| Metric | 17499239:RIOT:triple_med_gx:lsma35_25 | 17499239:RIOT |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -11.08% | 49.55% |
| Max Drawdown | -17.1% | -44.74% |
| Sharpe | -0.63 | 1.24 |
| Sortino | -0.91 | 1.86 |
| Payoff Ratio | 1.6 | 1.63 |
| Profit Factor | 0.74 | 1.18 |
| Common Sense Ratio | 0.0 | 1.23 |
| CPC Index | 0.33 | 0.95 |
| Tail Ratio | 0.0 | 1.05 |
| Outlier Win Ratio | 51.11 | 1.73 |
| Outlier Loss Ratio | 4.06 | 2.23 |
| Volatility (ann.) | 28.14% | 98.51% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.82 | 1.51 |
| Skew | 1.66 | -0.03 |
| Kurtosis | 40.57 | 0.17 |
| Expected Daily % | -0.06% | 0.2% |
| Expected Monthly % | -1.06% | 3.73% |
| Expected Yearly % | -11.08% | 49.55% |
| Kelly Criterion | -16.86% | 18.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -8.15% |
| Expected Shortfall (cVaR) | -2.47% | -8.15% |
| Year | 17499239:RIOT | 17499239:RIOT:triple_med_gx:lsma35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 49.55 | -11.08 | -0.22 | - |
| Metric | 17499239:RIOT:triple_med_gx:lsma35_25 | 17499239:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | -1.4% | 11.08% |
| 6M | -8.37% | 57.26% |
| YTD | -11.08% | 49.55% |
| 1Y | -11.08% | 49.55% |
| 3Y (ann.) | -14.01% | 67.74% |
| 5Y (ann.) | -14.01% | 67.74% |
| Metric | 17499239:RIOT:triple_med_gx:lsma35_25 | 17499239:RIOT |
|---|---|---|
| Max Drawdown | -17.1% | -44.74% |
| Longest DD Days | 239.0 | 104.0 |
| Avg. Drawdown | -12.64% | -12.49% |
| Avg. Drawdown Days | 120.0 | 20.0 |
| Recovery Factor | -0.65 | 1.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-10 | 2025-12-05 | -17.10 | 239 |
| 2025-04-07 | 2025-04-09 | -8.18 | 2 |
| Metric | 17499239:RIOT:triple_med_gx:lsma35_25 | 17499239:RIOT |
|---|---|---|
| Best Day | 12.77% | 13.2% |
| Worst Day | -8.1% | -17.75% |
| Best Week | 6.71% | 26.91% |
| Worst Week | -7.91% | -24.14% |
| Best Month | 2.67% | 40.02% |
| Worst Month | -7.07% | -23.28% |
| Best Year | -11.08% | 49.55% |
| Worst Year | -11.08% | 49.55% |
| Avg. Up Day | 3.87% | 3.92% |
| Avg. Down Day | -2.41% | -2.4% |
| Avg. Up Week | 2.46% | 6.49% |
| Avg. Down Week | -5.73% | -10.61% |
| Avg. Up Month | 2.33% | 7.7% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 28.0% | 49.49% |
| Win Month % | 40.0% | 63.64% |
| Win Week % | 37.5% | 53.66% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 100.0% |