| Metric | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | 17498144:RIOT-MSTR |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 3.2% | -51.5% |
| Max Drawdown | -16.55% | -62.6% |
| Sharpe | 0.42 | -2.53 |
| Sortino | 0.56 | -3.2 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 1.11 | 0.72 |
| Common Sense Ratio | 1.62 | 0.58 |
| CPC Index | 0.57 | 0.3 |
| Tail Ratio | 1.45 | 0.81 |
| Outlier Win Ratio | 10.91 | 2.13 |
| Outlier Loss Ratio | 3.67 | 2.87 |
| Volatility (ann.) | 40.43% | 69.25% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.38 | -1.2 |
| Skew | -0.99 | -0.18 |
| Kurtosis | 7.93 | -0.19 |
| Expected Daily % | 0.02% | -0.55% |
| Expected Monthly % | 0.39% | -8.65% |
| Expected Yearly % | 3.2% | -51.5% |
| Kelly Criterion | -1.05% | -15.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.43% | -6.44% |
| Expected Shortfall (cVaR) | -3.43% | -6.44% |
| Year | 17498144:RIOT-MSTR | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -51.50 | 3.20 | -0.06 | + |
| Metric | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | 17498144:RIOT-MSTR |
|---|---|---|
| MTD | 0.0% | 1.02% |
| 3M | 4.84% | -45.8% |
| 6M | 0.74% | -52.66% |
| YTD | 3.2% | -51.5% |
| 1Y | 3.2% | -51.5% |
| 3Y (ann.) | 6.28% | -75.28% |
| 5Y (ann.) | 6.28% | -75.28% |
| Metric | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | 17498144:RIOT-MSTR |
|---|---|---|
| Max Drawdown | -16.55% | -62.6% |
| Longest DD Days | 97.0 | 141.0 |
| Avg. Drawdown | -8.15% | -16.67% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 0.19 | -0.82 |
| Ulcer Index | 1.04 | 1.17 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-01 | 2025-10-06 | -16.55 | 97 |
| 2025-10-07 | 2025-12-05 | -10.00 | 59 |
| 2025-06-04 | 2025-06-25 | -4.81 | 21 |
| 2025-06-26 | 2025-06-30 | -1.23 | 4 |
| Metric | 17498144:RIOT-MSTR:triple_med_gx:lsma70_20 | 17498144:RIOT-MSTR |
|---|---|---|
| Best Day | 7.57% | 7.76% |
| Worst Day | -8.86% | -9.82% |
| Best Week | 13.77% | 13.77% |
| Worst Week | -7.36% | -17.43% |
| Best Month | 11.3% | 9.53% |
| Worst Month | -8.53% | -34.26% |
| Best Year | 3.2% | -51.5% |
| Worst Year | 3.2% | -51.5% |
| Avg. Up Day | 2.86% | 2.9% |
| Avg. Down Day | -2.67% | -2.96% |
| Avg. Up Week | 6.0% | 6.42% |
| Avg. Down Week | -4.28% | -6.72% |
| Avg. Up Month | 11.3% | 9.53% |
| Avg. Down Month | -5.92% | -8.69% |
| Win Days % | 47.73% | 42.75% |
| Win Month % | 60.0% | 28.57% |
| Win Week % | 50.0% | 40.74% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |