| Metric | 17499294:RIOT:triple_med_gx:lsma30_25 | 17499294:RIOT |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -8.23% | 21.76% |
| Max Drawdown | -17.1% | -48.74% |
| Sharpe | -0.61 | 0.85 |
| Sortino | -0.87 | 1.26 |
| Payoff Ratio | 2.11 | 2.05 |
| Profit Factor | 0.68 | 1.12 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.27 | 1.12 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 84.56 | 1.59 |
| Outlier Loss Ratio | 4.15 | 1.93 |
| Volatility (ann.) | 21.52% | 98.77% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.59 | 0.57 |
| Skew | 1.56 | -0.01 |
| Kurtosis | 58.43 | 0.14 |
| Expected Daily % | -0.04% | 0.1% |
| Expected Monthly % | -0.78% | 1.81% |
| Expected Yearly % | -8.23% | 21.76% |
| Kelly Criterion | -19.75% | 24.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -8.27% |
| Expected Shortfall (cVaR) | -1.89% | -8.27% |
| Year | 17499294:RIOT | 17499294:RIOT:triple_med_gx:lsma30_25 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 21.76 | -8.23 | -0.38 | - |
| Metric | 17499294:RIOT:triple_med_gx:lsma30_25 | 17499294:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 10.51% | 11.08% |
| 6M | 1.3% | 57.26% |
| YTD | -8.23% | 21.76% |
| 1Y | -8.23% | 21.76% |
| 3Y (ann.) | -10.11% | 27.69% |
| 5Y (ann.) | -10.11% | 27.69% |
| Metric | 17499294:RIOT:triple_med_gx:lsma30_25 | 17499294:RIOT |
|---|---|---|
| Max Drawdown | -17.1% | -48.74% |
| Longest DD Days | 240.0 | 142.0 |
| Avg. Drawdown | -17.1% | -15.64% |
| Avg. Drawdown Days | 240.0 | 27.0 |
| Recovery Factor | -0.48 | 0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-09 | 2025-12-05 | -17.10 | 240 |
| Metric | 17499294:RIOT:triple_med_gx:lsma30_25 | 17499294:RIOT |
|---|---|---|
| Best Day | 10.71% | 13.2% |
| Worst Day | -7.93% | -17.75% |
| Best Week | 10.71% | 26.91% |
| Worst Week | -6.63% | -24.14% |
| Best Month | 10.51% | 40.02% |
| Worst Month | -8.16% | -24.37% |
| Best Year | -8.23% | 21.76% |
| Worst Year | -8.23% | 21.76% |
| Avg. Up Day | 5.21% | 5.34% |
| Avg. Down Day | -2.47% | -2.61% |
| Avg. Up Week | 10.71% | 8.08% |
| Avg. Down Week | -5.42% | -10.61% |
| Avg. Up Month | 10.51% | 3.94% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 18.75% | 49.01% |
| Win Month % | 20.0% | 63.64% |
| Win Week % | 14.29% | 52.38% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 100.0% |