| Metric | 17497420:RIOT:triple_med_gx:lsma120_15 | 17497420:RIOT |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 38.9% | 161.4% |
| Max Drawdown | -5.37% | -24.91% |
| Sharpe | 3.77 | 3.84 |
| Sortino | 11.62 | 6.11 |
| Payoff Ratio | 1.73 | 1.79 |
| Profit Factor | 6.71 | 1.69 |
| Common Sense Ratio | inf | 2.3 |
| CPC Index | 8.44 | 1.8 |
| Tail Ratio | inf | 1.36 |
| Outlier Win Ratio | 24.77 | 2.27 |
| Outlier Loss Ratio | 2.95 | 1.63 |
| Volatility (ann.) | 30.43% | 96.08% |
| R^2 | 0.08 | 0.08 |
| Calmar | 21.36 | 33.46 |
| Skew | 3.31 | -0.38 |
| Kurtosis | 16.91 | 1.09 |
| Expected Daily % | 0.3% | 0.89% |
| Expected Monthly % | 4.81% | 14.71% |
| Expected Yearly % | 38.9% | 161.4% |
| Kelly Criterion | 56.96% | 36.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -7.26% |
| Expected Shortfall (cVaR) | -2.31% | -7.26% |
| Year | 17497420:RIOT | 17497420:RIOT:triple_med_gx:lsma120_15 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 161.40 | 38.90 | 0.24 | - |
| Metric | 17497420:RIOT:triple_med_gx:lsma120_15 | 17497420:RIOT |
|---|---|---|
| MTD | 0.0% | 6.65% |
| 3M | 0.0% | 91.25% |
| 6M | 38.9% | 161.4% |
| YTD | 38.9% | 161.4% |
| 1Y | 38.9% | 161.4% |
| 3Y (ann.) | 114.67% | 833.62% |
| 5Y (ann.) | 114.67% | 833.62% |
| Metric | 17497420:RIOT:triple_med_gx:lsma120_15 | 17497420:RIOT |
|---|---|---|
| Max Drawdown | -5.37% | -24.91% |
| Longest DD Days | 125.0 | 46.0 |
| Avg. Drawdown | -2.0% | -7.69% |
| Avg. Drawdown Days | 43.0 | 9.0 |
| Recovery Factor | 7.25 | 6.48 |
| Ulcer Index | 0.98 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-05 | 2025-06-06 | -5.37 | 1 |
| 2025-07-01 | 2025-11-03 | -0.45 | 125 |
| 2025-06-27 | 2025-06-30 | -0.18 | 3 |
| Metric | 17497420:RIOT:triple_med_gx:lsma120_15 | 17497420:RIOT |
|---|---|---|
| Best Day | 9.57% | 13.17% |
| Worst Day | -5.37% | -17.75% |
| Best Week | 22.06% | 22.06% |
| Worst Week | -0.18% | -24.14% |
| Best Month | 39.52% | 40.02% |
| Worst Month | -0.45% | 0.0% |
| Best Year | 38.9% | 161.4% |
| Worst Year | 38.9% | 161.4% |
| Avg. Up Day | 5.03% | 5.05% |
| Avg. Down Day | -2.91% | -2.82% |
| Avg. Up Week | 14.34% | 18.71% |
| Avg. Down Week | NaN% | NaN% |
| Avg. Up Month | 39.52% | 40.02% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 72.73% | 59.26% |
| Win Month % | 50.0% | 100.0% |
| Win Week % | 75.0% | 73.91% |
| Win Quarter % | 50.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |