| Metric | 17514803:RIOT:triple_med_gx:lsma20_80 | 17514803:RIOT |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -14.8% | 85.13% |
| Max Drawdown | -40.1% | -44.74% |
| Sharpe | -0.73 | 2.25 |
| Sortino | -0.98 | 3.41 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.82 | 1.36 |
| Common Sense Ratio | 0.73 | 1.65 |
| CPC Index | 0.36 | 0.73 |
| Tail Ratio | 0.9 | 1.22 |
| Outlier Win Ratio | 20.41 | 2.44 |
| Outlier Loss Ratio | 2.58 | 2.62 |
| Volatility (ann.) | 46.06% | 96.34% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.66 | 5.11 |
| Skew | -0.27 | -0.26 |
| Kurtosis | 7.39 | 0.69 |
| Expected Daily % | -0.12% | 0.47% |
| Expected Monthly % | -1.98% | 8.0% |
| Expected Yearly % | -14.8% | 85.13% |
| Kelly Criterion | -12.55% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -7.7% |
| Expected Shortfall (cVaR) | -4.06% | -7.7% |
| Year | 17514803:RIOT | 17514803:RIOT:triple_med_gx:lsma20_80 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | -14.80 | -0.17 | - |
| Metric | 17514803:RIOT:triple_med_gx:lsma20_80 | 17514803:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | -22.43% | 11.08% |
| 6M | -14.8% | 57.26% |
| YTD | -14.8% | 85.13% |
| 1Y | -14.8% | 85.13% |
| 3Y (ann.) | -26.6% | 228.52% |
| 5Y (ann.) | -26.6% | 228.52% |
| Metric | 17514803:RIOT:triple_med_gx:lsma20_80 | 17514803:RIOT |
|---|---|---|
| Max Drawdown | -40.1% | -44.74% |
| Longest DD Days | 106.0 | 46.0 |
| Avg. Drawdown | -11.14% | -10.06% |
| Avg. Drawdown Days | 24.0 | 12.0 |
| Recovery Factor | -0.37 | 1.9 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-21 | 2025-12-05 | -40.10 | 106 |
| 2025-08-15 | 2025-08-18 | -7.51 | 3 |
| 2025-08-07 | 2025-08-14 | -4.97 | 7 |
| 2025-08-19 | 2025-08-20 | -2.92 | 1 |
| 2025-08-05 | 2025-08-06 | -0.18 | 1 |
| Metric | 17514803:RIOT:triple_med_gx:lsma20_80 | 17514803:RIOT |
|---|---|---|
| Best Day | 9.21% | 13.17% |
| Worst Day | -10.22% | -17.75% |
| Best Week | 26.68% | 26.91% |
| Worst Week | -18.05% | -24.14% |
| Best Month | 9.85% | 40.02% |
| Worst Month | -22.43% | -18.45% |
| Best Year | -14.8% | 85.13% |
| Worst Year | -14.8% | 85.13% |
| Avg. Up Day | 3.98% | 3.99% |
| Avg. Down Day | -3.98% | -4.11% |
| Avg. Up Week | 12.35% | 15.28% |
| Avg. Down Week | -14.98% | -13.63% |
| Avg. Up Month | 9.85% | 2.61% |
| Avg. Down Month | -22.43% | -18.45% |
| Win Days % | 43.75% | 54.96% |
| Win Month % | 50.0% | 71.43% |
| Win Week % | 42.86% | 62.96% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |