| Metric | 17499316:RIOT:triple_med_gx:lsma135_25 | 17499316:RIOT |
|---|---|---|
| Time in Market | 35.0% | 99.0% |
| Cumulative Return | -20.04% | 7.79% |
| Max Drawdown | -25.05% | -44.74% |
| Sharpe | -1.05 | 0.78 |
| Sortino | -1.31 | 1.11 |
| Payoff Ratio | 1.0 | 0.93 |
| Profit Factor | 0.77 | 1.11 |
| Common Sense Ratio | 0.56 | 1.29 |
| CPC Index | 0.32 | 0.54 |
| Tail Ratio | 0.73 | 1.16 |
| Outlier Win Ratio | 13.52 | 2.52 |
| Outlier Loss Ratio | 2.68 | 2.57 |
| Volatility (ann.) | 60.44% | 99.69% |
| R^2 | 0.37 | 0.37 |
| Calmar | -1.76 | 0.48 |
| Skew | -1.46 | -0.22 |
| Kurtosis | 11.22 | 0.89 |
| Expected Daily % | -0.23% | 0.08% |
| Expected Monthly % | -3.66% | 1.26% |
| Expected Yearly % | -20.04% | 7.79% |
| Kelly Criterion | -17.93% | 0.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.38% | -8.37% |
| Expected Shortfall (cVaR) | -5.38% | -8.37% |
| Year | 17499316:RIOT | 17499316:RIOT:triple_med_gx:lsma135_25 | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 7.79 | -20.04 | -2.57 | - |
| Metric | 17499316:RIOT:triple_med_gx:lsma135_25 | 17499316:RIOT |
|---|---|---|
| MTD | 0.0% | -7.38% |
| 3M | 1.71% | 11.08% |
| 6M | -20.04% | 7.79% |
| YTD | -20.04% | 7.79% |
| 1Y | -20.04% | 7.79% |
| 3Y (ann.) | -44.19% | 21.61% |
| 5Y (ann.) | -44.19% | 21.61% |
| Metric | 17499316:RIOT:triple_med_gx:lsma135_25 | 17499316:RIOT |
|---|---|---|
| Max Drawdown | -25.05% | -44.74% |
| Longest DD Days | 134.0 | 46.0 |
| Avg. Drawdown | -25.05% | -12.97% |
| Avg. Drawdown Days | 134.0 | 15.0 |
| Recovery Factor | -0.8 | 0.17 |
| Ulcer Index | inf | 1.38 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-24 | 2025-12-05 | -25.05 | 134 |
| Metric | 17499316:RIOT:triple_med_gx:lsma135_25 | 17499316:RIOT |
|---|---|---|
| Best Day | 10.91% | 13.17% |
| Worst Day | -17.75% | -17.75% |
| Best Week | 8.08% | 26.91% |
| Worst Week | -24.14% | -24.14% |
| Best Month | 6.24% | 38.3% |
| Worst Month | -13.73% | -18.45% |
| Best Year | -20.04% | 7.79% |
| Worst Year | -20.04% | 7.79% |
| Avg. Up Day | 4.13% | 4.16% |
| Avg. Down Day | -4.15% | -4.47% |
| Avg. Up Week | 4.1% | 4.43% |
| Avg. Down Week | -12.02% | -15.27% |
| Avg. Up Month | 6.24% | 3.94% |
| Avg. Down Month | -6.57% | -10.85% |
| Win Days % | 41.18% | 52.04% |
| Win Month % | 25.0% | 50.0% |
| Win Week % | 50.0% | 60.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |