| Metric | 17498145:RIOT:triple_med_gx:lsma65_20 | 17498145:RIOT |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 110.59% | 85.13% |
| Max Drawdown | -18.56% | -44.74% |
| Sharpe | 3.54 | 2.25 |
| Sortino | 6.19 | 3.41 |
| Payoff Ratio | 1.57 | 1.22 |
| Profit Factor | 2.67 | 1.36 |
| Common Sense Ratio | 30.44 | 1.65 |
| CPC Index | 2.45 | 0.91 |
| Tail Ratio | 11.42 | 1.22 |
| Outlier Win Ratio | 10.1 | 2.83 |
| Outlier Loss Ratio | 3.25 | 2.53 |
| Volatility (ann.) | 64.04% | 96.34% |
| R^2 | 0.45 | 0.45 |
| Calmar | 17.31 | 5.11 |
| Skew | 0.04 | -0.26 |
| Kurtosis | 9.72 | 0.69 |
| Expected Daily % | 0.57% | 0.47% |
| Expected Monthly % | 9.76% | 8.0% |
| Expected Yearly % | 110.59% | 85.13% |
| Kelly Criterion | 32.16% | 18.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -7.7% |
| Expected Shortfall (cVaR) | -4.89% | -7.7% |
| Year | 17498145:RIOT | 17498145:RIOT:triple_med_gx:lsma65_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 85.13 | 110.59 | 1.30 | + |
| Metric | 17498145:RIOT:triple_med_gx:lsma65_20 | 17498145:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 44.74% | 11.08% |
| 6M | 78.89% | 57.26% |
| YTD | 110.59% | 85.13% |
| 1Y | 110.59% | 85.13% |
| 3Y (ann.) | 321.34% | 228.52% |
| 5Y (ann.) | 321.34% | 228.52% |
| Metric | 17498145:RIOT:triple_med_gx:lsma65_20 | 17498145:RIOT |
|---|---|---|
| Max Drawdown | -18.56% | -44.74% |
| Longest DD Days | 45.0 | 46.0 |
| Avg. Drawdown | -4.4% | -10.06% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 5.96 | 1.9 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-30 | 2025-09-10 | -18.56 | 42 |
| 2025-10-21 | 2025-12-05 | -13.88 | 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 |
| 2025-06-25 | 2025-06-26 | -0.20 | 1 |
| 2025-09-26 | 2025-09-29 | -0.18 | 3 |
| 2025-06-23 | 2025-06-24 | -0.18 | 1 |
| 2025-07-01 | 2025-07-02 | -0.18 | 1 |
| Metric | 17498145:RIOT:triple_med_gx:lsma65_20 | 17498145:RIOT |
|---|---|---|
| Best Day | 13.17% | 13.17% |
| Worst Day | -17.75% | -17.75% |
| Best Week | 21.84% | 26.91% |
| Worst Week | -18.56% | -24.14% |
| Best Month | 37.64% | 40.02% |
| Worst Month | -14.99% | -18.45% |
| Best Year | 110.59% | 85.13% |
| Worst Year | 110.59% | 85.13% |
| Avg. Up Day | 5.47% | 5.52% |
| Avg. Down Day | -3.48% | -4.51% |
| Avg. Up Week | 10.48% | 11.21% |
| Avg. Down Week | -18.56% | -24.14% |
| Avg. Up Month | 25.95% | 25.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 58.54% | 54.96% |
| Win Month % | 80.0% | 71.43% |
| Win Week % | 78.57% | 62.96% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |