| Metric | 17498144:RIOT:triple_med_gx:lsma70_20 | 17498144:RIOT |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 109.12% | 113.12% |
| Max Drawdown | -18.56% | -44.74% |
| Sharpe | 2.88 | 2.25 |
| Sortino | 4.9 | 3.5 |
| Payoff Ratio | 1.52 | 1.29 |
| Profit Factor | 2.04 | 1.36 |
| Common Sense Ratio | 4.23 | 1.61 |
| CPC Index | 1.63 | 0.91 |
| Tail Ratio | 2.07 | 1.19 |
| Outlier Win Ratio | 9.92 | 2.77 |
| Outlier Loss Ratio | 3.21 | 2.75 |
| Volatility (ann.) | 64.13% | 95.07% |
| R^2 | 0.46 | 0.46 |
| Calmar | 11.55 | 5.0 |
| Skew | 0.09 | -0.11 |
| Kurtosis | 7.89 | 0.6 |
| Expected Daily % | 0.45% | 0.46% |
| Expected Monthly % | 8.54% | 8.77% |
| Expected Yearly % | 109.12% | 113.12% |
| Kelly Criterion | 21.39% | 15.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -7.6% |
| Expected Shortfall (cVaR) | -5.01% | -7.6% |
| Year | 17498144:RIOT | 17498144:RIOT:triple_med_gx:lsma70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 113.12 | 109.12 | 0.96 | - |
| Metric | 17498144:RIOT:triple_med_gx:lsma70_20 | 17498144:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 56.17% | 11.08% |
| 6M | 107.73% | 57.26% |
| YTD | 109.12% | 113.12% |
| 1Y | 109.12% | 113.12% |
| 3Y (ann.) | 214.51% | 223.91% |
| 5Y (ann.) | 214.51% | 223.91% |
| Metric | 17498144:RIOT:triple_med_gx:lsma70_20 | 17498144:RIOT |
|---|---|---|
| Max Drawdown | -18.56% | -44.74% |
| Longest DD Days | 50.0 | 46.0 |
| Avg. Drawdown | -5.23% | -9.47% |
| Avg. Drawdown Days | 14.0 | 10.0 |
| Recovery Factor | 5.88 | 2.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-30 | 2025-09-10 | -18.56 | 42 |
| 2025-04-15 | 2025-06-04 | -14.48 | 50 |
| 2025-10-21 | 2025-12-05 | -13.72 | 45 |
| 2025-06-05 | 2025-06-06 | -5.37 | 1 |
| 2025-09-11 | 2025-09-15 | -4.57 | 4 |
| 2025-09-30 | 2025-10-06 | -4.30 | 6 |
| 2025-10-07 | 2025-10-17 | -0.78 | 10 |
| 2025-07-01 | 2025-07-02 | -0.27 | 1 |
| 2025-06-25 | 2025-06-26 | -0.20 | 1 |
| 2025-07-16 | 2025-07-17 | -0.18 | 1 |
| Metric | 17498144:RIOT:triple_med_gx:lsma70_20 | 17498144:RIOT |
|---|---|---|
| Best Day | 13.17% | 13.2% |
| Worst Day | -17.75% | -17.75% |
| Best Week | 21.84% | 26.91% |
| Worst Week | -18.56% | -24.14% |
| Best Month | 48.25% | 40.02% |
| Worst Month | -14.99% | -18.45% |
| Best Year | 109.12% | 113.12% |
| Worst Year | 109.12% | 113.12% |
| Avg. Up Day | 5.42% | 5.47% |
| Avg. Down Day | -3.58% | -4.23% |
| Avg. Up Week | 9.99% | 10.58% |
| Avg. Down Week | -9.54% | -11.04% |
| Avg. Up Month | 30.72% | 25.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.63% | 52.15% |
| Win Month % | 57.14% | 77.78% |
| Win Week % | 72.22% | 61.76% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |