| Metric | 17498139:RIOT:triple_med_gx:lsma40_20 | 17498139:RIOT |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 32.24% | 68.62% |
| Max Drawdown | -18.86% | -44.74% |
| Sharpe | 1.24 | 1.49 |
| Sortino | 1.94 | 2.25 |
| Payoff Ratio | 1.49 | 1.15 |
| Profit Factor | 1.47 | 1.22 |
| Common Sense Ratio | 2.86 | 1.29 |
| CPC Index | 0.98 | 0.71 |
| Tail Ratio | 1.94 | 1.06 |
| Outlier Win Ratio | 18.62 | 2.81 |
| Outlier Loss Ratio | 3.16 | 2.5 |
| Volatility (ann.) | 54.23% | 98.32% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.36 | 2.21 |
| Skew | 0.12 | -0.06 |
| Kurtosis | 15.2 | 0.23 |
| Expected Daily % | 0.14% | 0.27% |
| Expected Monthly % | 2.83% | 5.36% |
| Expected Yearly % | 32.24% | 68.62% |
| Kelly Criterion | 7.58% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.48% | -8.06% |
| Expected Shortfall (cVaR) | -4.48% | -8.06% |
| Year | 17498139:RIOT | 17498139:RIOT:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 68.62 | 32.24 | 0.47 | - |
| 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 | 32.24% | 68.62% |
| 1Y | 32.24% | 68.62% |
| 3Y (ann.) | 44.52% | 99.07% |
| 5Y (ann.) | 44.52% | 99.07% |
| Metric | 17498139:RIOT:triple_med_gx:lsma40_20 | 17498139:RIOT |
|---|---|---|
| Max Drawdown | -18.86% | -44.74% |
| Longest DD Days | 102.0 | 68.0 |
| Avg. Drawdown | -8.43% | -10.63% |
| Avg. Drawdown Days | 29.0 | 14.0 |
| Recovery Factor | 1.71 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-30 | 2025-09-15 | -18.86 | 47 |
| 2025-04-10 | 2025-07-21 | -15.90 | 102 |
| 2025-04-03 | 2025-04-09 | -10.57 | 6 |
| 2025-09-30 | 2025-10-06 | -4.30 | 6 |
| 2025-10-07 | 2025-10-17 | -0.78 | 10 |
| 2025-09-26 | 2025-09-29 | -0.18 | 3 |
| Metric | 17498139:RIOT:triple_med_gx:lsma40_20 | 17498139:RIOT |
|---|---|---|
| Best Day | 13.17% | 13.2% |
| 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% | -19.64% |
| Best Year | 32.24% | 68.62% |
| Worst Year | 32.24% | 68.62% |
| Avg. Up Day | 5.3% | 5.35% |
| Avg. Down Day | -3.56% | -4.65% |
| Avg. Up Week | 8.91% | 10.27% |
| Avg. Down Week | -6.5% | -8.26% |
| Avg. Up Month | 17.69% | 25.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 44.68% | 50.26% |
| Win Month % | 57.14% | 70.0% |
| Win Week % | 56.25% | 55.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 100.0% |