| Metric | 17498150:RIOT:triple_med_gx:lsma100_20 | 17498150:RIOT |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 81.57% | 78.28% |
| Max Drawdown | -21.87% | -44.74% |
| Sharpe | 2.81 | 2.13 |
| Sortino | 4.55 | 3.22 |
| Payoff Ratio | 1.39 | 1.16 |
| Profit Factor | 1.93 | 1.34 |
| Common Sense Ratio | 3.11 | 1.62 |
| CPC Index | 1.46 | 0.84 |
| Tail Ratio | 1.62 | 1.21 |
| Outlier Win Ratio | 8.7 | 2.71 |
| Outlier Loss Ratio | 2.94 | 2.56 |
| Volatility (ann.) | 65.64% | 95.8% |
| R^2 | 0.47 | 0.47 |
| Calmar | 9.72 | 4.51 |
| Skew | -0.26 | -0.24 |
| Kurtosis | 7.44 | 0.71 |
| Expected Daily % | 0.45% | 0.43% |
| Expected Monthly % | 7.74% | 7.5% |
| Expected Yearly % | 81.57% | 78.28% |
| Kelly Criterion | 22.35% | 14.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.15% | -7.69% |
| Expected Shortfall (cVaR) | -5.15% | -7.69% |
| Year | 17498150:RIOT | 17498150:RIOT:triple_med_gx:lsma100_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 78.28 | 81.57 | 1.04 | + |
| Metric | 17498150:RIOT:triple_med_gx:lsma100_20 | 17498150:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 23.55% | 11.08% |
| 6M | 60.16% | 57.26% |
| YTD | 81.57% | 78.28% |
| 1Y | 81.57% | 78.28% |
| 3Y (ann.) | 212.63% | 201.9% |
| 5Y (ann.) | 212.63% | 201.9% |
| Metric | 17498150:RIOT:triple_med_gx:lsma100_20 | 17498150:RIOT |
|---|---|---|
| Max Drawdown | -21.87% | -44.74% |
| Longest DD Days | 68.0 | 46.0 |
| Avg. Drawdown | -6.04% | -9.6% |
| Avg. Drawdown Days | 13.0 | 11.0 |
| Recovery Factor | 3.73 | 1.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-30 | 2025-10-06 | -21.87 | 68 |
| 2025-10-28 | 2025-12-05 | -14.15 | 38 |
| 2025-10-21 | 2025-10-27 | -13.72 | 6 |
| 2025-06-05 | 2025-06-06 | -5.37 | 1 |
| 2025-05-29 | 2025-06-02 | -3.70 | 4 |
| 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 |
| 2025-06-23 | 2025-06-24 | -0.18 | 1 |
| 2025-07-16 | 2025-07-17 | -0.18 | 1 |
| Metric | 17498150:RIOT:triple_med_gx:lsma100_20 | 17498150:RIOT |
|---|---|---|
| Best Day | 11.81% | 13.17% |
| 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 | -17.15% | -18.45% |
| Best Year | 81.57% | 78.28% |
| Worst Year | 81.57% | 78.28% |
| Avg. Up Day | 5.03% | 5.06% |
| Avg. Down Day | -3.63% | -4.34% |
| Avg. Up Week | 9.93% | 9.95% |
| Avg. Down Week | -10.03% | -11.83% |
| Avg. Up Month | 23.71% | 25.23% |
| Avg. Down Month | -3.7% | -3.7% |
| Win Days % | 54.9% | 54.14% |
| Win Month % | 66.67% | 62.5% |
| Win Week % | 68.75% | 60.71% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |