| Metric | 17498139:RIOT:triple_med_gx:lsma40_20 | 17498139:RIOT |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 55.64% | 85.13% |
| Max Drawdown | -18.86% | -44.74% |
| Sharpe | 2.6 | 2.25 |
| Sortino | 4.34 | 3.41 |
| Payoff Ratio | 1.54 | 1.03 |
| Profit Factor | 2.68 | 1.36 |
| Common Sense Ratio | 64.7 | 1.65 |
| CPC Index | 2.36 | 0.77 |
| Tail Ratio | 24.11 | 1.22 |
| Outlier Win Ratio | 17.61 | 2.83 |
| Outlier Loss Ratio | 3.19 | 2.09 |
| Volatility (ann.) | 52.54% | 96.34% |
| R^2 | 0.29 | 0.29 |
| Calmar | 7.16 | 5.11 |
| Skew | -0.14 | -0.26 |
| Kurtosis | 21.59 | 0.69 |
| Expected Daily % | 0.34% | 0.47% |
| Expected Monthly % | 5.69% | 8.0% |
| Expected Yearly % | 55.64% | 85.13% |
| Kelly Criterion | 29.28% | 11.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.15% | -7.7% |
| Expected Shortfall (cVaR) | -4.15% | -7.7% |
| Year | 17498139:RIOT | 17498139:RIOT:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | 55.64 | 0.65 | - |
| Metric | 17498139:RIOT:triple_med_gx:lsma40_20 | 17498139:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 52.67% | 11.08% |
| 6M | 55.64% | 57.26% |
| YTD | 55.64% | 85.13% |
| 1Y | 55.64% | 85.13% |
| 3Y (ann.) | 134.98% | 228.52% |
| 5Y (ann.) | 134.98% | 228.52% |
| Metric | 17498139:RIOT:triple_med_gx:lsma40_20 | 17498139:RIOT |
|---|---|---|
| Max Drawdown | -18.86% | -44.74% |
| Longest DD Days | 47.0 | 46.0 |
| Avg. Drawdown | -4.08% | -10.06% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 2.95 | 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 |
| 2025-06-23 | 2025-06-24 | -0.18 | 1 |
| 2025-09-26 | 2025-09-29 | -0.18 | 3 |
| 2025-07-16 | 2025-07-17 | -0.18 | 1 |
| Metric | 17498139:RIOT:triple_med_gx:lsma40_20 | 17498139: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 | 55.64% | 85.13% |
| Worst Year | 55.64% | 85.13% |
| Avg. Up Day | 4.91% | 4.96% |
| Avg. Down Day | -3.19% | -4.79% |
| Avg. Up Week | 9.5% | 10.61% |
| Avg. Down Week | -18.71% | -24.14% |
| Avg. Up Month | 17.69% | 25.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.14% | 54.96% |
| Win Month % | 80.0% | 71.43% |
| Win Week % | 80.0% | 62.96% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |