| group | |
|---|---|
| Start | 2023-02-17 00:00:00 |
| End | 2023-09-21 00:00:00 |
| Period | 149 days 00:00:00 |
| Start Value | 1000.0 |
| End Value | 1048.8273 |
| Total Return [%] | 4.8827 |
| Benchmark Return [%] | -5.0197 |
| Max Gross Exposure [%] | 74.2817 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 4.8697 |
| Max Drawdown Duration | 50 days 00:00:00 |
| Win Rate [%] | 62.5 |
| Profit Factor | 1.9886 |
| Expectancy | 2.2091 |
| Sharpe Ratio | 1.0951 |
| Calmar Ratio | 2.5438 |
| Omega Ratio | 1.1741 |
| Sortino Ratio | 1.6877 |
| Skew | 0.2865 |
| Kurtosis | 0.9343 |
| Tail Ratio | 1.2993 |
| Common Sense Ratio | 1.4602 |
| Value at Risk | -0.0085 |
| Alpha | 0.0804 |
| Beta | 0.2574 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2023-02-24 | 2023-03-30 | SW | Long | -0.0267 | Closed |
| 2023-03-01 | 2023-03-31 | LOW | Long | 0.0291 | Closed |
| 2023-03-10 | 2023-07-28 | TROW | Long | 0.1152 | Closed |
| 2023-03-21 | 2023-09-21 | EXC | Long | 0.0121 | Open |
| 2023-03-30 | 2023-05-26 | SW | Short | -0.0354 | Closed |
| 2023-03-31 | 2023-06-12 | LOW | Short | -0.0723 | Closed |
| 2023-05-26 | 2023-05-30 | SW | Long | 0.0278 | Closed |
| 2023-05-30 | 2023-06-09 | SW | Short | 0.0297 | Closed |
| 2023-06-09 | 2023-06-14 | SW | Long | 0.0426 | Closed |
| 2023-06-14 | 2023-06-20 | SW | Short | 0.0831 | Closed |
| 2023-06-20 | 2023-07-07 | SW | Long | 0.0067 | Closed |
| 2023-07-07 | 2023-07-11 | SW | Short | 0.0162 | Closed |
| 2023-07-11 | 2023-07-12 | SW | Long | 0.0462 | Closed |
| 2023-07-12 | 2023-08-21 | SW | Short | -0.0921 | Closed |
| 2023-07-28 | 2023-07-31 | TROW | Short | 0.0278 | Closed |
| 2023-07-31 | 2023-09-21 | TROW | Long | -0.0911 | Open |
| 2023-08-21 | 2023-08-29 | SW | Long | 0.0462 | Closed |
| 2023-08-29 | 2023-09-08 | SW | Short | 0.0589 | Closed |
| 2023-09-08 | 2023-09-14 | SW | Long | -0.0295 | Closed |
| 2023-09-14 | 2023-09-21 | SW | Short | 0.0621 | Open |
| 2023-09-21 | 2023-09-21 | LOW | Long | 0.0 | Open |