| Metric | 17498142:RIOT:triple_med_gx:lsma75_20 | 17498142:RIOT |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 104.03% | 109.83% |
| Max Drawdown | -18.56% | -44.74% |
| Sharpe | 2.99 | 2.29 |
| Sortino | 4.97 | 3.51 |
| Payoff Ratio | 1.49 | 1.24 |
| Profit Factor | 2.14 | 1.36 |
| Common Sense Ratio | 6.06 | 1.59 |
| CPC Index | 1.71 | 0.89 |
| Tail Ratio | 2.84 | 1.17 |
| Outlier Win Ratio | 9.68 | 2.59 |
| Outlier Loss Ratio | 3.4 | 2.78 |
| Volatility (ann.) | 61.04% | 93.72% |
| R^2 | 0.42 | 0.42 |
| Calmar | 11.57 | 5.12 |
| Skew | -0.2 | -0.21 |
| Kurtosis | 8.92 | 0.62 |
| Expected Daily % | 0.45% | 0.47% |
| Expected Monthly % | 8.25% | 8.58% |
| Expected Yearly % | 104.03% | 109.83% |
| Kelly Criterion | 22.7% | 14.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.75% | -7.48% |
| Expected Shortfall (cVaR) | -4.75% | -7.48% |
| Year | 17498142:RIOT | 17498142:RIOT:triple_med_gx:lsma75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 109.83 | 104.03 | 0.95 | - |
| Metric | 17498142:RIOT:triple_med_gx:lsma75_20 | 17498142:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 38.0% | 11.08% |
| 6M | 83.55% | 57.26% |
| YTD | 104.03% | 109.83% |
| 1Y | 104.03% | 109.83% |
| 3Y (ann.) | 214.76% | 229.26% |
| 5Y (ann.) | 214.76% | 229.26% |
| Metric | 17498142:RIOT:triple_med_gx:lsma75_20 | 17498142:RIOT |
|---|---|---|
| Max Drawdown | -18.56% | -44.74% |
| Longest DD Days | 61.0 | 46.0 |
| Avg. Drawdown | -4.92% | -9.42% |
| Avg. Drawdown Days | 11.0 | 11.0 |
| Recovery Factor | 5.6 | 2.45 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-30 | 2025-09-29 | -18.56 | 61 |
| 2025-10-21 | 2025-12-05 | -13.72 | 45 |
| 2025-05-28 | 2025-06-04 | -11.71 | 7 |
| 2025-06-05 | 2025-06-06 | -5.37 | 1 |
| 2025-05-22 | 2025-05-27 | -4.53 | 5 |
| 2025-09-30 | 2025-10-06 | -4.30 | 6 |
| 2025-05-14 | 2025-05-16 | -3.97 | 2 |
| 2025-10-07 | 2025-10-17 | -0.78 | 10 |
| 2025-07-01 | 2025-07-02 | -0.27 | 1 |
| 2025-06-25 | 2025-06-26 | -0.20 | 1 |
| Metric | 17498142:RIOT:triple_med_gx:lsma75_20 | 17498142:RIOT |
|---|---|---|
| Best Day | 11.81% | 13.17% |
| Worst Day | -17.75% | -17.75% |
| Best Week | 21.84% | 26.91% |
| Worst Week | -18.56% | -24.14% |
| Best Month | 48.25% | 40.02% |
| Worst Month | -14.99% | -18.45% |
| Best Year | 104.03% | 109.83% |
| Worst Year | 104.03% | 109.83% |
| Avg. Up Day | 5.16% | 5.2% |
| Avg. Down Day | -3.45% | -4.18% |
| Avg. Up Week | 8.85% | 10.58% |
| Avg. Down Week | -9.57% | -12.1% |
| Avg. Up Month | 26.86% | 25.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 53.7% | 52.53% |
| Win Month % | 66.67% | 77.78% |
| Win Week % | 76.47% | 63.64% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |