| Metric | 5606806:atomusd:triple_gx:lsma220_85_40 | 5606806:ATOMUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -31.8% | -60.88% |
| Max Drawdown | -47.49% | -70.04% |
| Sharpe | -0.21 | -0.37 |
| Sortino | -0.3 | -0.51 |
| Payoff Ratio | 1.05 | 0.96 |
| Profit Factor | 0.95 | 0.95 |
| Common Sense Ratio | 0.8 | 1.09 |
| CPC Index | 0.46 | 0.44 |
| Tail Ratio | 0.84 | 1.15 |
| Outlier Win Ratio | 12.48 | 3.0 |
| Outlier Loss Ratio | 3.13 | 2.9 |
| Volatility (ann.) | 54.94% | 83.9% |
| R^2 | 0.43 | 0.43 |
| Calmar | -0.5 | -0.69 |
| Skew | -0.32 | -0.08 |
| Kurtosis | 16.82 | 2.69 |
| Expected Daily % | -0.07% | -0.18% |
| Expected Monthly % | -2.1% | -5.08% |
| Expected Yearly % | -17.42% | -37.46% |
| Kelly Criterion | -5.78% | -6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.76% | -7.31% |
| Expected Shortfall (cVaR) | -4.76% | -7.31% |
| Year | 5606806:ATOMUSD | 5606806:atomusd:triple_gx:lsma220_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -27.58 | -3.41 | 0.12 | + |
| 2025 | -45.98 | -29.39 | 0.64 | + |
| Metric | 5606806:atomusd:triple_gx:lsma220_85_40 | 5606806:ATOMUSD |
|---|---|---|
| MTD | -19.55% | -18.61% |
| 3M | -17.63% | -26.78% |
| 6M | -28.78% | -19.32% |
| YTD | -29.39% | -45.98% |
| 1Y | 21.57% | -26.13% |
| 3Y (ann.) | -23.68% | -48.45% |
| 5Y (ann.) | -23.68% | -48.45% |
| Metric | 5606806:atomusd:triple_gx:lsma220_85_40 | 5606806:ATOMUSD |
|---|---|---|
| Max Drawdown | -47.49% | -70.04% |
| Longest DD Days | 312.0 | 312.0 |
| Avg. Drawdown | -23.43% | -34.47% |
| Avg. Drawdown Days | 125.0 | 128.0 |
| Recovery Factor | -0.67 | -0.87 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-29 | 2024-12-02 | -47.49 | 187 |
| 2024-12-07 | 2025-10-15 | -42.34 | 312 |
| 2024-12-05 | 2024-12-06 | -3.71 | 1 |
| 2024-05-27 | 2024-05-28 | -0.18 | 1 |
| Metric | 5606806:atomusd:triple_gx:lsma220_85_40 | 5606806:ATOMUSD |
|---|---|---|
| Best Day | 17.47% | 17.47% |
| 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% | -27.95% |
| Best Year | -3.41% | -27.58% |
| Worst Year | -29.39% | -45.98% |
| Avg. Up Day | 3.32% | 3.34% |
| Avg. Down Day | -3.15% | -3.46% |
| Avg. Up Week | 10.37% | 12.71% |
| Avg. Down Week | -8.08% | -9.72% |
| Avg. Up Month | 36.55% | 54.3% |
| Avg. Down Month | -9.74% | -14.68% |
| Win Days % | 45.71% | 47.78% |
| Win Month % | 23.08% | 33.33% |
| Win Week % | 43.59% | 40.79% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 0.0% | 0.0% |