| Metric | 17496103:RIOT:triple_med_gx:lsma20_10 | 17496103:RIOT |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 23.63% | 28.35% |
| Max Drawdown | -10.4% | -48.74% |
| Sharpe | 1.27 | 0.93 |
| Sortino | 2.13 | 1.39 |
| Payoff Ratio | 1.9 | 1.36 |
| Profit Factor | 1.5 | 1.13 |
| Common Sense Ratio | 6.74 | 1.21 |
| CPC Index | 1.05 | 0.76 |
| Tail Ratio | 4.5 | 1.07 |
| Outlier Win Ratio | 24.85 | 2.35 |
| Outlier Loss Ratio | 4.73 | 2.12 |
| Volatility (ann.) | 33.7% | 98.54% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.82 | 0.73 |
| Skew | 1.14 | -0.0 |
| Kurtosis | 10.33 | 0.15 |
| Expected Daily % | 0.1% | 0.12% |
| Expected Monthly % | 1.95% | 2.29% |
| Expected Yearly % | 23.63% | 28.35% |
| Kelly Criterion | 3.78% | 12.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.78% | -8.23% |
| Expected Shortfall (cVaR) | -2.78% | -8.23% |
| Year | 17496103:RIOT | 17496103:RIOT:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 28.35 | 23.63 | 0.83 | - |
| 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 | 23.63% | 28.35% |
| 1Y | 23.63% | 28.35% |
| 3Y (ann.) | 29.34% | 35.35% |
| 5Y (ann.) | 29.34% | 35.35% |
| Metric | 17496103:RIOT:triple_med_gx:lsma20_10 | 17496103:RIOT |
|---|---|---|
| Max Drawdown | -10.4% | -48.74% |
| Longest DD Days | 119.0 | 142.0 |
| Avg. Drawdown | -5.55% | -14.61% |
| Avg. Drawdown Days | 36.0 | 25.0 |
| Recovery Factor | 2.27 | 0.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-10 | 2025-06-09 | -10.40 | 119 |
| 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 |
| 2025-07-01 | 2025-07-02 | -0.18 | 1 |
| Metric | 17496103:RIOT:triple_med_gx:lsma20_10 | 17496103:RIOT |
|---|---|---|
| Best Day | 8.74% | 13.2% |
| 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 | -10.24% | -23.28% |
| Best Year | 23.63% | 28.35% |
| Worst Year | 23.63% | 28.35% |
| Avg. Up Day | 4.32% | 4.38% |
| Avg. Down Day | -2.27% | -3.22% |
| Avg. Up Week | 7.41% | 16.26% |
| Avg. Down Week | -4.99% | -13.28% |
| Avg. Up Month | 6.53% | 14.77% |
| Avg. Down Month | -10.24% | -20.27% |
| Win Days % | 36.96% | 49.28% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 44.44% | 53.49% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |