| Metric | 17498138:RIOT:triple_med_gx:lsma50_20 | 17498138:RIOT |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 44.51% | 85.13% |
| Max Drawdown | -18.86% | -44.74% |
| Sharpe | 2.25 | 2.25 |
| Sortino | 3.66 | 3.41 |
| Payoff Ratio | 1.32 | 0.95 |
| Profit Factor | 2.43 | 1.36 |
| Common Sense Ratio | 41.0 | 1.65 |
| CPC Index | 1.85 | 0.71 |
| Tail Ratio | 16.88 | 1.22 |
| Outlier Win Ratio | 19.74 | 2.83 |
| Outlier Loss Ratio | 2.94 | 2.09 |
| Volatility (ann.) | 51.0% | 96.34% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.49 | 5.11 |
| Skew | -0.26 | -0.26 |
| Kurtosis | 24.17 | 0.69 |
| Expected Daily % | 0.28% | 0.47% |
| Expected Monthly % | 4.71% | 8.0% |
| Expected Yearly % | 44.51% | 85.13% |
| Kelly Criterion | 25.64% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.08% | -7.7% |
| Expected Shortfall (cVaR) | -4.08% | -7.7% |
| Year | 17498138:RIOT | 17498138:RIOT:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | 44.51 | 0.52 | - |
| Metric | 17498138:RIOT:triple_med_gx:lsma50_20 | 17498138:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 52.67% | 11.08% |
| 6M | 44.51% | 57.26% |
| YTD | 44.51% | 85.13% |
| 1Y | 44.51% | 85.13% |
| 3Y (ann.) | 103.61% | 228.52% |
| 5Y (ann.) | 103.61% | 228.52% |
| Metric | 17498138:RIOT:triple_med_gx:lsma50_20 | 17498138:RIOT |
|---|---|---|
| Max Drawdown | -18.86% | -44.74% |
| Longest DD Days | 47.0 | 46.0 |
| Avg. Drawdown | -4.86% | -10.06% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 2.36 | 1.9 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-30 | 2025-09-15 | -18.86 | 47 |
| 2025-09-30 | 2025-10-06 | -4.30 | 6 |
| 2025-10-07 | 2025-10-17 | -0.78 | 10 |
| 2025-07-16 | 2025-07-17 | -0.18 | 1 |
| 2025-09-26 | 2025-09-29 | -0.18 | 3 |
| Metric | 17498138:RIOT:triple_med_gx:lsma50_20 | 17498138:RIOT |
|---|---|---|
| Best Day | 13.17% | 13.17% |
| Worst Day | -17.9% | -17.75% |
| Best Week | 18.02% | 26.91% |
| Worst Week | -18.71% | -24.14% |
| Best Month | 32.79% | 40.02% |
| Worst Month | -17.9% | -18.45% |
| Best Year | 44.51% | 85.13% |
| Worst Year | 44.51% | 85.13% |
| Avg. Up Day | 4.71% | 4.75% |
| Avg. Down Day | -3.57% | -5.01% |
| Avg. Up Week | 9.8% | 10.65% |
| Avg. Down Week | -18.71% | -24.14% |
| Avg. Up Month | 21.02% | 20.3% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.69% | 54.96% |
| Win Month % | 75.0% | 71.43% |
| Win Week % | 77.78% | 62.96% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |