| Metric | 17498144:RIOT-FBTC:triple_med_gx:lsma70_20 | 17498144:RIOT-FBTC |
|---|---|---|
| Time in Market | 33.0% | 99.0% |
| Cumulative Return | 18.41% | -14.78% |
| Max Drawdown | -4.93% | -32.64% |
| Sharpe | 2.23 | -0.7 |
| Sortino | 3.9 | -0.98 |
| Payoff Ratio | 1.74 | 1.61 |
| Profit Factor | 1.7 | 0.91 |
| Common Sense Ratio | 2.6 | 1.02 |
| CPC Index | 1.37 | 0.68 |
| Tail Ratio | 1.53 | 1.11 |
| Outlier Win Ratio | 11.75 | 2.25 |
| Outlier Loss Ratio | 3.86 | 2.13 |
| Volatility (ann.) | 21.99% | 47.11% |
| R^2 | 0.23 | 0.23 |
| Calmar | 7.83 | -0.81 |
| Skew | 0.78 | 0.08 |
| Kurtosis | 5.18 | -0.5 |
| Expected Daily % | 0.13% | -0.12% |
| Expected Monthly % | 2.13% | -1.98% |
| Expected Yearly % | 18.41% | -14.78% |
| Kelly Criterion | 15.72% | 12.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.15% |
| Expected Shortfall (cVaR) | -1.76% | -4.15% |
| Year | 17498144:RIOT-FBTC | 17498144:RIOT-FBTC:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -14.78 | 18.41 | -1.25 | + |
| Metric | 17498144:RIOT-FBTC:triple_med_gx:lsma70_20 | 17498144:RIOT-FBTC |
|---|---|---|
| MTD | 0.0% | -1.53% |
| 3M | 15.53% | -20.48% |
| 6M | 18.06% | -15.04% |
| YTD | 18.41% | -14.78% |
| 1Y | 18.41% | -14.78% |
| 3Y (ann.) | 38.59% | -26.58% |
| 5Y (ann.) | 38.59% | -26.58% |
| Metric | 17498144:RIOT-FBTC:triple_med_gx:lsma70_20 | 17498144:RIOT-FBTC |
|---|---|---|
| Max Drawdown | -4.93% | -32.64% |
| Longest DD Days | 59.0 | 59.0 |
| Avg. Drawdown | -2.87% | -8.87% |
| Avg. Drawdown Days | 26.0 | 25.0 |
| Recovery Factor | 3.74 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-05 | -4.93 | 59 |
| 2025-06-04 | 2025-06-24 | -4.10 | 20 |
| 2025-07-16 | 2025-09-12 | -3.99 | 58 |
| 2025-06-26 | 2025-07-02 | -2.32 | 6 |
| 2025-09-15 | 2025-09-29 | -1.72 | 14 |
| 2025-06-02 | 2025-06-03 | -0.20 | 1 |
| Metric | 17498144:RIOT-FBTC:triple_med_gx:lsma70_20 | 17498144:RIOT-FBTC |
|---|---|---|
| Best Day | 4.83% | 6.48% |
| Worst Day | -3.68% | -5.77% |
| Best Week | 12.56% | 12.56% |
| Worst Week | -3.42% | -10.26% |
| Best Month | 7.73% | 8.35% |
| Worst Month | -1.87% | -17.36% |
| Best Year | 18.41% | -14.78% |
| Worst Year | 18.41% | -14.78% |
| Avg. Up Day | 2.16% | 2.2% |
| Avg. Down Day | -1.24% | -1.37% |
| Avg. Up Week | 4.53% | 5.01% |
| Avg. Down Week | -1.49% | -3.54% |
| Avg. Up Month | 3.88% | 5.65% |
| Avg. Down Month | -1.87% | -7.32% |
| Win Days % | 46.51% | 46.15% |
| Win Month % | 80.0% | 42.86% |
| Win Week % | 50.0% | 40.74% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 0.0% |