| Metric | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | 17498144:RIOT-MSTR |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -6.47% | -42.53% |
| Max Drawdown | -18.91% | -62.6% |
| Sharpe | -0.18 | -1.49 |
| Sortino | -0.23 | -1.94 |
| Payoff Ratio | 1.04 | 0.94 |
| Profit Factor | 0.96 | 0.82 |
| Common Sense Ratio | 1.18 | 0.66 |
| CPC Index | 0.45 | 0.36 |
| Tail Ratio | 1.23 | 0.8 |
| Outlier Win Ratio | 12.37 | 2.35 |
| Outlier Loss Ratio | 3.7 | 2.92 |
| Volatility (ann.) | 39.38% | 67.49% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.52 | -0.92 |
| Skew | -1.1 | -0.21 |
| Kurtosis | 7.96 | -0.01 |
| Expected Daily % | -0.04% | -0.34% |
| Expected Monthly % | -0.74% | -5.97% |
| Expected Yearly % | -6.47% | -42.53% |
| Kelly Criterion | -6.85% | -10.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.41% | -6.09% |
| Expected Shortfall (cVaR) | -3.41% | -6.09% |
| Year | 17498144:RIOT-MSTR | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -42.53 | -6.47 | 0.15 | + |
| Metric | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | 17498144:RIOT-MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 4.84% | -45.8% |
| 6M | 0.74% | -52.66% |
| YTD | -6.47% | -42.53% |
| 1Y | -6.47% | -42.53% |
| 3Y (ann.) | -9.86% | -57.7% |
| 5Y (ann.) | -9.86% | -57.7% |
| Metric | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | 17498144:RIOT-MSTR |
|---|---|---|
| Max Drawdown | -18.91% | -62.6% |
| Longest DD Days | 205.0 | 141.0 |
| Avg. Drawdown | -9.6% | -11.95% |
| Avg. Drawdown Days | 116.0 | 29.0 |
| Recovery Factor | -0.34 | -0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-12-05 | -18.91 | 205 |
| 2025-04-15 | 2025-05-13 | -0.29 | 28 |
| Metric | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | 17498144:RIOT-MSTR |
|---|---|---|
| Best Day | 7.57% | 7.95% |
| Worst Day | -8.86% | -9.82% |
| Best Week | 13.77% | 16.24% |
| Worst Week | -7.66% | -17.43% |
| Best Month | 11.3% | 22.05% |
| Worst Month | -9.27% | -34.26% |
| Best Year | -6.47% | -42.53% |
| Worst Year | -6.47% | -42.53% |
| Avg. Up Day | 2.59% | 2.64% |
| Avg. Down Day | -2.49% | -2.82% |
| Avg. Up Week | 6.0% | 6.42% |
| Avg. Down Week | -3.9% | -5.77% |
| Avg. Up Month | 11.3% | 9.53% |
| Avg. Down Month | -7.04% | -6.76% |
| Win Days % | 45.61% | 46.63% |
| Win Month % | 42.86% | 33.33% |
| Win Week % | 38.89% | 44.12% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 0.0% | 0.0% |