| Metric | 5605884:atomusd:triple_gx:lsma125_55_40 | 5605884:ATOMUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 64.27% | -88.8% |
| Max Drawdown | -41.07% | -89.84% |
| Sharpe | 0.53 | -0.29 |
| Sortino | 0.81 | -0.4 |
| Payoff Ratio | 1.21 | 1.06 |
| Profit Factor | 1.14 | 0.96 |
| Common Sense Ratio | 1.3 | 1.05 |
| CPC Index | 0.65 | 0.5 |
| Tail Ratio | 1.14 | 1.09 |
| Outlier Win Ratio | 13.42 | 3.56 |
| Outlier Loss Ratio | 3.61 | 3.18 |
| Volatility (ann.) | 56.08% | 85.53% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.36 | -0.51 |
| Skew | 0.76 | 0.0 |
| Kurtosis | 16.12 | 3.83 |
| Expected Daily % | 0.04% | -0.17% |
| Expected Monthly % | 1.13% | -4.85% |
| Expected Yearly % | 13.21% | -42.14% |
| Kelly Criterion | 3.43% | 2.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.75% | -7.43% |
| Expected Shortfall (cVaR) | -4.75% | -7.43% |
| Year | 5605884:ATOMUSD | 5605884:atomusd:triple_gx:lsma125_55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.11 | -34.53 | 0.56 | + |
| 2023 | 13.40 | 101.50 | 7.57 | + |
| 2024 | -41.74 | 78.68 | -1.88 | + |
| 2025 | -55.25 | -30.31 | 0.55 | + |
| Metric | 5605884:atomusd:triple_gx:lsma125_55_40 | 5605884:ATOMUSD |
|---|---|---|
| MTD | 0.0% | -6.68% |
| 3M | -22.18% | -38.07% |
| 6M | -20.8% | -42.58% |
| YTD | -30.31% | -55.25% |
| 1Y | 42.04% | -47.48% |
| 3Y (ann.) | 33.5% | -35.96% |
| 5Y (ann.) | 14.87% | -45.73% |
| Metric | 5605884:atomusd:triple_gx:lsma125_55_40 | 5605884:ATOMUSD |
|---|---|---|
| Max Drawdown | -41.07% | -89.84% |
| Longest DD Days | 342.0 | 1306.0 |
| Avg. Drawdown | -10.62% | -89.84% |
| Avg. Drawdown Days | 51.0 | 1306.0 |
| Recovery Factor | 1.57 | -0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-03-28 | -41.07 | 342 |
| 2024-03-07 | 2024-11-23 | -39.80 | 261 |
| 2025-03-25 | 2025-11-16 | -34.64 | 236 |
| 2023-08-30 | 2023-11-09 | -17.04 | 71 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2023-04-06 | 2023-07-03 | -14.79 | 88 |
| 2025-02-03 | 2025-02-12 | -11.51 | 9 |
| 2023-12-17 | 2024-03-01 | -9.90 | 75 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2024-12-07 | 2024-12-11 | -8.29 | 4 |
| Metric | 5605884:atomusd:triple_gx:lsma125_55_40 | 5605884: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 | 62.3% | 102.55% |
| Worst Month | -27.71% | -42.13% |
| Best Year | 101.5% | 13.4% |
| Worst Year | -34.53% | -62.11% |
| Avg. Up Day | 3.62% | 3.64% |
| Avg. Down Day | -3.0% | -3.42% |
| Avg. Up Week | 8.95% | 10.34% |
| Avg. Down Week | -6.28% | -9.73% |
| Avg. Up Month | 18.44% | 25.43% |
| Avg. Down Month | -8.89% | -20.85% |
| Win Days % | 47.13% | 49.5% |
| Win Month % | 47.22% | 40.91% |
| Win Week % | 49.46% | 42.93% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 25.0% |