| Metric | 17497420:RIOT:triple_med_gx:lsma120_15 | 17497420:RIOT |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 798.44% | 333.16% |
| Max Drawdown | -38.16% | -69.0% |
| Sharpe | 2.01 | 1.12 |
| Sortino | 3.8 | 1.79 |
| Payoff Ratio | 1.42 | 1.35 |
| Profit Factor | 1.83 | 1.17 |
| Common Sense Ratio | 3.89 | 1.42 |
| CPC Index | 1.42 | 0.76 |
| Tail Ratio | 2.12 | 1.21 |
| Outlier Win Ratio | 19.3 | 2.88 |
| Outlier Loss Ratio | 2.9 | 2.53 |
| Volatility (ann.) | 55.18% | 113.17% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.46 | 0.81 |
| Skew | 2.08 | 0.46 |
| Kurtosis | 16.43 | 0.84 |
| Expected Daily % | 0.26% | 0.18% |
| Expected Monthly % | 5.5% | 3.64% |
| Expected Yearly % | 73.13% | 44.27% |
| Kelly Criterion | 22.77% | 10.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.45% | -9.4% |
| Expected Shortfall (cVaR) | -4.45% | -9.4% |
| Year | 17497420:RIOT | 17497420:RIOT:triple_med_gx:lsma120_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -30.39 | 69.30 | -2.28 | + |
| 2023 | 356.34 | 120.78 | 0.34 | - |
| 2024 | -34.00 | 66.91 | -1.97 | + |
| 2025 | 106.61 | 44.00 | 0.41 | - |
| Metric | 17497420:RIOT:triple_med_gx:lsma120_15 | 17497420:RIOT |
|---|---|---|
| MTD | 0.0% | 6.65% |
| 3M | 0.0% | 91.25% |
| 6M | 33.6% | 151.43% |
| YTD | 44.0% | 106.61% |
| 1Y | 127.95% | 123.46% |
| 3Y (ann.) | 74.34% | 53.11% |
| 5Y (ann.) | 93.81% | 55.56% |
| Metric | 17497420:RIOT:triple_med_gx:lsma120_15 | 17497420:RIOT |
|---|---|---|
| Max Drawdown | -38.16% | -69.0% |
| Longest DD Days | 201.0 | 815.0 |
| Avg. Drawdown | -8.37% | -18.82% |
| Avg. Drawdown Days | 29.0 | 98.0 |
| Recovery Factor | 20.92 | 4.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2024-11-06 | -38.16 | 112 |
| 2022-08-15 | 2023-02-01 | -35.55 | 170 |
| 2023-12-28 | 2024-07-16 | -28.02 | 201 |
| 2022-07-22 | 2022-08-02 | -18.50 | 11 |
| 2023-11-08 | 2023-11-20 | -12.10 | 12 |
| 2025-05-19 | 2025-06-04 | -11.80 | 16 |
| 2023-12-11 | 2023-12-18 | -11.43 | 7 |
| 2025-05-05 | 2025-05-08 | -6.56 | 3 |
| 2022-08-09 | 2022-08-10 | -6.49 | 1 |
| 2025-06-05 | 2025-06-06 | -5.37 | 1 |
| Metric | 17497420:RIOT:triple_med_gx:lsma120_15 | 17497420:RIOT |
|---|---|---|
| Best Day | 26.16% | 26.16% |
| Worst Day | -12.44% | -17.75% |
| Best Week | 35.7% | 52.83% |
| Worst Week | -26.99% | -27.31% |
| Best Month | 61.72% | 84.96% |
| Worst Month | -18.6% | -38.71% |
| Best Year | 120.78% | 356.34% |
| Worst Year | 44.0% | -34.0% |
| Avg. Up Day | 5.36% | 5.37% |
| Avg. Down Day | -3.78% | -3.96% |
| Avg. Up Week | 12.82% | 15.39% |
| Avg. Down Week | -7.93% | -8.42% |
| Avg. Up Month | 26.11% | 36.79% |
| Avg. Down Month | -8.37% | -15.34% |
| Win Days % | 54.74% | 48.37% |
| Win Month % | 72.22% | 53.66% |
| Win Week % | 64.58% | 50.0% |
| Win Quarter % | 70.0% | 57.14% |
| Win Year % | 100.0% | 50.0% |