| Metric | 17499241:RIOT:triple_med_gx:lsma45_25 | 17499241:RIOT |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -21.87% | 97.62% |
| Max Drawdown | -35.78% | -44.74% |
| Sharpe | -0.75 | 1.84 |
| Sortino | -1.01 | 2.83 |
| Payoff Ratio | 1.3 | 1.31 |
| Profit Factor | 0.76 | 1.28 |
| Common Sense Ratio | 0.33 | 1.48 |
| CPC Index | 0.34 | 0.85 |
| Tail Ratio | 0.44 | 1.16 |
| Outlier Win Ratio | 33.05 | 2.72 |
| Outlier Loss Ratio | 2.96 | 2.6 |
| Volatility (ann.) | 48.11% | 97.16% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.79 | 3.38 |
| Skew | -0.57 | -0.04 |
| Kurtosis | 22.98 | 0.33 |
| Expected Daily % | -0.13% | 0.36% |
| Expected Monthly % | -2.44% | 7.05% |
| Expected Yearly % | -21.87% | 97.62% |
| Kelly Criterion | -16.48% | 12.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.24% | -7.88% |
| Expected Shortfall (cVaR) | -4.24% | -7.88% |
| Year | 17499241:RIOT | 17499241:RIOT:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 97.62 | -21.87 | -0.22 | - |
| Metric | 17499241:RIOT:triple_med_gx:lsma45_25 | 17499241:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 12.23% | 11.08% |
| 6M | -14.22% | 57.26% |
| YTD | -21.87% | 97.62% |
| 1Y | -21.87% | 97.62% |
| 3Y (ann.) | -28.37% | 151.14% |
| 5Y (ann.) | -28.37% | 151.14% |
| Metric | 17499241:RIOT:triple_med_gx:lsma45_25 | 17499241:RIOT |
|---|---|---|
| Max Drawdown | -35.78% | -44.74% |
| Longest DD Days | 239.0 | 49.0 |
| Avg. Drawdown | -21.98% | -10.66% |
| Avg. Drawdown Days | 120.0 | 13.0 |
| Recovery Factor | -0.61 | 2.18 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-10 | 2025-12-05 | -35.78 | 239 |
| 2025-04-07 | 2025-04-09 | -8.18 | 2 |
| Metric | 17499241:RIOT:triple_med_gx:lsma45_25 | 17499241:RIOT |
|---|---|---|
| Best Day | 12.99% | 13.2% |
| Worst Day | -17.9% | -17.75% |
| Best Week | 14.4% | 26.91% |
| Worst Week | -24.26% | -24.14% |
| Best Month | 16.87% | 40.02% |
| Worst Month | -17.9% | -18.45% |
| Best Year | -21.87% | 97.62% |
| Worst Year | -21.87% | 97.62% |
| Avg. Up Day | 4.57% | 4.6% |
| Avg. Down Day | -3.52% | -3.51% |
| Avg. Up Week | 8.65% | 11.09% |
| Avg. Down Week | -8.51% | -9.19% |
| Avg. Up Month | 16.87% | 3.94% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 34.21% | 50.53% |
| Win Month % | 16.67% | 70.0% |
| Win Week % | 30.0% | 58.97% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 100.0% |