| Metric | 17498138:RIOT:triple_med_gx:lsma50_20 | 17498138:RIOT |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 18.24% | 92.53% |
| Max Drawdown | -23.34% | -44.74% |
| Sharpe | 0.88 | 1.82 |
| Sortino | 1.35 | 2.81 |
| Payoff Ratio | 1.45 | 1.17 |
| Profit Factor | 1.31 | 1.28 |
| Common Sense Ratio | 2.26 | 1.48 |
| CPC Index | 0.81 | 0.75 |
| Tail Ratio | 1.73 | 1.16 |
| Outlier Win Ratio | 18.83 | 2.81 |
| Outlier Loss Ratio | 3.16 | 2.62 |
| Volatility (ann.) | 54.73% | 97.44% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.12 | 3.31 |
| Skew | 0.07 | -0.03 |
| Kurtosis | 15.22 | 0.35 |
| Expected Daily % | 0.09% | 0.36% |
| Expected Monthly % | 1.69% | 6.77% |
| Expected Yearly % | 18.24% | 92.53% |
| Kelly Criterion | 3.05% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.58% | -7.9% |
| Expected Shortfall (cVaR) | -4.58% | -7.9% |
| Year | 17498138:RIOT | 17498138:RIOT:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 92.53 | 18.24 | 0.20 | - |
| Metric | 17498138:RIOT:triple_med_gx:lsma50_20 | 17498138:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 52.67% | 11.08% |
| 6M | 44.51% | 57.26% |
| YTD | 18.24% | 92.53% |
| 1Y | 18.24% | 92.53% |
| 3Y (ann.) | 26.18% | 148.21% |
| 5Y (ann.) | 26.18% | 148.21% |
| Metric | 17498138:RIOT:triple_med_gx:lsma50_20 | 17498138:RIOT |
|---|---|---|
| Max Drawdown | -23.34% | -44.74% |
| Longest DD Days | 172.0 | 49.0 |
| Avg. Drawdown | -9.75% | -9.96% |
| Avg. Drawdown Days | 48.0 | 12.0 |
| Recovery Factor | 0.78 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-10 | 2025-09-29 | -23.34 | 172 |
| 2025-04-03 | 2025-04-09 | -10.57 | 6 |
| 2025-09-30 | 2025-10-06 | -4.30 | 6 |
| 2025-10-07 | 2025-10-17 | -0.78 | 10 |
| Metric | 17498138:RIOT:triple_med_gx:lsma50_20 | 17498138:RIOT |
|---|---|---|
| Best Day | 13.17% | 13.2% |
| Worst Day | -17.9% | -17.75% |
| Best Week | 18.02% | 26.91% |
| Worst Week | -18.71% | -24.14% |
| Best Month | 32.79% | 40.02% |
| Worst Month | -17.9% | -18.45% |
| Best Year | 18.24% | 92.53% |
| Worst Year | 18.24% | 92.53% |
| Avg. Up Day | 5.17% | 5.21% |
| Avg. Down Day | -3.56% | -4.47% |
| Avg. Up Week | 9.08% | 10.26% |
| Avg. Down Week | -7.1% | -8.26% |
| Avg. Up Month | 21.02% | 20.3% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 42.55% | 50.27% |
| Win Month % | 50.0% | 70.0% |
| Win Week % | 53.33% | 57.89% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 100.0% |