| group | |
|---|---|
| Start | 2023-03-31 00:00:00 |
| End | 2023-09-21 00:00:00 |
| Period | 120 days 00:00:00 |
| Start Value | 1000.0 |
| End Value | 1011.2936 |
| Total Return [%] | 1.1294 |
| Benchmark Return [%] | 29.2593 |
| Max Gross Exposure [%] | 234.7601 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 12.0447 |
| Max Drawdown Duration | 75 days 00:00:00 |
| Win Rate [%] | 53.4161 |
| Profit Factor | 1.0031 |
| Expectancy | 0.0062 |
| Sharpe Ratio | 0.2991 |
| Calmar Ratio | 0.2885 |
| Omega Ratio | 1.0419 |
| Sortino Ratio | 0.4004 |
| Skew | -0.524 |
| Kurtosis | 0.4888 |
| Tail Ratio | 0.9211 |
| Common Sense Ratio | 0.9532 |
| Value at Risk | -0.0131 |
| Alpha | 0.0651 |
| Beta | -0.0876 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2023-03-31 | 2023-04-06 | ON | Short | 0.0848 | Closed |
| 2023-03-31 | 2023-04-06 | GOOG | Long | 0.0199 | Closed |
| 2023-03-31 | 2023-04-06 | BLDR | Short | 0.0366 | Closed |
| 2023-03-31 | 2023-04-06 | GOOGL | Long | 0.0419 | Closed |
| 2023-04-06 | 2023-04-17 | GOOG | Short | 0.0196 | Closed |
| 2023-04-06 | 2023-04-11 | BLDR | Long | 0.08 | Closed |
| 2023-04-06 | 2023-04-11 | LII | Short | -0.0325 | Closed |
| 2023-04-10 | 2023-04-17 | ON | Long | 0.0091 | Closed |
| 2023-04-10 | 2023-04-12 | GOOGL | Short | 0.0169 | Closed |
| 2023-04-12 | 2023-04-13 | BLDR | Short | -0.0044 | Closed |
| 2023-04-14 | 2023-05-01 | GOOGL | Long | -0.0074 | Closed |
| 2023-04-14 | 2023-04-17 | LII | Short | -0.0049 | Closed |
| 2023-04-17 | 2023-05-01 | ON | Short | -0.0032 | Closed |
| 2023-04-18 | 2023-04-28 | GOOG | Long | 0.0251 | Closed |
| 2023-04-19 | 2023-04-20 | BLDR | Short | -0.0028 | Closed |
| 2023-04-21 | 2023-04-25 | BLDR | Short | 0.0087 | Closed |
| 2023-04-25 | 2023-04-26 | LII | Long | -0.0074 | Closed |
| 2023-04-26 | 2023-05-25 | BLDR | Short | -0.0478 | Closed |
| 2023-05-01 | 2023-05-02 | ON | Long | 0.0107 | Closed |
| 2023-05-01 | 2023-05-02 | GOOG | Short | 0.0161 | Closed |
| 2023-05-02 | 2023-05-23 | GOOGL | Long | 0.0919 | Closed |
| 2023-05-02 | 2023-05-10 | ON | Short | -0.0044 | Closed |
| 2023-05-02 | 2023-05-03 | GOOG | Long | 0.0013 | Closed |
| 2023-05-04 | 2023-05-10 | GOOG | Long | 0.0672 | Closed |
| 2023-05-10 | 2023-05-12 | GOOG | Short | -0.0502 | Closed |
| 2023-05-11 | 2023-05-12 | ON | Short | -0.0127 | Closed |
| 2023-05-17 | 2023-05-19 | ON | Short | 0.0148 | Closed |
| 2023-05-19 | 2023-05-22 | GOOG | Short | -0.0213 | Closed |
| 2023-05-22 | 2023-05-24 | ON | Long | -0.0489 | Closed |
| 2023-05-23 | 2023-05-24 | GOOG | Short | 0.0134 | Closed |
| 2023-05-24 | 2023-05-25 | GOOG | Long | 0.0223 | Closed |
| 2023-05-24 | 2023-05-25 | GOOGL | Long | 0.0213 | Closed |
| 2023-05-25 | 2023-05-26 | ON | Long | 0.0563 | Closed |
| 2023-05-25 | 2023-05-31 | GOOG | Short | -0.0004 | Closed |
| 2023-05-25 | 2023-05-26 | GOOGL | Short | -0.0092 | Closed |
| 2023-05-26 | 2023-07-17 | GOOGL | Long | -0.004 | Closed |
| 2023-05-26 | 2023-05-30 | ON | Short | 0.0306 | Closed |
| 2023-05-30 | 2023-06-01 | BLDR | Short | 0.0106 | Closed |
| 2023-05-30 | 2023-06-01 | ON | Long | 0.0497 | Closed |
| 2023-06-01 | 2023-06-05 | ON | Short | 0.0264 | Closed |
| 2023-06-01 | 2023-06-02 | BLDR | Long | 0.0268 | Closed |
| 2023-06-01 | 2023-06-02 | GOOG | Short | -0.0069 | Closed |
| 2023-06-02 | 2023-07-13 | BLDR | Short | -0.0351 | Closed |
| 2023-06-05 | 2023-06-15 | GOOG | Long | -0.0066 | Closed |
| 2023-06-07 | 2023-06-15 | ON | Short | -0.0048 | Closed |
| 2023-06-16 | 2023-06-26 | GOOG | Long | -0.0401 | Closed |
| 2023-06-27 | 2023-07-05 | GOOG | Long | 0.0304 | Closed |
| 2023-07-05 | 2023-07-06 | ON | Short | 0.0037 | Closed |
| 2023-07-06 | 2023-07-07 | GOOG | Long | -0.0065 | Closed |
| 2023-07-10 | 2023-07-11 | ON | Short | -0.0069 | Closed |
| 2023-07-11 | 2023-07-13 | GOOG | Long | 0.0605 | Closed |
| 2023-07-12 | 2023-07-25 | ON | Short | -0.0169 | Closed |
| 2023-07-13 | 2023-07-14 | GOOG | Short | -0.007 | Closed |
| 2023-07-14 | 2023-07-20 | BLDR | Long | -0.0127 | Closed |
| 2023-07-17 | 2023-07-21 | GOOG | Short | 0.0162 | Closed |
| 2023-07-18 | 2023-07-19 | LII | Short | 0.015 | Closed |
| 2023-07-20 | 2023-07-24 | LII | Short | 0.0003 | Closed |
| 2023-07-21 | 2023-07-24 | GOOGL | Short | -0.0126 | Closed |
| 2023-07-21 | 2023-07-24 | BLDR | Short | 0.0035 | Closed |
| 2023-07-24 | 2023-07-25 | BLDR | Long | 0.0272 | Closed |
| 2023-07-25 | 2023-07-31 | GOOG | Short | -0.0544 | Closed |
| 2023-07-25 | 2023-07-27 | LII | Short | -0.0687 | Closed |
| 2023-07-25 | 2023-07-28 | GOOGL | Short | -0.0849 | Closed |
| 2023-07-26 | 2023-07-27 | ON | Short | -0.0288 | Closed |
| 2023-07-27 | 2023-07-28 | ON | Long | 0.0292 | Closed |
| 2023-07-27 | 2023-07-28 | BLDR | Long | 0.0152 | Closed |
| 2023-07-28 | 2023-08-01 | LII | Short | -0.032 | Closed |
| 2023-07-28 | 2023-08-01 | ON | Short | -0.0115 | Closed |
| 2023-07-31 | 2023-08-01 | BLDR | Short | -0.0161 | Closed |
| 2023-08-01 | 2023-08-08 | GOOG | Short | 0.0 | Closed |
| 2023-08-01 | 2023-08-07 | GOOGL | Short | 0.0002 | Closed |
| 2023-08-01 | 2023-08-02 | BLDR | Long | 0.0128 | Closed |
| 2023-08-03 | 2023-08-07 | BLDR | Long | 0.0523 | Closed |
| 2023-08-04 | 2023-08-07 | ON | Long | 0.0125 | Closed |
| 2023-08-07 | 2023-08-09 | LII | Short | 0.014 | Closed |
| 2023-08-07 | 2023-08-10 | ON | Short | 0.039 | Closed |
| 2023-08-08 | 2023-08-09 | GOOGL | Short | 0.0132 | Closed |
| 2023-08-08 | 2023-08-09 | BLDR | Short | 0.0104 | Closed |
| 2023-08-09 | 2023-08-10 | BLDR | Long | 0.0013 | Closed |
| 2023-08-09 | 2023-08-15 | GOOG | Short | 0.0035 | Closed |
| 2023-08-10 | 2023-08-14 | LII | Short | -0.0025 | Closed |
| 2023-08-11 | 2023-08-14 | ON | Short | -0.027 | Closed |
| 2023-08-14 | 2023-08-15 | BLDR | Long | -0.0076 | Closed |
| 2023-08-14 | 2023-08-15 | ON | Long | -0.0308 | Closed |
| 2023-08-15 | 2023-08-16 | GOOG | Long | -0.0089 | Closed |
| 2023-08-15 | 2023-08-16 | BLDR | Short | 0.0229 | Closed |
| 2023-08-15 | 2023-08-23 | GOOGL | Long | 0.0142 | Closed |
| 2023-08-15 | 2023-09-21 | ON | Short | 0.0102 | Open |
| 2023-08-17 | 2023-08-25 | BLDR | Short | 0.0311 | Closed |
| 2023-08-17 | 2023-08-18 | GOOG | Long | -0.018 | Closed |
| 2023-08-21 | 2023-08-23 | GOOG | Long | 0.0332 | Closed |
| 2023-08-24 | 2023-09-21 | GOOGL | Long | 0.0091 | Open |
| 2023-08-25 | 2023-08-28 | GOOG | Long | 0.0084 | Closed |
| 2023-08-28 | 2023-09-05 | BLDR | Short | -0.0277 | Closed |
| 2023-08-30 | 2023-08-31 | GOOG | Long | 0.0031 | Closed |
| 2023-09-05 | 2023-09-07 | GOOG | Long | -0.0037 | Closed |
| 2023-09-06 | 2023-09-12 | BLDR | Short | 0.0302 | Closed |
| 2023-09-08 | 2023-09-12 | GOOG | Long | -0.0082 | Closed |
| 2023-09-13 | 2023-09-21 | BLDR | Short | 0.0812 | Open |
| 2023-09-13 | 2023-09-21 | GOOG | Long | -0.0447 | Open |