| Metric | 5606680:atomusd:triple_gx:lsma225_80_40 | 5606680:ATOMUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 45.92% | -72.81% |
| Max Drawdown | -45.44% | -84.91% |
| Sharpe | 0.48 | -0.09 |
| Sortino | 0.73 | -0.13 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.13 | 0.99 |
| Common Sense Ratio | 1.09 | 1.12 |
| CPC Index | 0.61 | 0.49 |
| Tail Ratio | 0.97 | 1.13 |
| Outlier Win Ratio | 13.17 | 3.44 |
| Outlier Loss Ratio | 3.19 | 3.08 |
| Volatility (ann.) | 53.69% | 80.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.27 | -0.38 |
| Skew | 0.59 | 0.15 |
| Kurtosis | 18.64 | 3.93 |
| Expected Daily % | 0.03% | -0.11% |
| Expected Monthly % | 0.95% | -3.2% |
| Expected Yearly % | 9.91% | -27.79% |
| Kelly Criterion | 3.69% | -0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.55% | -6.92% |
| Expected Shortfall (cVaR) | -4.55% | -6.92% |
| Year | 5606680:ATOMUSD | 5606680:atomusd:triple_gx:lsma225_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -8.04 | -6.96 | 0.87 | + |
| 2023 | 13.40 | 103.15 | 7.70 | + |
| 2024 | -41.74 | 4.54 | -0.11 | + |
| 2025 | -55.25 | -26.16 | 0.47 | + |
| Metric | 5606680:atomusd:triple_gx:lsma225_80_40 | 5606680:ATOMUSD |
|---|---|---|
| MTD | 0.0% | -6.68% |
| 3M | -27.32% | -38.07% |
| 6M | -25.51% | -42.58% |
| YTD | -26.16% | -55.25% |
| 1Y | 25.64% | -47.48% |
| 3Y (ann.) | 14.75% | -35.96% |
| 5Y (ann.) | 12.17% | -32.68% |
| Metric | 5606680:atomusd:triple_gx:lsma225_80_40 | 5606680:ATOMUSD |
|---|---|---|
| Max Drawdown | -45.44% | -84.91% |
| Longest DD Days | 414.0 | 1156.0 |
| Avg. Drawdown | -14.08% | -18.87% |
| Avg. Drawdown Days | 82.0 | 148.0 |
| Recovery Factor | 1.01 | -0.86 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-17 | 2024-12-02 | -45.44 | 351 |
| 2022-09-17 | 2023-11-05 | -42.20 | 414 |
| 2024-12-07 | 2025-11-16 | -36.49 | 344 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2022-09-10 | 2022-09-16 | -13.95 | 6 |
| 2022-09-05 | 2022-09-08 | -9.68 | 3 |
| 2023-12-11 | 2023-12-12 | -7.78 | 1 |
| 2023-12-13 | 2023-12-16 | -7.14 | 3 |
| 2023-11-27 | 2023-12-08 | -7.11 | 11 |
| 2023-11-13 | 2023-11-15 | -4.35 | 2 |
| Metric | 5606680:atomusd:triple_gx:lsma225_80_40 | 5606680: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 | -28.96% | -31.29% |
| Best Year | 103.15% | 13.4% |
| Worst Year | -26.16% | -55.25% |
| Avg. Up Day | 3.32% | 3.33% |
| Avg. Down Day | -3.02% | -3.32% |
| Avg. Up Week | 7.68% | 8.85% |
| Avg. Down Week | -7.38% | -9.41% |
| Avg. Up Month | 14.78% | 22.65% |
| Avg. Down Month | -10.91% | -18.7% |
| Win Days % | 49.57% | 49.58% |
| Win Month % | 59.26% | 42.5% |
| Win Week % | 56.47% | 43.75% |
| Win Quarter % | 53.85% | 42.86% |
| Win Year % | 50.0% | 25.0% |