| Metric | RIOT_FULCRUM_fwd_ | RIOT |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 39.8% | 85.13% |
| Max Drawdown | -17.49% | -44.74% |
| Sharpe | 2.53 | 2.25 |
| Sortino | 3.72 | 3.41 |
| Payoff Ratio | 1.41 | 1.09 |
| Profit Factor | 1.82 | 1.36 |
| Common Sense Ratio | 3.38 | 1.65 |
| CPC Index | 1.39 | 0.81 |
| Tail Ratio | 1.86 | 1.22 |
| Outlier Win Ratio | 9.79 | 2.21 |
| Outlier Loss Ratio | 7.46 | 2.03 |
| Volatility (ann.) | 39.76% | 96.34% |
| R^2 | 0.52 | 0.52 |
| Calmar | 5.2 | 5.11 |
| Skew | -1.44 | -0.26 |
| Kurtosis | 20.63 | 0.69 |
| Expected Daily % | 0.25% | 0.47% |
| Expected Monthly % | 4.28% | 8.0% |
| Expected Yearly % | 39.8% | 85.13% |
| Kelly Criterion | 21.63% | 13.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.15% | -7.7% |
| Expected Shortfall (cVaR) | -3.15% | -7.7% |
| Year | RIOT | RIOT_FULCRUM_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | 39.80 | 0.47 | - |
| Metric | RIOT_FULCRUM_fwd_ | RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 24.5% | 11.08% |
| 6M | 30.7% | 57.26% |
| YTD | 39.8% | 85.13% |
| 1Y | 39.8% | 85.13% |
| 3Y (ann.) | 90.98% | 228.52% |
| 5Y (ann.) | 90.98% | 228.52% |
| Metric | RIOT_FULCRUM_fwd_ | RIOT |
|---|---|---|
| Max Drawdown | -17.49% | -44.74% |
| Longest DD Days | 73.0 | 46.0 |
| Avg. Drawdown | -3.31% | -10.06% |
| Avg. Drawdown Days | 16.0 | 12.0 |
| Recovery Factor | 2.27 | 1.9 |
| Ulcer Index | 1.03 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-25 | 2025-10-06 | -17.49 | 73 |
| 2025-10-21 | 2025-12-05 | -7.39 | 45 |
| 2025-06-05 | 2025-06-06 | -2.68 | 1 |
| 2025-07-03 | 2025-07-17 | -0.82 | 14 |
| 2025-10-10 | 2025-10-17 | -0.65 | 7 |
| 2025-10-07 | 2025-10-08 | -0.47 | 1 |
| 2025-07-01 | 2025-07-02 | -0.14 | 1 |
| 2025-06-23 | 2025-06-24 | -0.08 | 1 |
| 2025-06-25 | 2025-06-26 | -0.07 | 1 |
| Metric | RIOT_FULCRUM_fwd_ | RIOT |
|---|---|---|
| Best Day | 9.67% | 13.17% |
| Worst Day | -14.15% | -17.75% |
| Best Week | 9.55% | 26.91% |
| Worst Week | -17.14% | -24.14% |
| Best Month | 18.27% | 40.02% |
| Worst Month | -12.55% | -18.45% |
| Best Year | 39.8% | 85.13% |
| Worst Year | 39.8% | 85.13% |
| Avg. Up Day | 1.55% | 4.58% |
| Avg. Down Day | -1.1% | -4.22% |
| Avg. Up Week | 3.67% | 11.13% |
| Avg. Down Week | -4.16% | -14.54% |
| Avg. Up Month | 12.86% | 25.23% |
| Avg. Down Month | -1.27% | -18.45% |
| Win Days % | 54.17% | 54.96% |
| Win Month % | 66.67% | 71.43% |
| Win Week % | 73.91% | 62.96% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |