| Metric | 5605965:atomusd:triple_gx:lsma215_55_40 | 5605965:ATOMUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 84.72% | -66.57% |
| Max Drawdown | -41.38% | -81.22% |
| Sharpe | 0.62 | -0.02 |
| Sortino | 0.97 | -0.03 |
| Payoff Ratio | 1.21 | 1.05 |
| Profit Factor | 1.17 | 1.0 |
| Common Sense Ratio | 1.23 | 1.13 |
| CPC Index | 0.68 | 0.52 |
| Tail Ratio | 1.05 | 1.14 |
| Outlier Win Ratio | 14.01 | 3.5 |
| Outlier Loss Ratio | 3.39 | 3.05 |
| Volatility (ann.) | 52.56% | 80.12% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.51 | -0.35 |
| Skew | 0.91 | 0.18 |
| Kurtosis | 19.62 | 3.72 |
| Expected Daily % | 0.05% | -0.09% |
| Expected Monthly % | 1.55% | -2.7% |
| Expected Yearly % | 16.58% | -23.96% |
| Kelly Criterion | 4.68% | 2.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.44% | -6.9% |
| Expected Shortfall (cVaR) | -4.44% | -6.9% |
| Year | 5605965:ATOMUSD | 5605965:atomusd:triple_gx:lsma215_55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -6.33 | -3.82 | 0.60 | + |
| 2023 | 13.40 | 82.95 | 6.19 | + |
| 2024 | -41.74 | 42.40 | -1.02 | + |
| 2025 | -45.98 | -26.28 | 0.57 | + |
| Metric | 5605965:atomusd:triple_gx:lsma215_55_40 | 5605965:ATOMUSD |
|---|---|---|
| MTD | -19.55% | -18.61% |
| 3M | -14.12% | -26.78% |
| 6M | -25.64% | -19.32% |
| YTD | -26.28% | -45.98% |
| 1Y | 49.73% | -26.13% |
| 3Y (ann.) | 16.33% | -34.05% |
| 5Y (ann.) | 20.92% | -28.77% |
| Metric | 5605965:atomusd:triple_gx:lsma215_55_40 | 5605965:ATOMUSD |
|---|---|---|
| Max Drawdown | -41.38% | -81.22% |
| Longest DD Days | 275.0 | 1124.0 |
| Avg. Drawdown | -11.93% | -18.4% |
| Avg. Drawdown Days | 50.0 | 129.0 |
| Recovery Factor | 2.05 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2024-11-24 | -41.38 | 202 |
| 2022-09-17 | 2023-06-19 | -36.90 | 275 |
| 2025-05-23 | 2025-10-15 | -33.71 | 145 |
| 2023-07-04 | 2023-11-12 | -23.09 | 131 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2022-09-10 | 2022-09-16 | -13.95 | 6 |
| 2023-12-17 | 2024-05-05 | -11.51 | 140 |
| 2025-02-03 | 2025-02-12 | -11.51 | 9 |
| 2022-07-30 | 2022-09-01 | -11.20 | 33 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| Metric | 5605965:atomusd:triple_gx:lsma215_55_40 | 5605965:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -23.16% | -23.16% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -24.78% | -29.86% |
| Best Month | 62.3% | 102.55% |
| Worst Month | -19.55% | -31.29% |
| Best Year | 82.95% | 13.4% |
| Worst Year | -26.28% | -45.98% |
| Avg. Up Day | 3.46% | 3.48% |
| Avg. Down Day | -2.86% | -3.3% |
| Avg. Up Week | 8.39% | 10.99% |
| Avg. Down Week | -6.21% | -8.4% |
| Avg. Up Month | 13.93% | 21.67% |
| Avg. Down Month | -10.89% | -18.15% |
| Win Days % | 47.82% | 49.75% |
| Win Month % | 58.06% | 45.0% |
| Win Week % | 52.63% | 43.6% |
| Win Quarter % | 46.15% | 42.86% |
| Win Year % | 50.0% | 25.0% |