| Metric | 17498153:RIOT:triple_med_gx:lsma105_20 | 17498153:RIOT |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 60.16% | 57.26% |
| Max Drawdown | -21.87% | -44.74% |
| Sharpe | 2.38 | 1.81 |
| Sortino | 3.77 | 2.72 |
| Payoff Ratio | 1.3 | 1.08 |
| Profit Factor | 1.79 | 1.28 |
| Common Sense Ratio | 2.89 | 1.57 |
| CPC Index | 1.26 | 0.75 |
| Tail Ratio | 1.62 | 1.23 |
| Outlier Win Ratio | 9.65 | 2.76 |
| Outlier Loss Ratio | 2.86 | 2.54 |
| Volatility (ann.) | 64.93% | 96.32% |
| R^2 | 0.45 | 0.45 |
| Calmar | 7.07 | 3.25 |
| Skew | -0.29 | -0.22 |
| Kurtosis | 8.18 | 0.73 |
| Expected Daily % | 0.37% | 0.35% |
| Expected Monthly % | 6.96% | 6.68% |
| Expected Yearly % | 60.16% | 57.26% |
| Kelly Criterion | 19.14% | 11.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -7.81% |
| Expected Shortfall (cVaR) | -5.17% | -7.81% |
| Year | 17498153:RIOT | 17498153:RIOT:triple_med_gx:lsma105_20 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 57.26 | 60.16 | 1.05 | + |
| Metric | 17498153:RIOT:triple_med_gx:lsma105_20 | 17498153:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 23.55% | 11.08% |
| 6M | 60.16% | 57.26% |
| YTD | 60.16% | 57.26% |
| 1Y | 60.16% | 57.26% |
| 3Y (ann.) | 154.56% | 145.5% |
| 5Y (ann.) | 154.56% | 145.5% |
| Metric | 17498153:RIOT:triple_med_gx:lsma105_20 | 17498153:RIOT |
|---|---|---|
| Max Drawdown | -21.87% | -44.74% |
| Longest DD Days | 68.0 | 46.0 |
| Avg. Drawdown | -6.3% | -10.06% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 2.75 | 1.28 |
| 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 |
| 2025-10-07 | 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 | 17498153:RIOT:triple_med_gx:lsma105_20 | 17498153:RIOT |
|---|---|---|
| Best Day | 11.81% | 13.17% |
| Worst Day | -17.75% | -17.75% |
| Best Week | 15.43% | 26.91% |
| Worst Week | -18.56% | -24.14% |
| Best Month | 25.94% | 38.3% |
| Worst Month | -17.15% | -18.45% |
| Best Year | 60.16% | 57.26% |
| Worst Year | 60.16% | 57.26% |
| Avg. Up Day | 4.96% | 4.99% |
| Avg. Down Day | -3.83% | -4.62% |
| Avg. Up Week | 8.1% | 8.11% |
| Avg. Down Week | -13.19% | -15.9% |
| Avg. Up Month | 18.13% | 19.97% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 54.35% | 53.91% |
| Win Month % | 80.0% | 71.43% |
| Win Week % | 73.33% | 62.96% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |