| Metric | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | 17498144:RIOT-IBIT |
|---|---|---|
| Time in Market | 35.0% | 99.0% |
| Cumulative Return | 12.53% | 4.99% |
| Max Drawdown | -9.45% | -32.71% |
| Sharpe | 1.33 | 0.46 |
| Sortino | 2.19 | 0.67 |
| Payoff Ratio | 1.55 | 1.44 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 2.0 | 1.18 |
| CPC Index | 0.93 | 0.76 |
| Tail Ratio | 1.47 | 1.11 |
| Outlier Win Ratio | 12.89 | 2.36 |
| Outlier Loss Ratio | 3.78 | 2.18 |
| Volatility (ann.) | 21.47% | 45.87% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.13 | 0.24 |
| Skew | 0.76 | 0.04 |
| Kurtosis | 5.19 | -0.38 |
| Expected Daily % | 0.07% | 0.03% |
| Expected Monthly % | 1.32% | 0.54% |
| Expected Yearly % | 12.53% | 4.99% |
| Kelly Criterion | 7.73% | 15.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.89% |
| Expected Shortfall (cVaR) | -1.77% | -3.89% |
| Year | 17498144:RIOT-IBIT | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 4.99 | 12.53 | 2.51 | + |
| Metric | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | 17498144:RIOT-IBIT |
|---|---|---|
| MTD | 0.0% | -1.67% |
| 3M | 15.62% | -20.51% |
| 6M | 18.27% | -15.01% |
| YTD | 12.53% | 4.99% |
| 1Y | 12.53% | 4.99% |
| 3Y (ann.) | 20.12% | 7.86% |
| 5Y (ann.) | 20.12% | 7.86% |
| Metric | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | 17498144:RIOT-IBIT |
|---|---|---|
| Max Drawdown | -9.45% | -32.71% |
| Longest DD Days | 138.0 | 59.0 |
| Avg. Drawdown | -5.15% | -7.48% |
| Avg. Drawdown Days | 75.0 | 23.0 |
| Recovery Factor | 1.33 | 0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-09-29 | -9.45 | 138 |
| 2025-10-07 | 2025-12-05 | -4.89 | 59 |
| 2025-04-15 | 2025-05-13 | -1.12 | 28 |
| Metric | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | 17498144:RIOT-IBIT |
|---|---|---|
| Best Day | 4.89% | 6.54% |
| Worst Day | -3.59% | -5.92% |
| Best Week | 12.71% | 12.71% |
| Worst Week | -3.83% | -10.29% |
| Best Month | 7.73% | 11.12% |
| Worst Month | -4.34% | -17.26% |
| Best Year | 12.53% | 4.99% |
| Worst Year | 12.53% | 4.99% |
| Avg. Up Day | 1.94% | 1.99% |
| Avg. Down Day | -1.25% | -1.38% |
| Avg. Up Week | 4.17% | 4.44% |
| Avg. Down Week | -1.67% | -3.2% |
| Avg. Up Month | 3.95% | 5.7% |
| Avg. Down Month | -1.87% | -7.36% |
| Win Days % | 43.86% | 50.0% |
| Win Month % | 57.14% | 55.56% |
| Win Week % | 44.44% | 47.06% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |