| Metric | 5606809:atomusd:triple_gx:lsma225_85_40 | 5606809:ATOMUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -32.71% | -60.88% |
| Max Drawdown | -48.19% | -70.04% |
| Sharpe | -0.23 | -0.37 |
| Sortino | -0.32 | -0.51 |
| Payoff Ratio | 1.07 | 0.96 |
| Profit Factor | 0.95 | 0.95 |
| Common Sense Ratio | 0.79 | 1.09 |
| CPC Index | 0.46 | 0.43 |
| Tail Ratio | 0.84 | 1.15 |
| Outlier Win Ratio | 12.41 | 3.0 |
| Outlier Loss Ratio | 3.17 | 2.9 |
| Volatility (ann.) | 54.95% | 83.9% |
| R^2 | 0.43 | 0.43 |
| Calmar | -0.51 | -0.69 |
| Skew | -0.32 | -0.08 |
| Kurtosis | 16.81 | 2.69 |
| Expected Daily % | -0.08% | -0.18% |
| Expected Monthly % | -2.18% | -5.08% |
| Expected Yearly % | -17.97% | -37.46% |
| Kelly Criterion | -5.86% | -6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.77% | -7.31% |
| Expected Shortfall (cVaR) | -4.77% | -7.31% |
| Year | 5606809:ATOMUSD | 5606809:atomusd:triple_gx:lsma225_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -27.58 | -4.70 | 0.17 | + |
| 2025 | -45.98 | -29.39 | 0.64 | + |
| Metric | 5606809:atomusd:triple_gx:lsma225_85_40 | 5606809:ATOMUSD |
|---|---|---|
| MTD | -19.55% | -18.61% |
| 3M | -17.63% | -26.78% |
| 6M | -28.78% | -19.32% |
| YTD | -29.39% | -45.98% |
| 1Y | 19.95% | -26.13% |
| 3Y (ann.) | -24.4% | -48.45% |
| 5Y (ann.) | -24.4% | -48.45% |
| Metric | 5606809:atomusd:triple_gx:lsma225_85_40 | 5606809:ATOMUSD |
|---|---|---|
| Max Drawdown | -48.19% | -70.04% |
| Longest DD Days | 312.0 | 312.0 |
| Avg. Drawdown | -23.6% | -34.47% |
| Avg. Drawdown Days | 125.0 | 128.0 |
| Recovery Factor | -0.68 | -0.87 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-29 | 2024-12-02 | -48.19 | 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 | 5606809:atomusd:triple_gx:lsma225_85_40 | 5606809: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 | -4.7% | -27.58% |
| Worst Year | -29.39% | -45.98% |
| Avg. Up Day | 3.32% | 3.34% |
| Avg. Down Day | -3.11% | -3.49% |
| Avg. Up Week | 10.37% | 12.71% |
| Avg. Down Week | -7.75% | -9.51% |
| Avg. Up Month | 36.55% | 54.3% |
| Avg. Down Month | -9.91% | -14.68% |
| Win Days % | 45.28% | 47.78% |
| Win Month % | 23.08% | 33.33% |
| Win Week % | 41.46% | 40.79% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 0.0% | 0.0% |