| group | |
|---|---|
| Start | 2021-04-07 00:00:00 |
| End | 2021-09-24 00:00:00 |
| Period | 120 days 00:00:00 |
| Start Value | 1000.0 |
| End Value | 1041.3627 |
| Total Return [%] | 4.1363 |
| Benchmark Return [%] | 34.4046 |
| Max Gross Exposure [%] | 1353.9072 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 8.1458 |
| Max Drawdown Duration | 68 days 00:00:00 |
| Win Rate [%] | 48.5294 |
| Profit Factor | 1.1139 |
| Expectancy | 0.2669 |
| Sharpe Ratio | 0.7601 |
| Calmar Ratio | 1.6106 |
| Omega Ratio | 1.1127 |
| Sortino Ratio | 1.1876 |
| Skew | 0.4311 |
| Kurtosis | 0.971 |
| Tail Ratio | 1.208 |
| Common Sense Ratio | 1.3664 |
| Value at Risk | -0.0144 |
| Alpha | 0.2312 |
| Beta | -0.2247 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2021-04-07 | 2021-04-12 | BX | Long | 0.0284 | Closed |
| 2021-04-07 | 2021-04-08 | TJX | Short | -0.0184 | Closed |
| 2021-04-07 | 2021-04-12 | AMD | Short | 0.0239 | Closed |
| 2021-04-08 | 2021-04-09 | TJX | Long | 0.0061 | Closed |
| 2021-04-09 | 2021-04-13 | TJX | Short | 0.0092 | Closed |
| 2021-04-12 | 2021-04-14 | BX | Short | -0.0081 | Closed |
| 2021-04-12 | 2021-04-14 | AMD | Long | -0.0004 | Closed |
| 2021-04-13 | 2021-04-15 | TJX | Long | 0.0098 | Closed |
| 2021-04-14 | 2021-04-20 | AMD | Short | 0.016 | Closed |
| 2021-04-14 | 2021-04-27 | BX | Long | 0.0852 | Closed |
| 2021-04-15 | 2021-04-16 | TJX | Short | -0.0108 | Closed |
| 2021-04-16 | 2021-04-19 | TJX | Long | -0.0141 | Closed |
| 2021-04-20 | 2021-04-21 | AMD | Long | 0.0295 | Closed |
| 2021-04-20 | 2021-04-21 | TJX | Long | 0.0108 | Closed |
| 2021-04-21 | 2021-04-22 | TJX | Short | -0.0101 | Closed |
| 2021-04-21 | 2021-04-27 | AMD | Short | -0.0302 | Closed |
| 2021-04-22 | 2021-04-27 | TJX | Long | 0.0115 | Closed |
| 2021-04-27 | 2021-04-30 | TJX | Short | -0.0217 | Closed |
| 2021-04-27 | 2021-04-30 | AMD | Long | -0.0372 | Closed |
| 2021-04-27 | 2021-04-30 | BX | Short | -0.006 | Closed |
| 2021-04-30 | 2021-05-03 | TJX | Long | 0.0152 | Closed |
| 2021-04-30 | 2021-05-03 | BX | Long | -0.0001 | Closed |
| 2021-04-30 | 2021-05-03 | AMD | Short | 0.0376 | Closed |
| 2021-05-03 | 2021-05-05 | TJX | Short | 0.0059 | Closed |
| 2021-05-03 | 2021-05-19 | BX | Short | 0.0108 | Closed |
| 2021-05-03 | 2021-05-19 | AMD | Long | -0.0192 | Closed |
| 2021-05-06 | 2021-05-11 | TJX | Short | -0.0117 | Closed |
| 2021-05-12 | 2021-05-19 | TJX | Short | 0.0048 | Closed |
| 2021-05-19 | 2021-05-20 | BX | Long | 0.0182 | Closed |
| 2021-05-19 | 2021-05-20 | AMD | Short | -0.024 | Closed |
| 2021-05-19 | 2021-05-20 | TJX | Long | -0.0001 | Closed |
| 2021-05-20 | 2021-05-21 | AMD | Long | -0.0114 | Closed |
| 2021-05-20 | 2021-05-21 | TJX | Short | 0.0049 | Closed |
| 2021-05-20 | 2021-05-21 | BX | Short | -0.0178 | Closed |
| 2021-05-21 | 2021-05-24 | BX | Long | 0.0053 | Closed |
| 2021-05-21 | 2021-05-24 | AMD | Short | -0.0035 | Closed |
| 2021-05-24 | 2021-05-27 | TJX | Short | -0.0136 | Closed |
| 2021-05-24 | 2021-05-27 | BX | Short | -0.0102 | Closed |
| 2021-05-24 | 2021-05-27 | AMD | Long | 0.0117 | Closed |
| 2021-05-27 | 2021-06-18 | AMD | Short | -0.048 | Closed |
| 2021-05-27 | 2021-06-18 | BX | Long | 0.029 | Closed |
| 2021-05-28 | 2021-06-01 | TJX | Long | -0.0052 | Closed |
| 2021-06-01 | 2021-06-02 | TJX | Short | 0.018 | Closed |
| 2021-06-03 | 2021-06-04 | TJX | Short | 0.003 | Closed |
| 2021-06-07 | 2021-06-18 | TJX | Short | 0.0138 | Closed |
| 2021-06-18 | 2021-08-24 | AMD | Long | 0.0766 | Closed |
| 2021-06-18 | 2021-08-24 | BX | Short | -0.0837 | Closed |
| 2021-06-18 | 2021-07-22 | TJX | Long | 0.0244 | Closed |
| 2021-07-23 | 2021-07-28 | TJX | Long | -0.0064 | Closed |
| 2021-07-30 | 2021-08-03 | TJX | Long | 0.0025 | Closed |
| 2021-08-03 | 2021-08-04 | TJX | Short | 0.0251 | Closed |
| 2021-08-04 | 2021-08-09 | TJX | Long | 0.0149 | Closed |
| 2021-08-10 | 2021-08-24 | TJX | Long | 0.0208 | Closed |
| 2021-08-24 | 2021-08-25 | BX | Long | 0.0123 | Closed |
| 2021-08-24 | 2021-08-25 | TJX | Short | -0.0066 | Closed |
| 2021-08-25 | 2021-08-30 | BX | Short | -0.0409 | Closed |
| 2021-08-25 | 2021-08-27 | TJX | Long | -0.0093 | Closed |
| 2021-08-25 | 2021-08-30 | AMD | Long | 0.0146 | Closed |
| 2021-08-27 | 2021-08-31 | TJX | Short | 0.0025 | Closed |
| 2021-08-30 | 2021-08-31 | BX | Long | 0.0106 | Closed |
| 2021-08-31 | 2021-09-20 | BX | Short | 0.0116 | Closed |
| 2021-08-31 | 2021-09-16 | AMD | Long | -0.0118 | Closed |
| 2021-08-31 | 2021-09-02 | TJX | Long | -0.0059 | Closed |
| 2021-09-03 | 2021-09-09 | TJX | Long | -0.0149 | Closed |
| 2021-09-10 | 2021-09-15 | TJX | Long | 0.0007 | Closed |
| 2021-09-15 | 2021-09-16 | TJX | Short | -0.0144 | Closed |
| 2021-09-16 | 2021-09-20 | TJX | Long | -0.0033 | Closed |
| 2021-09-17 | 2021-09-20 | AMD | Long | -0.0224 | Closed |
| 2021-09-20 | 2021-09-21 | BX | Long | 0.0291 | Closed |
| 2021-09-20 | 2021-09-24 | TJX | Short | -0.0162 | Closed |
| 2021-09-20 | 2021-09-23 | AMD | Short | -0.0194 | Closed |
| 2021-09-21 | 2021-09-22 | BX | Short | 0.0137 | Closed |
| 2021-09-22 | 2021-09-23 | BX | Long | 0.0101 | Closed |
| 2021-09-23 | 2021-09-24 | BX | Short | 0.0157 | Open |
| 2021-09-24 | 2021-09-24 | AMD | Long | 0.0 | Open |