| Metric | 17498145:RIOT:triple_med_gx:lsma65_20 | 17498145:RIOT |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 77.56% | 110.13% |
| Max Drawdown | -18.72% | -44.74% |
| Sharpe | 2.19 | 2.14 |
| Sortino | 3.59 | 3.32 |
| Payoff Ratio | 1.48 | 1.3 |
| Profit Factor | 1.7 | 1.34 |
| Common Sense Ratio | 2.83 | 1.57 |
| CPC Index | 1.24 | 0.9 |
| Tail Ratio | 1.66 | 1.17 |
| Outlier Win Ratio | 10.6 | 2.88 |
| Outlier Loss Ratio | 2.96 | 2.69 |
| Volatility (ann.) | 66.71% | 97.15% |
| R^2 | 0.47 | 0.47 |
| Calmar | 7.36 | 4.61 |
| Skew | 0.17 | -0.07 |
| Kurtosis | 7.21 | 0.49 |
| Expected Daily % | 0.34% | 0.44% |
| Expected Monthly % | 6.59% | 8.6% |
| Expected Yearly % | 77.56% | 110.13% |
| Kelly Criterion | 14.84% | 14.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -7.8% |
| Expected Shortfall (cVaR) | -5.34% | -7.8% |
| Year | 17498145:RIOT | 17498145:RIOT:triple_med_gx:lsma65_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 110.13 | 77.56 | 0.70 | - |
| 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 | 77.56% | 110.13% |
| 1Y | 77.56% | 110.13% |
| 3Y (ann.) | 137.72% | 206.47% |
| 5Y (ann.) | 137.72% | 206.47% |
| Metric | 17498145:RIOT:triple_med_gx:lsma65_20 | 17498145:RIOT |
|---|---|---|
| Max Drawdown | -18.72% | -44.74% |
| Longest DD Days | 75.0 | 46.0 |
| Avg. Drawdown | -6.32% | -9.63% |
| Avg. Drawdown Days | 17.0 | 10.0 |
| Recovery Factor | 4.14 | 2.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-10 | 2025-06-24 | -18.72 | 75 |
| 2025-07-30 | 2025-09-10 | -18.56 | 42 |
| 2025-10-21 | 2025-12-05 | -13.88 | 45 |
| 2025-04-08 | 2025-04-09 | -8.02 | 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 |
| 2025-07-01 | 2025-07-02 | -0.18 | 1 |
| Metric | 17498145:RIOT:triple_med_gx:lsma65_20 | 17498145: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 | 37.64% | 40.02% |
| Worst Month | -14.99% | -18.45% |
| Best Year | 77.56% | 110.13% |
| Worst Year | 77.56% | 110.13% |
| Avg. Up Day | 5.66% | 5.7% |
| Avg. Down Day | -3.82% | -4.39% |
| Avg. Up Week | 9.96% | 10.91% |
| Avg. Down Week | -7.9% | -9.1% |
| Avg. Up Month | 25.95% | 25.23% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 49.15% | 51.79% |
| Win Month % | 57.14% | 77.78% |
| Win Week % | 63.16% | 60.0% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |