. Down Month | -6.53% | -9.61% |
| Win Days % | 46.96% | 47.78% |
| Win Month % | 57.14% | 33.33% |
| Win Week % | 57.14% | 40.79% |
| Win Quarter % | 71.43% | 28.57% |
| Win Year % | 50.0% | 0.0% |