| Metric | 17498150:RIOT:triple_med_gx:lsma100_20 | 17498150:RIOT |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 88.54% | 85.13% |
| Max Drawdown | -21.87% | -44.74% |
| Sharpe | 3.0 | 2.25 |
| Sortino | 4.87 | 3.41 |
| Payoff Ratio | 1.31 | 1.1 |
| Profit Factor | 2.03 | 1.36 |
| Common Sense Ratio | 3.28 | 1.65 |
| CPC Index | 1.52 | 0.82 |
| Tail Ratio | 1.62 | 1.22 |
| Outlier Win Ratio | 8.72 | 2.71 |
| Outlier Loss Ratio | 2.84 | 2.53 |
| Volatility (ann.) | 65.88% | 96.34% |
| R^2 | 0.47 | 0.47 |
| Calmar | 10.99 | 5.11 |
| Skew | -0.29 | -0.26 |
| Kurtosis | 7.46 | 0.69 |
| Expected Daily % | 0.48% | 0.47% |
| Expected Monthly % | 8.25% | 8.0% |
| Expected Yearly % | 88.54% | 85.13% |
| Kelly Criterion | 24.54% | 13.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -7.7% |
| Expected Shortfall (cVaR) | -5.13% | -7.7% |
| Year | 17498150:RIOT | 17498150:RIOT:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | 88.54 | 1.04 | + |
| Metric | 17498150:RIOT:triple_med_gx:lsma100_20 | 17498150:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 23.55% | 11.08% |
| 6M | 60.16% | 57.26% |
| YTD | 88.54% | 85.13% |
| 1Y | 88.54% | 85.13% |
| 3Y (ann.) | 240.31% | 228.52% |
| 5Y (ann.) | 240.31% | 228.52% |
| Metric | 17498150:RIOT:triple_med_gx:lsma100_20 | 17498150:RIOT |
|---|---|---|
| Max Drawdown | -21.87% | -44.74% |
| Longest DD Days | 68.0 | 46.0 |
| Avg. Drawdown | -6.3% | -10.06% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 4.05 | 1.9 |
| Ulcer Index | 1.0 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-30 | 2025-10-06 | -21.87 | 68 |
| 2025-10-28 | 2025-12-05 | -14.15 | 38 |
| 2025-10-21 | 2025-10-27 | -13.72 | 6 |
| 2025-06-05 | 2025-06-06 | -5.37 | 1 |
| 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 |
| 2025-06-23 | 2025-06-24 | -0.18 | 1 |
| 2025-07-16 | 2025-07-17 | -0.18 | 1 |
| Metric | 17498150:RIOT:triple_med_gx:lsma100_20 | 17498150: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 | -17.15% | -18.45% |
| Best Year | 88.54% | 85.13% |
| Worst Year | 88.54% | 85.13% |
| Avg. Up Day | 5.03% | 5.06% |
| Avg. Down Day | -3.83% | -4.62% |
| Avg. Up Week | 9.93% | 9.95% |
| Avg. Down Week | -13.19% | -15.9% |
| Avg. Up Month | 23.71% | 25.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.14% | 54.96% |
| Win Month % | 80.0% | 71.43% |
| Win Week % | 73.33% | 62.96% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |