| Metric | 17496103:RIOT:triple_med_gx:lsma20_10 | 17496103:RIOT |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 24.75% | 85.13% |
| Max Drawdown | -9.31% | -44.74% |
| Sharpe | 1.87 | 2.25 |
| Sortino | 3.26 | 3.41 |
| Payoff Ratio | 1.68 | 1.24 |
| Profit Factor | 1.77 | 1.36 |
| Common Sense Ratio | 8.84 | 1.65 |
| CPC Index | 1.34 | 0.93 |
| Tail Ratio | 5.0 | 1.22 |
| Outlier Win Ratio | 20.0 | 2.4 |
| Outlier Loss Ratio | 4.64 | 2.34 |
| Volatility (ann.) | 36.26% | 96.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 5.72 | 5.11 |
| Skew | 1.16 | -0.26 |
| Kurtosis | 9.48 | 0.69 |
| Expected Daily % | 0.17% | 0.47% |
| Expected Monthly % | 2.8% | 8.0% |
| Expected Yearly % | 24.75% | 85.13% |
| Kelly Criterion | 12.51% | 18.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.94% | -7.7% |
| Expected Shortfall (cVaR) | -2.94% | -7.7% |
| Year | 17496103:RIOT | 17496103:RIOT:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | 24.75 | 0.29 | - |
| Metric | 17496103:RIOT:triple_med_gx:lsma20_10 | 17496103:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 8.52% | 11.08% |
| 6M | 24.75% | 57.26% |
| YTD | 24.75% | 85.13% |
| 1Y | 24.75% | 85.13% |
| 3Y (ann.) | 53.29% | 228.52% |
| 5Y (ann.) | 53.29% | 228.52% |
| Metric | 17496103:RIOT:triple_med_gx:lsma20_10 | 17496103:RIOT |
|---|---|---|
| Max Drawdown | -9.31% | -44.74% |
| Longest DD Days | 49.0 | 46.0 |
| Avg. Drawdown | -4.08% | -10.06% |
| Avg. Drawdown Days | 19.0 | 12.0 |
| Recovery Factor | 2.66 | 1.9 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-10 | 2025-11-28 | -9.31 | 49 |
| 2025-07-24 | 2025-08-18 | -7.92 | 25 |
| 2025-07-03 | 2025-07-09 | -5.33 | 6 |
| 2025-08-19 | 2025-08-20 | -2.92 | 1 |
| 2025-08-21 | 2025-10-09 | -2.76 | 49 |
| 2025-06-06 | 2025-06-09 | -0.18 | 3 |
| 2025-07-01 | 2025-07-02 | -0.18 | 1 |
| Metric | 17496103:RIOT:triple_med_gx:lsma20_10 | 17496103:RIOT |
|---|---|---|
| Best Day | 8.74% | 13.17% |
| Worst Day | -6.44% | -17.75% |
| Best Week | 15.79% | 26.91% |
| Worst Week | -6.63% | -24.14% |
| Best Month | 15.79% | 40.02% |
| Worst Month | -6.28% | -18.45% |
| Best Year | 24.75% | 85.13% |
| Worst Year | 24.75% | 85.13% |
| Avg. Up Day | 4.02% | 4.08% |
| Avg. Down Day | -2.4% | -3.29% |
| Avg. Up Week | 8.02% | 15.25% |
| Avg. Down Week | -6.59% | -15.9% |
| Avg. Up Month | 7.31% | 21.32% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 45.16% | 54.96% |
| Win Month % | 60.0% | 71.43% |
| Win Week % | 50.0% | 62.96% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |