| Metric | 17498147:RIOT:triple_med_gx:lsma60_20 | 17498147:RIOT |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 51.92% | 109.83% |
| Max Drawdown | -18.86% | -44.74% |
| Sharpe | 1.71 | 2.08 |
| Sortino | 2.78 | 3.22 |
| Payoff Ratio | 1.58 | 1.27 |
| Profit Factor | 1.56 | 1.33 |
| Common Sense Ratio | 2.55 | 1.46 |
| CPC Index | 1.1 | 0.87 |
| Tail Ratio | 1.63 | 1.1 |
| Outlier Win Ratio | 12.55 | 2.85 |
| Outlier Loss Ratio | 3.19 | 2.64 |
| Volatility (ann.) | 62.84% | 97.5% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.49 | 4.39 |
| Skew | 0.25 | -0.08 |
| Kurtosis | 9.28 | 0.43 |
| Expected Daily % | 0.24% | 0.43% |
| Expected Monthly % | 4.27% | 7.69% |
| Expected Yearly % | 51.92% | 109.83% |
| Kelly Criterion | 9.65% | 13.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.12% | -7.84% |
| Expected Shortfall (cVaR) | -5.12% | -7.84% |
| Year | 17498147:RIOT | 17498147:RIOT:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 109.83 | 51.92 | 0.47 | - |
| Metric | 17498147:RIOT:triple_med_gx:lsma60_20 | 17498147:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 57.54% | 11.08% |
| 6M | 66.23% | 57.26% |
| YTD | 51.92% | 109.83% |
| 1Y | 51.92% | 109.83% |
| 3Y (ann.) | 84.6% | 196.36% |
| 5Y (ann.) | 84.6% | 196.36% |
| Metric | 17498147:RIOT:triple_med_gx:lsma60_20 | 17498147:RIOT |
|---|---|---|
| Max Drawdown | -18.86% | -44.74% |
| Longest DD Days | 75.0 | 46.0 |
| Avg. Drawdown | -7.48% | -10.27% |
| Avg. Drawdown Days | 24.0 | 12.0 |
| Recovery Factor | 2.75 | 2.45 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-30 | 2025-09-15 | -18.86 | 47 |
| 2025-04-10 | 2025-06-24 | -18.72 | 75 |
| 2025-04-03 | 2025-04-09 | -10.57 | 6 |
| 2025-10-21 | 2025-12-05 | -6.26 | 45 |
| 2025-09-30 | 2025-10-06 | -4.30 | 6 |
| 2025-10-07 | 2025-10-17 | -0.78 | 10 |
| 2025-07-16 | 2025-07-17 | -0.18 | 1 |
| 2025-09-26 | 2025-09-29 | -0.18 | 3 |
| Metric | 17498147:RIOT:triple_med_gx:lsma60_20 | 17498147: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 | 51.92% | 109.83% |
| Worst Year | 51.92% | 109.83% |
| Avg. Up Day | 5.69% | 5.73% |
| Avg. Down Day | -3.59% | -4.51% |
| Avg. Up Week | 8.97% | 11.12% |
| Avg. Down Week | -8.01% | -9.19% |
| Avg. Up Month | 22.75% | 25.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 44.64% | 51.45% |
| Win Month % | 57.14% | 77.78% |
| Win Week % | 61.11% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |