| Metric | 17604094:SPY:triple_med_gx:lsma95_50 | 17604094:SPY |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 3.7% | 16.64% |
| Max Drawdown | -1.67% | -19.0% |
| Sharpe | 1.56 | 1.11 |
| Sortino | 2.66 | 1.69 |
| Payoff Ratio | 1.26 | 1.29 |
| Profit Factor | 1.94 | 1.21 |
| Common Sense Ratio | inf | 1.12 |
| CPC Index | 1.38 | 0.91 |
| Tail Ratio | inf | 0.92 |
| Outlier Win Ratio | 49.4 | 2.31 |
| Outlier Loss Ratio | 5.74 | 2.74 |
| Volatility (ann.) | 3.67% | 24.01% |
| R^2 | 0.02 | 0.02 |
| Calmar | 2.37 | 0.94 |
| Skew | 1.1 | 1.5 |
| Kurtosis | 18.72 | 22.77 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 0.28% | 1.19% |
| Expected Yearly % | 1.83% | 8.0% |
| Kelly Criterion | 22.03% | 25.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -1.99% |
| Expected Shortfall (cVaR) | -0.3% | -1.99% |
| Year | 17604094:SPY | 17604094:SPY:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.00 | 0.00 | nan | + |
| 2025 | 16.64 | 3.70 | 0.22 | - |
| Metric | 17604094:SPY:triple_med_gx:lsma95_50 | 17604094:SPY |
|---|---|---|
| MTD | 0.0% | 0.04% |
| 3M | 0.0% | 5.62% |
| 6M | 3.7% | 14.1% |
| YTD | 3.7% | 16.64% |
| 1Y | 3.7% | 16.64% |
| 3Y (ann.) | 3.96% | 17.86% |
| 5Y (ann.) | 3.96% | 17.86% |
| Metric | 17604094:SPY:triple_med_gx:lsma95_50 | 17604094:SPY |
|---|---|---|
| Max Drawdown | -1.67% | -19.0% |
| Longest DD Days | 12.0 | 127.0 |
| Avg. Drawdown | -0.72% | -1.97% |
| Avg. Drawdown Days | 6.0 | 13.0 |
| Recovery Factor | 2.22 | 0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-12 | 2025-06-24 | -1.67 | 12 |
| 2025-07-07 | 2025-07-10 | -0.80 | 3 |
| 2025-07-11 | 2025-07-17 | -0.36 | 6 |
| 2025-07-01 | 2025-07-02 | -0.03 | 1 |
| Metric | 17604094:SPY:triple_med_gx:lsma95_50 | 17604094:SPY |
|---|---|---|
| Best Day | 1.1% | 10.5% |
| Worst Day | -1.12% | -5.85% |
| Best Week | 3.47% | 5.67% |
| Worst Week | -1.22% | -9.07% |
| Best Month | 2.23% | 6.28% |
| Worst Month | 0.0% | -5.86% |
| Best Year | 3.7% | 16.64% |
| Worst Year | 0.0% | 0.0% |
| Avg. Up Day | 0.58% | 0.6% |
| Avg. Down Day | -0.46% | -0.46% |
| Avg. Up Week | 1.89% | 1.93% |
| Avg. Down Week | -0.65% | -0.36% |
| Avg. Up Month | 1.83% | 3.57% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 56.52% | 57.69% |
| Win Month % | 100.0% | 75.0% |
| Win Week % | 50.0% | 56.0% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 100.0% |