group
Start 2021-04-07 00:00:00
End 2022-03-03 00:00:00
Period 230 days 00:00:00
Start Value 1000.0
End Value 1113.8179
Total Return [%] 11.3818
Benchmark Return [%] 13.1148
Max Gross Exposure [%] 5758.9876
Total Fees Paid 0.0
Max Drawdown [%] 17.094
Max Drawdown Duration 53 days 00:00:00
Win Rate [%] 48.4536
Profit Factor 1.1676
Expectancy 0.3057
Sharpe Ratio 1.037
Calmar Ratio 1.0914
Omega Ratio 1.1699
Sortino Ratio 1.5173
Skew -0.1899
Kurtosis 2.3841
Tail Ratio 1.069
Common Sense Ratio 1.2685
Value at Risk -0.016
Alpha 0.1558
Beta 0.3089
Entry Timestamp Exit Timestamp Stock Direction Return Status
2021-04-07 2021-04-13 TGT Short -0.0024 Closed
2021-04-07 2021-04-13 AMD Short 0.0104 Closed
2021-04-07 2021-04-08 SMCI Long 0.0061 Closed
2021-04-08 2021-04-15 SMCI Short 0.0046 Closed
2021-04-13 2021-04-14 TGT Long 0.0038 Closed
2021-04-13 2021-04-15 AMD Long 0.0352 Closed
2021-04-14 2021-05-12 TGT Short 0.0107 Closed
2021-04-15 2021-04-19 SMCI Long -0.0071 Closed
2021-04-15 2021-04-27 AMD Short -0.0003 Closed
2021-04-16 2021-04-20 GNRC Short 0.0556 Closed
2021-04-20 2021-04-21 SMCI Short -0.0177 Closed
2021-04-21 2021-04-23 SMCI Long 0.0082 Closed
2021-04-22 2021-04-23 GNRC Short -0.0277 Closed
2021-04-23 2021-04-27 SMCI Short -0.0098 Closed
2021-04-23 2021-04-26 GNRC Long 0.0007 Closed
2021-04-27 2021-04-29 SMCI Long -0.0104 Closed
2021-04-27 2021-04-28 AMD Long -0.014 Closed
2021-04-27 2021-04-28 GNRC Long -0.047 Closed
2021-04-28 2021-05-12 AMD Short 0.0283 Closed
2021-04-29 2021-04-30 GNRC Short 0.0392 Closed
2021-04-29 2021-04-30 SMCI Short 0.0283 Closed
2021-04-30 2021-05-03 GNRC Long 0.004 Closed
2021-04-30 2021-05-03 SMCI Long 0.0065 Closed
2021-05-03 2021-05-07 GNRC Short -0.0065 Closed
2021-05-03 2021-05-07 SMCI Short 0.0025 Closed
2021-05-07 2021-05-10 SMCI Long -0.0335 Closed
2021-05-10 2021-06-01 GNRC Long 0.0542 Closed
2021-05-10 2021-05-12 SMCI Short 0.0432 Closed
2021-05-12 2021-05-14 AMD Long -0.0007 Closed
2021-05-12 2021-05-17 SMCI Long 0.0683 Closed
2021-05-12 2021-05-14 TGT Long 0.0404 Closed
2021-05-14 2021-05-17 TGT Short 0.0054 Closed
2021-05-14 2021-05-17 AMD Short -0.0008 Closed
2021-05-17 2021-05-19 SMCI Short 0.0087 Closed
2021-05-17 2021-06-01 TGT Long 0.0857 Closed
2021-05-17 2021-06-01 AMD Long 0.0499 Closed
2021-05-19 2021-05-21 SMCI Long -0.0045 Closed
2021-05-21 2021-05-24 SMCI Short -0.0076 Closed
2021-05-24 2021-06-02 SMCI Long -0.0141 Closed
2021-06-01 2021-06-02 GNRC Short 0.0033 Closed
2021-06-01 2021-06-02 AMD Short -0.0144 Closed
2021-06-01 2021-06-02 TGT Short -0.0049 Closed
2021-06-02 2021-06-07 TGT Long 0.011 Closed
2021-06-02 2021-06-07 AMD Long -0.0024 Closed
2021-06-02 2021-06-14 SMCI Short 0.0061 Closed
2021-06-02 2021-06-04 GNRC Long 0.0209 Closed
2021-06-07 2021-06-14 TGT Short -0.0094 Closed
2021-06-07 2021-06-08 GNRC Long 0.0632 Closed
2021-06-07 2021-06-14 AMD Short -0.0054 Closed
2021-06-14 2021-06-16 TGT Long -0.005 Closed
2021-06-14 2021-06-15 GNRC Long 0.0202 Closed
2021-06-14 2021-06-15 SMCI Long -0.0017 Closed
2021-06-15 2021-06-16 SMCI Short 0.0116 Closed
2021-06-15 2021-06-16 AMD Long -0.0045 Closed
2021-06-16 2021-06-18 SMCI Long -0.0411 Closed
2021-06-16 2021-06-21 TGT Short -0.0109 Closed
2021-06-16 2021-06-21 AMD Short -0.0194 Closed
2021-06-18 2021-06-21 SMCI Short -0.0196 Closed
2021-06-21 2021-06-22 SMCI Long -0.0261 Closed
2021-06-21 2021-06-24 TGT Long 0.026 Closed
2021-06-21 2021-07-01 AMD Long 0.0436 Closed
2021-06-22 2021-06-28 SMCI Short -0.0335 Closed
2021-06-24 2021-06-25 TGT Short -0.003 Closed
2021-06-25 2021-06-28 TGT Long 0.003 Closed
2021-06-28 2021-06-30 SMCI Long -0.0066 Closed
2021-06-28 2021-06-29 TGT Short -0.0024 Closed
2021-06-29 2021-07-07 TGT Long 0.0111 Closed
2021-06-30 2021-07-01 SMCI Short -0.008 Closed
2021-07-01 2021-07-06 SMCI Long -0.0044 Closed
2021-07-01 2021-07-06 AMD Short -0.0124 Closed
2021-07-07 2021-07-08 AMD Long -0.0088 Closed
2021-07-07 2021-07-09 SMCI Short 0.0096 Closed
2021-07-07 2021-07-08 TGT Short -0.0042 Closed
2021-07-08 2021-07-12 AMD Short -0.0054 Closed
2021-07-08 2021-07-12 TGT Long 0.0074 Closed
2021-07-09 2021-07-12 SMCI Long -0.0281 Closed
2021-07-12 2021-07-29 SMCI Short -0.0224 Closed
2021-07-12 2021-07-13 TGT Short 0.0019 Closed
2021-07-12 2021-07-13 GNRC Long -0.0065 Closed
2021-07-13 2021-07-14 TGT Long 0.0075 Closed
2021-07-14 2021-07-20 AMD Long -0.0071 Closed
2021-07-14 2021-07-16 TGT Short 0.0098 Closed
2021-07-16 2021-07-19 TGT Long -0.0001 Closed
2021-07-19 2021-07-21 TGT Short -0.0148 Closed
2021-07-21 2021-07-29 TGT Long 0.0115 Closed
2021-07-21 2021-07-27 AMD Long 0.0071 Closed
2021-07-29 2021-08-02 TGT Short 0.0096 Closed
2021-07-29 2021-08-06 SMCI Long 0.0067 Closed
2021-07-30 2021-08-03 AMD Short -0.06 Closed
2021-08-02 2021-08-03 TGT Long 0.0193 Closed
2021-08-03 2021-08-06 TGT Short 0.0058 Closed
2021-08-05 2021-08-06 AMD Short 0.0199 Closed
2021-08-06 2021-08-09 SMCI Short 0.0013 Closed
2021-08-06 2021-08-09 AMD Long -0.023 Closed
2021-08-06 2021-08-09 TGT Long 0.0089 Closed
2021-08-09 2021-08-12 SMCI Long -0.0122 Closed
2021-08-09 2021-08-12 TGT Short 0.0027 Closed
2021-08-12 2021-08-16 SMCI Short 0.006 Closed
2021-08-12 2021-08-13 TGT Long -0.0013 Closed
2021-08-12 2021-08-16 AMD Long -0.0158 Closed
2021-08-13 2021-08-17 TGT Short 0.026 Closed
2021-08-16 2021-08-17 SMCI Long -0.0132 Closed
2021-08-17 2021-08-18 SMCI Short 0.026 Closed
2021-08-17 2021-08-24 TGT Long -0.0237 Closed
2021-08-18 2021-08-27 SMCI Long 0.0016 Closed
2021-08-18 2021-08-24 AMD Long 0.0451 Closed
2021-08-23 2021-08-24 GNRC Long 0.0093 Closed
2021-08-24 2021-08-25 TGT Short -0.002 Closed
2021-08-25 2021-08-30 TGT Long -0.0071 Closed
2021-08-25 2021-08-30 AMD Long 0.0086 Closed
2021-08-27 2021-08-30 SMCI Short 0.0064 Closed
2021-08-30 2021-08-31 SMCI Long 0.0293 Closed
2021-08-30 2021-08-31 GNRC Long -0.0129 Closed
2021-08-30 2021-09-07 TGT Short 0.0146 Closed
2021-08-31 2021-09-07 SMCI Short -0.0097 Closed
2021-09-01 2021-09-07 AMD Short 0.0053 Closed
2021-09-07 2021-09-08 AMD Long -0.0273 Closed
2021-09-07 2021-09-08 TGT Long 0.014 Closed
2021-09-07 2021-09-09 SMCI Long -0.0042 Closed
2021-09-08 2021-09-10 TGT Short 0.0046 Closed
2021-09-09 2021-09-10 AMD Short 0.0089 Closed
2021-09-10 2021-09-13 AMD Long -0.0038 Closed
2021-09-10 2021-09-13 TGT Long -0.0059 Closed
2021-09-10 2021-09-13 SMCI Long 0.0148 Closed
2021-09-13 2021-09-14 AMD Short -0.0089 Closed
2021-09-13 2021-09-17 TGT Short -0.0126 Closed
2021-09-13 2021-09-17 SMCI Short 0.02 Closed
2021-09-14 2021-09-15 AMD Long -0.0012 Closed
2021-09-16 2021-09-21 AMD Short 0.0273 Closed
2021-09-17 2021-09-20 SMCI Long -0.025 Closed
2021-09-17 2021-09-20 TGT Long -0.0184 Closed
2021-09-20 2021-09-28 SMCI Short 0.0019 Closed
2021-09-20 2021-09-21 GNRC Short -0.0096 Closed
2021-09-20 2021-09-21 TGT Short 0.0034 Closed
2021-09-21 2021-09-22 AMD Long 0.0152 Closed
2021-09-21 2021-09-22 TGT Long 0.0019 Closed
2021-09-22 2021-09-28 TGT Short 0.0154 Closed
2021-09-23 2021-09-27 AMD Short -0.0206 Closed
2021-09-27 2021-09-28 GNRC Short 0.0416 Closed
2021-09-28 2021-09-30 TGT Long -0.02 Closed
2021-09-28 2021-09-29 AMD Long -0.0115 Closed
2021-09-28 2021-09-29 SMCI Long -0.0161 Closed
2021-09-29 2021-10-01 SMCI Short -0.0197 Closed
2021-09-30 2021-10-01 TGT Short 0.0015 Closed
2021-09-30 2021-10-01 AMD Short 0.0044 Closed
2021-10-01 2021-10-05 AMD Long -0.0062 Closed
2021-10-01 2021-10-05 TGT Long -0.0038 Closed
2021-10-01 2021-10-06 SMCI Long -0.0079 Closed
2021-10-05 2021-10-06 TGT Short 0.0032 Closed
2021-10-06 2021-10-08 SMCI Short -0.0069 Closed
2021-10-06 2021-10-08 TGT Long 0.0105 Closed
2021-10-07 2021-10-08 AMD Long -0.0131 Closed
2021-10-08 2021-10-12 SMCI Long -0.0282 Closed
2021-10-08 2021-10-11 TGT Short 0.0008 Closed
2021-10-08 2021-10-11 AMD Short 0.0036 Closed
2021-10-11 2021-10-12 GNRC Long 0.029 Closed
2021-10-11 2021-10-20 TGT Long 0.0841 Closed
2021-10-11 2021-10-12 AMD Long 0.0034 Closed
2021-10-12 2021-10-15 SMCI Short 0.0121 Closed
2021-10-15 2021-10-19 SMCI Long -0.0073 Closed
2021-10-15 2021-10-20 AMD Long 0.0248 Closed
2021-10-19 2021-10-20 SMCI Short -0.0031 Closed
2021-10-22 2021-10-25 TGT Short -0.0173 Closed
2021-10-22 2021-10-25 AMD Long 0.0212 Closed
2021-10-22 2021-10-25 SMCI Short -0.0008 Closed
2021-10-27 2021-10-28 AMD Short 0.0092 Closed
2021-10-27 2021-10-28 SMCI Short -0.0037 Closed
2021-10-27 2021-10-28 TGT Short -0.0065 Closed
2021-11-02 2021-11-03 TGT Long 0.0006 Closed
2021-11-02 2021-11-03 GNRC Long -0.0624 Closed
2021-11-03 2021-11-04 AMD Short -0.0534 Closed
2021-11-03 2021-11-08 TGT Short 0.0272 Closed
2021-11-03 2021-11-08 SMCI Short -0.0129 Closed
2021-11-04 2021-11-05 GNRC Long -0.0202 Closed
2021-11-05 2021-11-09 AMD Long 0.0923 Closed
2021-11-08 2021-11-11 TGT Long 0.0091 Closed
2021-11-08 2021-11-09 SMCI Long -0.0044 Closed
2021-11-09 2021-11-10 AMD Short 0.0608 Closed
2021-11-10 2021-11-11 SMCI Short -0.0112 Closed
2021-11-11 2021-11-16 AMD Short -0.0374 Closed
2021-11-11 2021-11-12 SMCI Long -0.014 Closed
2021-11-11 2021-11-12 TGT Short -0.0157 Closed
2021-11-12 2021-11-15 SMCI Short 0.0137 Closed
2021-11-12 2021-11-16 TGT Long 0.028 Closed
2021-11-15 2021-11-16 SMCI Long 0.0214 Closed
2021-11-16 2021-11-17 TGT Short 0.0473 Closed
2021-11-17 2021-12-16 TGT Long -0.0293 Closed
2021-11-17 2021-11-23 SMCI Short 0.0115 Closed
2021-11-17 2021-11-19 GNRC Long 0.0178 Closed
2021-11-18 2021-11-24 AMD Long 0.0283 Closed
2021-11-24 2021-11-26 SMCI Short 0.0365 Closed
2021-11-26 2021-11-29 SMCI Long 0.0049 Closed
2021-11-26 2021-11-29 AMD Long 0.0459 Closed
2021-11-29 2021-11-30 SMCI Short -0.019 Closed
2021-11-29 2021-11-30 GNRC Long -0.0079 Closed
2021-11-30 2021-12-01 SMCI Long 0.0249 Closed
2021-11-30 2021-12-02 AMD Short 0.0535 Closed
2021-12-01 2021-12-02 SMCI Short -0.0097 Closed
2021-12-02 2021-12-07 SMCI Long 0.0212 Closed
2021-12-03 2021-12-08 AMD Long 0.0255 Closed
2021-12-07 2021-12-09 SMCI Short 0.0083 Closed
2021-12-08 2021-12-09 GNRC Long -0.0199 Closed
2021-12-08 2021-12-09 AMD Short 0.0492 Closed
2021-12-09 2021-12-10 GNRC Short 0.0344 Closed
2021-12-10 2021-12-15 AMD Long 0.0696 Closed
2021-12-10 2021-12-14 SMCI Long -0.027 Closed
2021-12-14 2021-12-15 SMCI Short -0.018 Closed
2021-12-15 2021-12-20 GNRC Long -0.0266 Closed
2021-12-15 2021-12-16 SMCI Long -0.0184 Closed
2021-12-16 2021-12-17 TGT Short 0.0065 Closed
2021-12-17 2021-12-22 AMD Long 0.0554 Closed
2021-12-17 2021-12-22 TGT Long -0.0249 Closed
2021-12-17 2021-12-20 SMCI Long 0.0083 Closed
2021-12-20 2021-12-23 SMCI Short -0.0303 Closed
2021-12-22 2021-12-23 AMD Short -0.0157 Closed
2021-12-22 2021-12-23 TGT Short -0.015 Closed
2021-12-23 2021-12-27 GNRC Long 0.0022 Closed
2021-12-23 2021-12-28 SMCI Long 0.0146 Closed
2021-12-23 2021-12-31 TGT Long 0.0306 Closed
2021-12-27 2021-12-31 AMD Long -0.0478 Closed
2021-12-28 2021-12-30 SMCI Short -0.0135 Closed
2021-12-30 2021-12-31 SMCI Long -0.0163 Closed
2021-12-31 2022-01-04 GNRC Long -0.0564 Closed
2021-12-31 2022-01-04 TGT Short -0.007 Closed
2021-12-31 2022-01-03 SMCI Short -0.038 Closed
2022-01-03 2022-01-04 SMCI Long 0.0333 Closed
2022-01-04 2022-01-06 AMD Long -0.0384 Closed
2022-01-04 2022-01-07 TGT Long -0.0085 Closed
2022-01-04 2022-01-05 SMCI Short 0.0378 Closed
2022-01-05 2022-01-07 SMCI Long -0.0102 Closed
2022-01-06 2022-01-10 GNRC Long 0.02 Closed
2022-01-06 2022-01-07 AMD Short 0.0311 Closed
2022-01-07 2022-01-10 TGT Short 0.0146 Closed
2022-01-07 2022-01-10 SMCI Short -0.0023 Closed
2022-01-10 2022-01-18 SMCI Long 0.012 Closed
2022-01-10 2022-01-13 AMD Long -0.0077 Closed
2022-01-10 2022-01-18 TGT Long -0.0292 Closed
2022-01-13 2022-01-19 GNRC Long -0.0612 Closed
2022-01-18 2022-01-19 TGT Short -0.0174 Closed
2022-01-18 2022-01-19 AMD Short 0.0277 Closed
2022-01-19 2022-01-20 GNRC Short 0.0249 Closed
2022-01-19 2022-01-21 TGT Long -0.0294 Closed
2022-01-19 2022-01-20 SMCI Long 0.0036 Closed
2022-01-19 2022-01-21 AMD Long -0.0581 Closed
2022-01-20 2022-01-21 SMCI Short 0.0305 Closed
2022-01-20 2022-01-25 GNRC Long -0.0274 Closed
2022-01-21 2022-01-26 TGT Short 0.0214 Closed
2022-01-24 2022-01-28 SMCI Long 0.0266 Closed
2022-01-25 2022-01-26 GNRC Short 0.0403 Closed
2022-01-25 2022-01-26 AMD Short 0.0038 Closed
2022-01-26 2022-01-31 GNRC Long 0.0648 Closed
2022-01-26 2022-01-31 AMD Long -0.0087 Closed
2022-01-26 2022-01-28 TGT Long 0.0282 Closed
2022-01-28 2022-01-31 SMCI Short -0.0092 Closed
2022-01-28 2022-01-31 TGT Short -0.0127 Closed
2022-02-01 2022-02-02 AMD Long 0.0512 Closed
2022-02-01 2022-02-02 SMCI Long 0.0506 Closed
2022-02-01 2022-02-03 TGT Long -0.0174 Closed
2022-02-01 2022-02-02 GNRC Short 0.0198 Closed
2022-02-02 2022-02-03 SMCI Short 0.1027 Closed
2022-02-02 2022-02-03 GNRC Long -0.0244 Closed
2022-02-07 2022-02-08 TGT Short -0.0079 Closed
2022-02-07 2022-02-08 SMCI Short -0.0129 Closed
2022-02-09 2022-02-11 SMCI Short 0.005 Closed
2022-02-09 2022-02-14 GNRC Long -0.0816 Closed
2022-02-09 2022-02-11 TGT Long -0.0234 Closed
2022-02-10 2022-02-11 AMD Long -0.1001 Closed
2022-02-11 2022-02-14 TGT Short 0.0141 Closed
2022-02-14 2022-02-16 SMCI Short -0.0092 Closed
2022-02-14 2022-02-24 TGT Long -0.0353 Closed
2022-02-15 2022-02-18 GNRC Long 0.0653 Closed
2022-02-16 2022-02-23 SMCI Long -0.0151 Closed
2022-02-17 2022-02-18 AMD Long 0.013 Closed
2022-02-23 2022-03-01 SMCI Short -0.0049 Closed
2022-02-23 2022-02-25 GNRC Short -0.1682 Closed
2022-02-23 2022-02-24 AMD Long 0.0624 Closed
2022-02-24 2022-02-25 AMD Short -0.0382 Closed
2022-02-24 2022-02-25 TGT Short -0.04 Closed
2022-02-25 2022-03-03 AMD Long -0.0465 Open
2022-02-25 2022-02-28 TGT Long 0.0028 Closed
2022-02-25 2022-02-28 GNRC Long -0.0034 Closed
2022-02-28 2022-03-01 TGT Short -0.0984 Closed
2022-02-28 2022-03-01 GNRC Short -0.0183 Closed
2022-03-01 2022-03-03 GNRC Long -0.0042 Open
2022-03-01 2022-03-03 TGT Long 0.0201 Open
2022-03-02 2022-03-03 SMCI Short 0.0014 Closed
2022-03-03 2022-03-03 SMCI Long 0.0 Open