| Metric | 5610902:atomusd:triple_gx:lsma225_105_50 | 5610902:ATOMUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 21.16% | -67.18% |
| Max Drawdown | -52.61% | -81.22% |
| Sharpe | 0.37 | -0.04 |
| Sortino | 0.58 | -0.05 |
| Payoff Ratio | 1.15 | 1.03 |
| Profit Factor | 1.09 | 0.99 |
| Common Sense Ratio | 1.12 | 1.13 |
| CPC Index | 0.6 | 0.51 |
| Tail Ratio | 1.03 | 1.14 |
| Outlier Win Ratio | 12.76 | 3.32 |
| Outlier Loss Ratio | 3.34 | 3.07 |
| Volatility (ann.) | 51.1% | 79.79% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.12 | -0.36 |
| Skew | 1.31 | 0.18 |
| Kurtosis | 15.46 | 3.8 |
| Expected Daily % | 0.02% | -0.1% |
| Expected Monthly % | 0.49% | -2.82% |
| Expected Yearly % | 4.92% | -24.31% |
| Kelly Criterion | 2.37% | 0.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.35% | -6.88% |
| Expected Shortfall (cVaR) | -4.35% | -6.88% |
| Year | 5610902:ATOMUSD | 5610902:atomusd:triple_gx:lsma225_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -8.04 | -6.07 | 0.76 | + |
| 2023 | 13.40 | 93.01 | 6.94 | + |
| 2024 | -41.74 | -36.54 | 0.88 | + |
| 2025 | -45.98 | 5.31 | -0.12 | + |
| Metric | 5610902:atomusd:triple_gx:lsma225_105_50 | 5610902:ATOMUSD |
|---|---|---|
| MTD | 6.76% | -18.61% |
| 3M | 4.44% | -26.78% |
| 6M | -4.31% | -19.32% |
| YTD | 5.31% | -45.98% |
| 1Y | 28.14% | -26.13% |
| 3Y (ann.) | 10.57% | -34.05% |
| 5Y (ann.) | 6.18% | -29.38% |
| Metric | 5610902:atomusd:triple_gx:lsma225_105_50 | 5610902:ATOMUSD |
|---|---|---|
| Max Drawdown | -52.61% | -81.22% |
| Longest DD Days | 668.0 | 1124.0 |
| Avg. Drawdown | -14.09% | -18.41% |
| Avg. Drawdown Days | 101.0 | 144.0 |
| Recovery Factor | 0.4 | -0.83 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-17 | 2025-10-15 | -52.61 | 668 |
| 2022-09-17 | 2023-07-01 | -27.85 | 287 |
| 2023-11-16 | 2023-11-26 | -15.01 | 10 |
| 2023-09-20 | 2023-11-05 | -14.48 | 46 |
| 2023-07-04 | 2023-09-18 | -11.40 | 76 |
| 2023-12-11 | 2023-12-12 | -7.78 | 1 |
| 2023-12-13 | 2023-12-16 | -7.14 | 3 |
| 2023-11-27 | 2023-12-08 | -7.00 | 11 |
| 2023-11-13 | 2023-11-15 | -4.35 | 2 |
| 2022-09-09 | 2022-09-15 | -4.28 | 6 |
| Metric | 5610902:atomusd:triple_gx:lsma225_105_50 | 5610902:ATOMUSD |
|---|---|---|
| Best Day | 24.43% | 24.43% |
| Worst Day | -17.06% | -23.16% |
| Best Week | 43.5% | 43.5% |
| Worst Week | -24.86% | -29.86% |
| Best Month | 62.3% | 102.55% |
| Worst Month | -30.35% | -31.29% |
| Best Year | 93.01% | 13.4% |
| Worst Year | -36.54% | -45.98% |
| Avg. Up Day | 3.29% | 3.3% |
| Avg. Down Day | -2.86% | -3.21% |
| Avg. Up Week | 8.21% | 8.76% |
| Avg. Down Week | -5.75% | -8.24% |
| Avg. Up Month | 17.3% | 25.0% |
| Avg. Down Month | -11.93% | -13.96% |
| Win Days % | 47.73% | 49.66% |
| Win Month % | 50.0% | 43.59% |
| Win Week % | 44.71% | 43.86% |
| Win Quarter % | 69.23% | 42.86% |
| Win Year % | 50.0% | 25.0% |