| Metric | 5606336:atomusd:triple_gx:lsma135_70_40 | 5606336:ATOMUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -2.95% | -81.0% |
| Max Drawdown | -52.06% | -82.51% |
| Sharpe | 0.29 | -0.14 |
| Sortino | 0.41 | -0.2 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.07 | 0.98 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.57 | 0.49 |
| Tail Ratio | 1.04 | 1.1 |
| Outlier Win Ratio | 12.95 | 3.54 |
| Outlier Loss Ratio | 3.44 | 3.29 |
| Volatility (ann.) | 59.53% | 85.13% |
| R^2 | 0.49 | 0.49 |
| Calmar | -0.02 | -0.46 |
| Skew | 0.01 | 0.03 |
| Kurtosis | 17.32 | 3.78 |
| Expected Daily % | -0.0% | -0.13% |
| Expected Monthly % | -0.07% | -3.88% |
| Expected Yearly % | -0.75% | -33.98% |
| Kelly Criterion | 0.35% | 0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -7.36% |
| Expected Shortfall (cVaR) | -5.08% | -7.36% |
| Year | 5606336:ATOMUSD | 5606336:atomusd:triple_gx:lsma135_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.77 | -45.08 | 0.96 | + |
| 2023 | 13.40 | 88.81 | 6.63 | + |
| 2024 | -41.74 | 55.24 | -1.32 | + |
| 2025 | -45.98 | -39.71 | 0.86 | + |
| Metric | 5606336:atomusd:triple_gx:lsma135_70_40 | 5606336:ATOMUSD |
|---|---|---|
| MTD | -17.96% | -18.61% |
| 3M | -19.53% | -26.78% |
| 6M | -32.89% | -19.32% |
| YTD | -39.71% | -45.98% |
| 1Y | 4.84% | -26.13% |
| 3Y (ann.) | 13.73% | -34.05% |
| 5Y (ann.) | -0.86% | -38.17% |
| Metric | 5606336:atomusd:triple_gx:lsma135_70_40 | 5606336:ATOMUSD |
|---|---|---|
| Max Drawdown | -52.06% | -82.51% |
| Longest DD Days | 582.0 | 1258.0 |
| Avg. Drawdown | -16.04% | -82.51% |
| Avg. Drawdown Days | 85.0 | 1258.0 |
| Recovery Factor | -0.06 | -0.98 |
| Ulcer Index | 1.12 | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2023-12-09 | -52.06 | 582 |
| 2024-12-07 | 2025-10-15 | -50.28 | 312 |
| 2024-08-11 | 2024-11-22 | -31.29 | 103 |
| 2024-03-07 | 2024-05-05 | -23.54 | 59 |
| 2024-06-28 | 2024-08-10 | -17.98 | 43 |
| 2023-12-17 | 2024-03-06 | -13.55 | 80 |
| 2024-11-25 | 2024-11-29 | -9.64 | 4 |
| 2023-12-11 | 2023-12-12 | -7.78 | 1 |
| 2023-12-13 | 2023-12-16 | -7.14 | 3 |
| 2024-12-05 | 2024-12-06 | -3.71 | 1 |
| Metric | 5606336:atomusd:triple_gx:lsma135_70_40 | 5606336:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -23.98% | -23.98% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -41.63% | -41.63% |
| Best Month | 62.3% | 102.55% |
| Worst Month | -41.34% | -41.23% |
| Best Year | 88.81% | 13.4% |
| Worst Year | -45.08% | -46.77% |
| Avg. Up Day | 3.64% | 3.66% |
| Avg. Down Day | -3.26% | -3.6% |
| Avg. Up Week | 8.61% | 10.07% |
| Avg. Down Week | -8.47% | -9.94% |
| Avg. Up Month | 18.32% | 25.86% |
| Avg. Down Month | -10.53% | -16.33% |
| Win Days % | 47.39% | 49.72% |
| Win Month % | 46.88% | 42.86% |
| Win Week % | 52.75% | 44.02% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 25.0% |