| Metric | RIOT_FULCRUM_fwd_ | RIOT |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 46.16% | 85.13% |
| Max Drawdown | -16.46% | -44.74% |
| Sharpe | 2.84 | 2.25 |
| Sortino | 4.39 | 3.41 |
| Payoff Ratio | 1.57 | 1.13 |
| Profit Factor | 2.02 | 1.36 |
| Common Sense Ratio | 5.24 | 1.65 |
| CPC Index | 1.71 | 0.85 |
| Tail Ratio | 2.6 | 1.22 |
| Outlier Win Ratio | 10.27 | 2.24 |
| Outlier Loss Ratio | 7.6 | 2.0 |
| Volatility (ann.) | 39.8% | 96.34% |
| R^2 | 0.51 | 0.51 |
| Calmar | 6.57 | 5.11 |
| Skew | -0.94 | -0.26 |
| Kurtosis | 18.58 | 0.69 |
| Expected Daily % | 0.29% | 0.47% |
| Expected Monthly % | 4.86% | 8.0% |
| Expected Yearly % | 46.16% | 85.13% |
| Kelly Criterion | 24.54% | 15.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.12% | -7.7% |
| Expected Shortfall (cVaR) | -3.12% | -7.7% |
| Year | RIOT | RIOT_FULCRUM_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | 46.16 | 0.54 | - |
| Metric | RIOT_FULCRUM_fwd_ | RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 29.29% | 11.08% |
| 6M | 36.82% | 57.26% |
| YTD | 46.16% | 85.13% |
| 1Y | 46.16% | 85.13% |
| 3Y (ann.) | 108.12% | 228.52% |
| 5Y (ann.) | 108.12% | 228.52% |
| Metric | RIOT_FULCRUM_fwd_ | RIOT |
|---|---|---|
| Max Drawdown | -16.46% | -44.74% |
| Longest DD Days | 66.0 | 46.0 |
| Avg. Drawdown | -3.19% | -10.06% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 2.8 | 1.9 |
| Ulcer Index | 1.04 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-25 | 2025-09-29 | -16.46 | 66 |
| 2025-10-21 | 2025-12-05 | -8.09 | 45 |
| 2025-09-30 | 2025-10-06 | -3.29 | 6 |
| 2025-06-05 | 2025-06-06 | -2.28 | 1 |
| 2025-07-03 | 2025-07-17 | -0.56 | 14 |
| 2025-10-07 | 2025-10-08 | -0.47 | 1 |
| 2025-10-10 | 2025-10-17 | -0.44 | 7 |
| 2025-07-01 | 2025-07-02 | -0.15 | 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 | 9.88% | 13.17% |
| Worst Day | -13.56% | -17.75% |
| Best Week | 9.66% | 26.91% |
| Worst Week | -16.16% | -24.14% |
| Best Month | 16.64% | 40.02% |
| Worst Month | -11.54% | -18.45% |
| Best Year | 46.16% | 85.13% |
| Worst Year | 46.16% | 85.13% |
| Avg. Up Day | 1.69% | 4.64% |
| Avg. Down Day | -1.08% | -4.1% |
| Avg. Up Week | 3.9% | 11.13% |
| Avg. Down Week | -4.85% | -16.26% |
| Avg. Up Month | 13.94% | 25.23% |
| Avg. Down Month | -1.86% | -18.45% |
| Win Days % | 53.93% | 54.96% |
| Win Month % | 66.67% | 71.43% |
| Win Week % | 77.27% | 62.96% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |