| Metric | 5605970:atomusd:triple_gx:lsma220_55_40 | 5605970:ATOMUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 103.94% | -75.26% |
| Max Drawdown | -40.49% | -84.91% |
| Sharpe | 0.67 | -0.13 |
| Sortino | 1.05 | -0.18 |
| Payoff Ratio | 1.19 | 1.05 |
| Profit Factor | 1.19 | 0.98 |
| Common Sense Ratio | 1.28 | 1.11 |
| CPC Index | 0.69 | 0.51 |
| Tail Ratio | 1.08 | 1.13 |
| Outlier Win Ratio | 13.9 | 3.5 |
| Outlier Loss Ratio | 3.33 | 3.04 |
| Volatility (ann.) | 52.24% | 80.13% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.59 | -0.41 |
| Skew | 0.9 | 0.16 |
| Kurtosis | 19.67 | 3.92 |
| Expected Daily % | 0.06% | -0.12% |
| Expected Monthly % | 1.75% | -3.35% |
| Expected Yearly % | 19.5% | -29.47% |
| Kelly Criterion | 5.67% | 1.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.4% | -6.93% |
| Expected Shortfall (cVaR) | -4.4% | -6.93% |
| Year | 5605970:ATOMUSD | 5605970:atomusd:triple_gx:lsma220_55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.32 | -3.19 | 0.20 | + |
| 2023 | 13.40 | 74.32 | 5.54 | + |
| 2024 | -41.74 | 52.08 | -1.25 | + |
| 2025 | -55.25 | -20.54 | 0.37 | + |
| Metric | 5605970:atomusd:triple_gx:lsma220_55_40 | 5605970:ATOMUSD |
|---|---|---|
| MTD | 0.0% | -6.68% |
| 3M | -23.68% | -38.07% |
| 6M | -19.85% | -42.58% |
| YTD | -20.54% | -55.25% |
| 1Y | 61.95% | -47.48% |
| 3Y (ann.) | 25.95% | -35.96% |
| 5Y (ann.) | 24.07% | -34.47% |
| Metric | 5605970:atomusd:triple_gx:lsma220_55_40 | 5605970:ATOMUSD |
|---|---|---|
| Max Drawdown | -40.49% | -84.91% |
| Longest DD Days | 277.0 | 1156.0 |
| Avg. Drawdown | -11.94% | -19.89% |
| Avg. Drawdown Days | 46.0 | 149.0 |
| Recovery Factor | 2.57 | -0.89 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2024-11-23 | -40.49 | 201 |
| 2022-09-17 | 2023-06-21 | -36.90 | 277 |
| 2025-08-14 | 2025-11-16 | -30.63 | 94 |
| 2023-07-04 | 2023-11-12 | -23.09 | 131 |
| 2025-05-23 | 2025-07-19 | -19.81 | 57 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2022-09-10 | 2022-09-16 | -13.95 | 6 |
| 2025-07-22 | 2025-08-13 | -13.85 | 22 |
| 2025-02-03 | 2025-02-12 | -11.51 | 9 |
| 2022-07-30 | 2022-09-01 | -11.20 | 33 |
| Metric | 5605970:atomusd:triple_gx:lsma220_55_40 | 5605970: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 | -24.17% | -31.29% |
| Best Year | 74.32% | 13.4% |
| Worst Year | -20.54% | -55.25% |
| Avg. Up Day | 3.43% | 3.44% |
| Avg. Down Day | -2.88% | -3.29% |
| Avg. Up Week | 8.23% | 10.2% |
| Avg. Down Week | -6.09% | -8.62% |
| Avg. Up Month | 15.02% | 21.67% |
| Avg. Down Month | -11.38% | -19.32% |
| Win Days % | 48.76% | 49.54% |
| Win Month % | 61.29% | 41.46% |
| Win Week % | 54.55% | 43.18% |
| Win Quarter % | 46.15% | 42.86% |
| Win Year % | 50.0% | 25.0% |