| Metric | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | 17498144:RIOT-IBIT |
|---|---|---|
| Time in Market | 34.0% | 99.0% |
| Cumulative Return | 18.62% | -14.75% |
| Max Drawdown | -4.89% | -32.71% |
| Sharpe | 2.25 | -0.7 |
| Sortino | 3.93 | -0.97 |
| Payoff Ratio | 1.66 | 1.53 |
| Profit Factor | 1.7 | 0.92 |
| Common Sense Ratio | 2.6 | 1.0 |
| CPC Index | 1.35 | 0.65 |
| Tail Ratio | 1.52 | 1.09 |
| Outlier Win Ratio | 11.75 | 2.25 |
| Outlier Loss Ratio | 3.88 | 2.13 |
| Volatility (ann.) | 22.1% | 47.32% |
| R^2 | 0.23 | 0.23 |
| Calmar | 7.99 | -0.81 |
| Skew | 0.8 | 0.07 |
| Kurtosis | 5.19 | -0.48 |
| Expected Daily % | 0.13% | -0.12% |
| Expected Monthly % | 2.16% | -1.97% |
| Expected Yearly % | 18.62% | -14.75% |
| Kelly Criterion | 16.21% | 11.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.16% |
| Expected Shortfall (cVaR) | -1.77% | -4.16% |
| Year | 17498144:RIOT-IBIT | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -14.75 | 18.62 | -1.26 | + |
| Metric | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | 17498144:RIOT-IBIT |
|---|---|---|
| MTD | 0.0% | -1.67% |
| 3M | 15.62% | -20.51% |
| 6M | 18.27% | -15.01% |
| YTD | 18.62% | -14.75% |
| 1Y | 18.62% | -14.75% |
| 3Y (ann.) | 39.07% | -26.52% |
| 5Y (ann.) | 39.07% | -26.52% |
| Metric | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | 17498144:RIOT-IBIT |
|---|---|---|
| Max Drawdown | -4.89% | -32.71% |
| Longest DD Days | 59.0 | 59.0 |
| Avg. Drawdown | -2.88% | -8.91% |
| Avg. Drawdown Days | 26.0 | 25.0 |
| Recovery Factor | 3.81 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-12-05 | -4.89 | 59 |
| 2025-06-04 | 2025-06-24 | -4.19 | 20 |
| 2025-07-16 | 2025-09-12 | -4.00 | 58 |
| 2025-06-26 | 2025-07-02 | -2.34 | 6 |
| 2025-09-15 | 2025-09-29 | -1.68 | 14 |
| 2025-06-02 | 2025-06-03 | -0.17 | 1 |
| Metric | 17498144:RIOT-IBIT:triple_med_gx:lsma70_20 | 17498144:RIOT-IBIT |
|---|---|---|
| Best Day | 4.89% | 6.54% |
| Worst Day | -3.59% | -5.92% |
| Best Week | 12.71% | 12.71% |
| Worst Week | -3.41% | -10.29% |
| Best Month | 7.73% | 8.35% |
| Worst Month | -1.87% | -17.26% |
| Best Year | 18.62% | -14.75% |
| Worst Year | 18.62% | -14.75% |
| Avg. Up Day | 2.07% | 2.11% |
| Avg. Down Day | -1.25% | -1.38% |
| Avg. Up Week | 4.54% | 5.03% |
| Avg. Down Week | -1.48% | -3.56% |
| Avg. Up Month | 3.95% | 5.7% |
| Avg. Down Month | -1.87% | -7.36% |
| Win Days % | 47.73% | 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% |