| 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 | 962.1472 |
| Total Return [%] | -3.7853 |
| Benchmark Return [%] | -4.1958 |
| Max Gross Exposure [%] | 1055.2237 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 10.6257 |
| Max Drawdown Duration | 116 days 00:00:00 |
| Win Rate [%] | 0.0 |
| Profit Factor | 0.0 |
| Expectancy | -11.762 |
| Sharpe Ratio | -0.5149 |
| Calmar Ratio | -1.0422 |
| Omega Ratio | 0.9126 |
| Sortino Ratio | -0.8154 |
| Skew | 1.6029 |
| Kurtosis | 16.3757 |
| Tail Ratio | 1.0232 |
| Common Sense Ratio | 0.9099 |
| Value at Risk | -0.0116 |
| Alpha | 0.0271 |
| Beta | -0.6597 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2023-04-04 | 2023-09-21 | JCI | Short | 0.0039 | Open |
| 2023-04-13 | 2023-05-22 | EPAM | Long | -0.1211 | Closed |
| 2023-05-22 | 2023-09-21 | EPAM | Short | 0.0128 | Open |
| 2023-05-31 | 2023-06-01 | WST | Short | -0.0206 | Closed |