| Metric | 5606681:atomusd:triple_gx:lsma230_80_40 | 5606681:ATOMUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 45.98% | -71.77% |
| Max Drawdown | -44.99% | -81.22% |
| Sharpe | 0.49 | -0.1 |
| Sortino | 0.74 | -0.14 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.13 | 0.99 |
| Common Sense Ratio | 1.14 | 1.12 |
| CPC Index | 0.62 | 0.49 |
| Tail Ratio | 1.01 | 1.14 |
| Outlier Win Ratio | 13.43 | 3.5 |
| Outlier Loss Ratio | 3.15 | 3.09 |
| Volatility (ann.) | 54.15% | 79.75% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.28 | -0.4 |
| Skew | 0.59 | 0.18 |
| Kurtosis | 18.56 | 3.84 |
| Expected Daily % | 0.03% | -0.11% |
| Expected Monthly % | 0.97% | -3.19% |
| Expected Yearly % | 9.92% | -27.11% |
| Kelly Criterion | 3.73% | -0.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.59% | -6.89% |
| Expected Shortfall (cVaR) | -4.59% | -6.89% |
| Year | 5606681:ATOMUSD | 5606681:atomusd:triple_gx:lsma230_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -20.89 | -8.83 | 0.42 | + |
| 2023 | 13.40 | 95.66 | 7.14 | + |
| 2024 | -41.74 | 5.41 | -0.13 | + |
| 2025 | -45.98 | -22.37 | 0.49 | + |
| Metric | 5606681:atomusd:triple_gx:lsma230_80_40 | 5606681:ATOMUSD |
|---|---|---|
| MTD | -19.55% | -18.61% |
| 3M | -16.51% | -26.78% |
| 6M | -21.69% | -19.32% |
| YTD | -22.37% | -45.98% |
| 1Y | 32.43% | -26.13% |
| 3Y (ann.) | 10.05% | -34.05% |
| 5Y (ann.) | 12.59% | -32.74% |
| Metric | 5606681:atomusd:triple_gx:lsma230_80_40 | 5606681:ATOMUSD |
|---|---|---|
| Max Drawdown | -44.99% | -81.22% |
| Longest DD Days | 415.0 | 1124.0 |
| Avg. Drawdown | -14.14% | -20.6% |
| Avg. Drawdown Days | 80.0 | 165.0 |
| Recovery Factor | 1.02 | -0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-17 | 2024-12-02 | -44.99 | 351 |
| 2022-09-17 | 2023-11-06 | -42.39 | 415 |
| 2024-12-07 | 2025-10-15 | -37.57 | 312 |
| 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 | 5606681:atomusd:triple_gx:lsma230_80_40 | 5606681: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 | 95.66% | 13.4% |
| Worst Year | -22.37% | -45.98% |
| Avg. Up Day | 3.38% | 3.39% |
| Avg. Down Day | -3.07% | -3.38% |
| Avg. Up Week | 8.31% | 9.39% |
| Avg. Down Week | -7.59% | -9.63% |
| Avg. Up Month | 15.77% | 23.36% |
| Avg. Down Month | -9.01% | -16.51% |
| Win Days % | 49.55% | 49.53% |
| Win Month % | 51.85% | 43.59% |
| Win Week % | 57.5% | 43.53% |
| Win Quarter % | 53.85% | 42.86% |
| Win Year % | 50.0% | 25.0% |