| Metric | 17499242:RIOT:triple_med_gx:lsma50_25 | 17499242:RIOT |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -14.22% | 85.13% |
| Max Drawdown | -28.51% | -44.74% |
| Sharpe | -0.92 | 2.25 |
| Sortino | -1.08 | 3.41 |
| Payoff Ratio | 0.89 | 0.91 |
| Profit Factor | 0.61 | 1.36 |
| Common Sense Ratio | 0.29 | 1.65 |
| CPC Index | 0.19 | 0.68 |
| Tail Ratio | 0.47 | 1.22 |
| Outlier Win Ratio | 41.4 | 1.71 |
| Outlier Loss Ratio | 3.33 | 2.25 |
| Volatility (ann.) | 37.77% | 96.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.9 | 5.11 |
| Skew | -4.57 | -0.26 |
| Kurtosis | 58.0 | 0.69 |
| Expected Daily % | -0.12% | 0.47% |
| Expected Monthly % | -1.9% | 8.0% |
| Expected Yearly % | -14.22% | 85.13% |
| Kelly Criterion | -37.78% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.35% | -7.7% |
| Expected Shortfall (cVaR) | -3.35% | -7.7% |
| Year | 17499242:RIOT | 17499242:RIOT:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | -14.22 | -0.17 | - |
| Metric | 17499242:RIOT:triple_med_gx:lsma50_25 | 17499242:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 12.23% | 11.08% |
| 6M | -14.22% | 57.26% |
| YTD | -14.22% | 85.13% |
| 1Y | -14.22% | 85.13% |
| 3Y (ann.) | -25.63% | 228.52% |
| 5Y (ann.) | -25.63% | 228.52% |
| Metric | 17499242:RIOT:triple_med_gx:lsma50_25 | 17499242:RIOT |
|---|---|---|
| Max Drawdown | -28.51% | -44.74% |
| Longest DD Days | 133.0 | 46.0 |
| Avg. Drawdown | -14.65% | -10.06% |
| Avg. Drawdown Days | 78.0 | 12.0 |
| Recovery Factor | -0.5 | 1.9 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-25 | 2025-12-05 | -28.51 | 133 |
| 2025-07-02 | 2025-07-24 | -0.78 | 22 |
| Metric | 17499242:RIOT:triple_med_gx:lsma50_25 | 17499242:RIOT |
|---|---|---|
| Best Day | 10.91% | 13.17% |
| 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 | -14.22% | 85.13% |
| Worst Year | -14.22% | 85.13% |
| Avg. Up Day | 2.87% | 2.89% |
| Avg. Down Day | -3.21% | -3.16% |
| Avg. Up Week | 7.96% | 6.49% |
| Avg. Down Week | -24.26% | -24.14% |
| Avg. Up Month | 16.87% | 3.94% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 35.0% | 54.96% |
| Win Month % | 25.0% | 71.43% |
| Win Week % | 40.0% | 62.96% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |