| Metric | 5606806:atomusd:triple_gx:lsma220_85_40 | 5606806:ATOMUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 22.01% | -70.14% |
| Max Drawdown | -50.36% | -81.22% |
| Sharpe | 0.38 | -0.07 |
| Sortino | 0.58 | -0.1 |
| Payoff Ratio | 1.08 | 0.98 |
| Profit Factor | 1.1 | 0.99 |
| Common Sense Ratio | 1.04 | 1.12 |
| CPC Index | 0.58 | 0.48 |
| Tail Ratio | 0.95 | 1.13 |
| Outlier Win Ratio | 13.16 | 3.43 |
| Outlier Loss Ratio | 3.23 | 3.08 |
| Volatility (ann.) | 53.77% | 79.73% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.13 | -0.39 |
| Skew | 0.58 | 0.18 |
| Kurtosis | 18.85 | 3.79 |
| Expected Daily % | 0.02% | -0.1% |
| Expected Monthly % | 0.5% | -2.98% |
| Expected Yearly % | 5.1% | -26.08% |
| Kelly Criterion | 1.94% | -1.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.57% | -6.88% |
| Expected Shortfall (cVaR) | -4.57% | -6.88% |
| Year | 5606806:ATOMUSD | 5606806:atomusd:triple_gx:lsma220_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.32 | -9.06 | 0.56 | + |
| 2023 | 13.40 | 96.74 | 7.22 | + |
| 2024 | -41.74 | -3.41 | 0.08 | + |
| 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.) | 4.1% | -34.05% |
| 5Y (ann.) | 6.38% | -31.32% |
| Metric | 5606806:atomusd:triple_gx:lsma220_85_40 | 5606806:ATOMUSD |
|---|---|---|
| Max Drawdown | -50.36% | -81.22% |
| Longest DD Days | 355.0 | 1124.0 |
| Avg. Drawdown | -16.05% | -19.43% |
| Avg. Drawdown Days | 82.0 | 145.0 |
| Recovery Factor | 0.44 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-17 | 2024-12-06 | -50.36 | 355 |
| 2024-12-07 | 2025-10-15 | -42.34 | 312 |
| 2022-09-17 | 2023-08-20 | -42.20 | 337 |
| 2023-08-21 | 2023-11-06 | -19.02 | 77 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2022-09-10 | 2022-09-16 | -13.95 | 6 |
| 2022-07-30 | 2022-09-01 | -11.20 | 33 |
| 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 |
| Metric | 5606806:atomusd:triple_gx:lsma220_85_40 | 5606806: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 | 96.74% | 13.4% |
| Worst Year | -29.39% | -45.98% |
| Avg. Up Day | 3.28% | 3.29% |
| Avg. Down Day | -3.03% | -3.34% |
| Avg. Up Week | 7.95% | 9.73% |
| Avg. Down Week | -7.37% | -8.83% |
| Avg. Up Month | 16.39% | 23.87% |
| Avg. Down Month | -9.0% | -15.28% |
| Win Days % | 49.02% | 49.62% |
| Win Month % | 48.28% | 42.5% |
| Win Week % | 55.56% | 43.27% |
| Win Quarter % | 53.85% | 42.86% |
| Win Year % | 25.0% | 25.0% |