| group | |
|---|---|
| Start | 2023-04-13 00:00:00 |
| End | 2024-02-29 00:00:00 |
| Period | 222 days 00:00:00 |
| Start Value | 1000.0 |
| End Value | 954.3288 |
| Total Return [%] | -4.5671 |
| Benchmark Return [%] | 38.7969 |
| Max Gross Exposure [%] | 4050.234 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 13.4528 |
| Max Drawdown Duration | 89 days 00:00:00 |
| Win Rate [%] | 49.635 |
| Profit Factor | 0.9046 |
| Expectancy | -0.1673 |
| Sharpe Ratio | -0.4388 |
| Calmar Ratio | -0.5499 |
| Omega Ratio | 0.9289 |
| Sortino Ratio | -0.6134 |
| Skew | -0.0439 |
| Kurtosis | 5.155 |
| Tail Ratio | 1.1056 |
| Common Sense Ratio | 1.0238 |
| Value at Risk | -0.0112 |
| Alpha | 0.0046 |
| Beta | -0.1912 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2023-05-12 | 2023-05-15 | (GE, GE) | Short | -0.0324 | Closed |
| 2023-05-15 | 2023-05-16 | (C, C) | Short | 0.0167 | Closed |
| 2023-05-15 | 2023-05-16 | (AMAT, AMAT) | Long | -0.0016 | Closed |
| 2023-05-16 | 2023-05-17 | (GE, GE) | Short | -0.0231 | Closed |
| 2023-05-17 | 2023-05-25 | (ORCL, ORCL) | Short | -0.0018 | Closed |
| 2023-05-17 | 2023-05-18 | (TMUS, TMUS) | Short | 0.024 | Closed |
| 2023-05-18 | 2023-05-19 | (C, C) | Long | -0.0147 | Closed |
| 2023-05-19 | 2023-05-22 | (C, C) | Short | -0.0018 | Closed |
| 2023-05-23 | 2023-05-25 | (C, C) | Short | 0.0332 | Closed |
| 2023-05-24 | 2023-05-25 | (AXP, AXP) | Long | 0.0024 | Closed |
| 2023-05-25 | 2023-05-26 | (AXP, AXP) | Short | -0.0408 | Closed |
| 2023-05-25 | 2023-05-26 | (TMUS, TMUS) | Long | -0.0045 | Closed |
| 2023-05-25 | 2023-05-26 | (GE, GE) | Long | 0.012 | Closed |
| 2023-05-26 | 2023-06-13 | (ORCL, ORCL) | Long | 0.0285 | Closed |
| 2023-05-30 | 2023-05-31 | (TSLA, TSLA) | Short | -0.0138 | Closed |
| 2023-05-30 | 2023-05-31 | (ADI, ADI) | Long | 0.0015 | Closed |
| 2023-05-31 | 2023-06-01 | (C, C) | Long | 0.0117 | Closed |
| 2023-06-01 | 2023-06-02 | (C, C) | Short | -0.033 | Closed |
| 2023-06-01 | 2023-06-05 | (TMUS, TMUS) | Long | -0.0482 | Closed |
| 2023-06-02 | 2023-06-05 | (C, C) | Long | -0.0017 | Closed |
| 2023-06-07 | 2023-06-16 | (TMUS, TMUS) | Long | 0.0211 | Closed |
| 2023-06-08 | 2023-06-12 | (C, C) | Long | 0.0057 | Closed |
| 2023-06-13 | 2023-06-21 | (AMAT, AMAT) | Short | 0.0164 | Closed |
| 2023-06-13 | 2023-06-14 | (GE, GE) | Long | -0.0191 | Closed |
| 2023-06-14 | 2023-06-15 | (C, C) | Long | 0.0066 | Closed |
| 2023-06-15 | 2023-06-16 | (ADI, ADI) | Short | 0.0069 | Closed |
| 2023-06-16 | 2023-06-23 | (C, C) | Short | 0.0293 | Closed |
| 2023-06-20 | 2023-06-21 | (ADI, ADI) | Short | 0.0135 | Closed |
| 2023-06-20 | 2023-06-21 | (TMUS, TMUS) | Long | 0.011 | Closed |
| 2023-06-21 | 2023-06-27 | (GE, GE) | Short | -0.0013 | Closed |
| 2023-06-23 | 2023-06-27 | (C, C) | Long | 0.0083 | Closed |
| 2023-06-26 | 2023-06-29 | (ADI, ADI) | Short | -0.0169 | Closed |
| 2023-06-27 | 2023-06-29 | (AMAT, AMAT) | Long | -0.0044 | Closed |
| 2023-06-27 | 2023-06-28 | (C, C) | Short | 0.0037 | Closed |
| 2023-06-28 | 2023-06-30 | (C, C) | Long | -0.0041 | Closed |
| 2023-06-29 | 2023-06-30 | (GE, GE) | Short | -0.0196 | Closed |
| 2023-06-29 | 2023-06-30 | (ADI, ADI) | Long | 0.0281 | Closed |
| 2023-06-30 | 2023-07-03 | (AMAT, AMAT) | Long | 0.0064 | Closed |
| 2023-07-03 | 2023-07-05 | (GE, GE) | Short | -0.0034 | Closed |
| 2023-07-03 | 2023-07-05 | (ADI, ADI) | Long | -0.0223 | Closed |
| 2023-07-03 | 2023-07-10 | (C, C) | Short | 0.0123 | Closed |
| 2023-07-05 | 2023-07-11 | (GE, GE) | Long | 0.0219 | Closed |
| 2023-07-06 | 2023-07-07 | (ADI, ADI) | Short | 0.0047 | Closed |
| 2023-07-07 | 2023-07-10 | (ADI, ADI) | Long | 0.031 | Closed |
| 2023-07-10 | 2023-07-14 | (AMAT, AMAT) | Long | 0.0164 | Closed |
| 2023-07-10 | 2023-07-11 | (C, C) | Long | 0.0188 | Closed |
| 2023-07-12 | 2023-07-13 | (C, C) | Long | 0.0063 | Closed |
| 2023-07-12 | 2023-07-13 | (ADI, ADI) | Long | 0.0147 | Closed |
| 2023-07-13 | 2023-07-14 | (C, C) | Short | 0.0405 | Closed |
| 2023-07-14 | 2023-07-19 | (GE, GE) | Long | -0.008 | Closed |
| 2023-07-14 | 2023-07-17 | (C, C) | Long | 0.0111 | Closed |
| 2023-07-14 | 2023-07-17 | (ADI, ADI) | Long | 0.0229 | Closed |
| 2023-07-19 | 2023-07-20 | (AMAT, AMAT) | Long | -0.0546 | Closed |
| 2023-07-20 | 2023-07-25 | (TMUS, TMUS) | Long | 0.0169 | Closed |
| 2023-07-20 | 2023-07-21 | (ADI, ADI) | Long | 0.0122 | Closed |
| 2023-07-20 | 2023-07-21 | (C, C) | Short | 0.0076 | Closed |
| 2023-07-20 | 2023-07-26 | (GE, GE) | Long | 0.0209 | Closed |
| 2023-07-21 | 2023-07-24 | (C, C) | Long | 0.013 | Closed |
| 2023-07-24 | 2023-07-25 | (C, C) | Short | 0.012 | Closed |
| 2023-07-26 | 2023-07-27 | (C, C) | Short | -0.0082 | Closed |
| 2023-07-26 | 2023-07-27 | (AMAT, AMAT) | Long | 0.0512 | Closed |
| 2023-07-26 | 2023-07-28 | (AXP, AXP) | Long | -0.0138 | Closed |
| 2023-07-27 | 2023-07-28 | (GE, GE) | Short | 0.0089 | Closed |
| 2023-07-28 | 2023-07-31 | (C, C) | Long | 0.0053 | Closed |
| 2023-07-28 | 2023-07-31 | (ORCL, ORCL) | Short | -0.0107 | Closed |
| 2023-07-31 | 2023-08-01 | (GE, GE) | Short | 0.0089 | Closed |
| 2023-07-31 | 2023-08-01 | (C, C) | Short | 0.0124 | Closed |
| 2023-08-01 | 2023-08-02 | (ORCL, ORCL) | Short | 0.0187 | Closed |
| 2023-08-02 | 2023-08-03 | (C, C) | Long | -0.0022 | Closed |
| 2023-08-02 | 2023-08-03 | (GE, GE) | Short | -0.0035 | Closed |
| 2023-08-02 | 2023-08-03 | (AXP, AXP) | Short | 0.002 | Closed |
| 2023-08-03 | 2023-08-04 | (AMAT, AMAT) | Long | -0.0145 | Closed |
| 2023-08-04 | 2023-08-10 | (ORCL, ORCL) | Short | 0.0144 | Closed |
| 2023-08-04 | 2023-08-15 | (TMUS, TMUS) | Long | 0.0296 | Closed |
| 2023-08-04 | 2023-08-08 | (C, C) | Long | -0.012 | Closed |
| 2023-08-10 | 2023-08-15 | (GE, GE) | Short | -0.0003 | Closed |
| 2023-08-11 | 2023-08-14 | (C, C) | Long | -0.0105 | Closed |
| 2023-08-15 | 2023-08-17 | (C, C) | Long | -0.0174 | Closed |
| 2023-08-15 | 2023-08-17 | (AMAT, AMAT) | Short | 0.0166 | Closed |
| 2023-08-17 | 2023-08-18 | (META, META) | Short | 0.0065 | Closed |
| 2023-08-18 | 2023-08-21 | (AXP, AXP) | Long | 0.0041 | Closed |
| 2023-08-18 | 2023-08-23 | (AMAT, AMAT) | Short | -0.0295 | Closed |
| 2023-08-21 | 2023-08-23 | (C, C) | Short | 0.0235 | Closed |
| 2023-08-22 | 2023-08-23 | (ADI, ADI) | Short | -0.0046 | Closed |
| 2023-08-23 | 2023-08-29 | (ADI, ADI) | Long | 0.0286 | Closed |
| 2023-08-23 | 2023-08-24 | (META, META) | Short | 0.0255 | Closed |
| 2023-08-23 | 2023-08-24 | (TMUS, TMUS) | Long | -0.0221 | Closed |
| 2023-08-23 | 2023-08-25 | (C, C) | Long | 0.0039 | Closed |
| 2023-08-24 | 2023-08-29 | (AMAT, AMAT) | Short | -0.0245 | Closed |
| 2023-08-25 | 2023-08-28 | (TMUS, TMUS) | Long | 0.0137 | Closed |
| 2023-08-25 | 2023-08-28 | (C, C) | Short | -0.0019 | Closed |
| 2023-08-29 | 2023-08-30 | (TMUS, TMUS) | Short | -0.0048 | Closed |
| 2023-08-30 | 2023-08-31 | (META, META) | Short | -0.0027 | Closed |
| 2023-08-30 | 2023-09-08 | (TMUS, TMUS) | Long | 0.0017 | Closed |
| 2023-08-30 | 2023-08-31 | (C, C) | Long | -0.0019 | Closed |
| 2023-08-31 | 2023-09-01 | (C, C) | Short | -0.0073 | Closed |
| 2023-09-01 | 2023-09-05 | (C, C) | Long | -0.0055 | Closed |
| 2023-09-01 | 2023-09-08 | (AMAT, AMAT) | Short | 0.0165 | Closed |
| 2023-09-05 | 2023-09-08 | (ADI, ADI) | Long | -0.0224 | Closed |
| 2023-09-05 | 2023-09-07 | (C, C) | Short | 0.0152 | Closed |
| 2023-09-07 | 2023-09-08 | (C, C) | Long | -0.0034 | Closed |
| 2023-09-08 | 2023-09-14 | (C, C) | Short | -0.0534 | Closed |
| 2023-09-08 | 2023-09-12 | (ADI, ADI) | Short | 0.0136 | Closed |
| 2023-09-08 | 2023-09-11 | (TMUS, TMUS) | Short | -0.0191 | Closed |
| 2023-09-08 | 2023-09-14 | (GE, GE) | Short | -0.0128 | Closed |
| 2023-09-11 | 2023-09-12 | (TMUS, TMUS) | Long | -0.0011 | Closed |
| 2023-09-13 | 2023-09-18 | (AXP, AXP) | Short | -0.0077 | Closed |
| 2023-09-13 | 2023-09-18 | (ADI, ADI) | Long | 0.0202 | Closed |
| 2023-09-14 | 2023-09-15 | (ORCL, ORCL) | Short | -0.0022 | Closed |
| 2023-09-15 | 2023-09-18 | (C, C) | Long | -0.0016 | Closed |
| 2023-09-15 | 2023-09-19 | (AMAT, AMAT) | Short | 0.0135 | Closed |
| 2023-09-15 | 2023-09-18 | (TMUS, TMUS) | Long | -0.0079 | Closed |
| 2023-09-18 | 2023-09-19 | (C, C) | Short | -0.0009 | Closed |
| 2023-09-19 | 2023-09-20 | (TMUS, TMUS) | Short | 0.0028 | Closed |
| 2023-09-19 | 2023-09-20 | (GE, GE) | Short | 0.0117 | Closed |
| 2023-09-19 | 2023-09-20 | (ADI, ADI) | Long | -0.0149 | Closed |
| 2023-09-19 | 2023-09-20 | (AXP, AXP) | Short | 0.0133 | Closed |
| 2023-09-20 | 2023-09-21 | (ORCL, ORCL) | Short | 0.0305 | Closed |
| 2023-09-20 | 2023-09-21 | (C, C) | Short | 0.0139 | Closed |
| 2023-09-20 | 2023-09-21 | (ADI, ADI) | Short | 0.0127 | Closed |
| 2023-09-21 | 2023-09-26 | (C, C) | Long | -0.0225 | Closed |
| 2023-09-21 | 2023-09-25 | (GE, GE) | Short | 0.013 | Closed |
| 2023-09-21 | 2023-09-22 | (ADI, ADI) | Long | 0.0094 | Closed |
| 2023-09-22 | 2023-09-25 | (TMUS, TMUS) | Long | 0.0047 | Closed |
| 2023-09-22 | 2023-09-26 | (ADI, ADI) | Short | 0.0179 | Closed |
| 2023-09-25 | 2023-09-29 | (ORCL, ORCL) | Long | -0.0154 | Closed |
| 2023-09-25 | 2023-09-26 | (TMUS, TMUS) | Short | -0.0032 | Closed |
| 2023-09-27 | 2023-10-04 | (ADI, ADI) | Short | -0.0057 | Closed |
| 2023-09-29 | 2023-10-02 | (C, C) | Short | 0.0153 | Closed |
| 2023-09-29 | 2023-10-09 | (GE, GE) | Short | -0.0073 | Closed |
| 2023-10-02 | 2023-10-03 | (ORCL, ORCL) | Long | -0.0205 | Closed |
| 2023-10-03 | 2023-10-04 | (C, C) | Short | 0.0013 | Closed |
| 2023-10-04 | 2023-10-05 | (ORCL, ORCL) | Long | 0.0119 | Closed |
| 2023-10-06 | 2023-10-09 | (C, C) | Long | 0.0042 | Closed |
| 2023-10-06 | 2023-10-09 | (TMUS, TMUS) | Long | 0.008 | Closed |
| 2023-10-09 | 2023-10-27 | (TMUS, TMUS) | Short | -0.0005 | Closed |
| 2023-10-09 | 2023-10-12 | (ORCL, ORCL) | Long | -0.0059 | Closed |
| 2023-10-09 | 2023-10-10 | (C, C) | Short | -0.0172 | Closed |
| 2023-10-11 | 2023-10-13 | (C, C) | Short | 0.0024 | Closed |
| 2023-10-12 | 2023-10-24 | (ORCL, ORCL) | Short | 0.0274 | Closed |
| 2023-10-19 | 2023-10-20 | (C, C) | Long | -0.0095 | Closed |
| 2023-10-24 | 2023-10-27 | (C, C) | Long | -0.0198 | Closed |
| 2023-10-24 | 2023-10-26 | (GE, GE) | Long | -0.0319 | Closed |
| 2023-10-26 | 2023-11-10 | (AMAT, AMAT) | Short | -0.051 | Closed |
| 2023-10-30 | 2023-10-31 | (TMUS, TMUS) | Long | 0.0162 | Closed |
| 2023-10-31 | 2023-11-01 | (C, C) | Short | -0.0028 | Closed |
| 2023-11-01 | 2023-11-02 | (C, C) | Long | 0.0442 | Closed |
| 2023-11-01 | 2023-11-03 | (TMUS, TMUS) | Short | -0.0168 | Closed |
| 2023-11-02 | 2023-11-03 | (C, C) | Short | -0.0353 | Closed |
| 2023-11-06 | 2023-11-09 | (C, C) | Short | 0.009 | Closed |
| 2023-11-09 | 2023-11-10 | (C, C) | Long | 0.014 | Closed |
| 2023-11-10 | 2023-11-15 | (GE, GE) | Long | 0.0122 | Closed |
| 2023-11-13 | 2023-11-14 | (C, C) | Short | -0.0389 | Closed |
| 2023-11-14 | 2023-11-15 | (C, C) | Long | 0.0117 | Closed |
| 2023-11-14 | 2023-11-16 | (TMUS, TMUS) | Short | -0.0033 | Closed |
| 2023-11-15 | 2023-11-21 | (C, C) | Short | 0.0021 | Closed |
| 2023-11-15 | 2023-11-17 | (ORCL, ORCL) | Short | -0.0071 | Closed |
| 2023-11-16 | 2023-11-22 | (GE, GE) | Long | -0.001 | Closed |
| 2023-11-20 | 2023-11-21 | (TMUS, TMUS) | Long | 0.0007 | Closed |
| 2023-11-22 | 2023-11-24 | (C, C) | Long | 0.0047 | Closed |
| 2023-11-22 | 2023-12-04 | (TMUS, TMUS) | Short | -0.0306 | Closed |
| 2023-11-22 | 2023-11-27 | (GE, GE) | Short | -0.0031 | Closed |
| 2023-11-24 | 2023-11-30 | (C, C) | Short | -0.0091 | Closed |
| 2023-11-27 | 2023-12-05 | (AMAT, AMAT) | Short | 0.0161 | Closed |
| 2023-12-01 | 2023-12-04 | (C, C) | Short | -0.003 | Closed |
| 2023-12-04 | 2023-12-08 | (GE, GE) | Short | 0.0013 | Closed |
| 2023-12-05 | 2023-12-11 | (TMUS, TMUS) | Short | -0.0184 | Closed |
| 2023-12-05 | 2023-12-06 | (C, C) | Short | -0.0248 | Closed |
| 2023-12-07 | 2023-12-08 | (C, C) | Long | 0.008 | Closed |
| 2023-12-08 | 2023-12-11 | (C, C) | Short | 0.0151 | Closed |
| 2023-12-11 | 2023-12-14 | (GE, GE) | Short | -0.0126 | Closed |
| 2023-12-11 | 2023-12-12 | (C, C) | Long | -0.0019 | Closed |
| 2023-12-12 | 2023-12-14 | (ADI, ADI) | Short | -0.0482 | Closed |
| 2023-12-13 | 2023-12-15 | (ORCL, ORCL) | Long | 0.0245 | Closed |
| 2023-12-14 | 2023-12-19 | (C, C) | Short | -0.0193 | Closed |
| 2023-12-15 | 2023-12-22 | (ORCL, ORCL) | Short | 0.0014 | Closed |
| 2023-12-15 | 2023-12-19 | (TMUS, TMUS) | Short | 0.0018 | Closed |
| 2023-12-19 | 2023-12-20 | (C, C) | Long | -0.0169 | Closed |
| 2023-12-20 | 2023-12-21 | (TMUS, TMUS) | Short | -0.0025 | Closed |
| 2023-12-21 | 2023-12-26 | (C, C) | Short | -0.0146 | Closed |
| 2023-12-22 | 2024-01-03 | (GE, GE) | Short | 0.004 | Closed |
| 2023-12-22 | 2024-01-04 | (TMUS, TMUS) | Short | -0.0423 | Closed |
| 2023-12-28 | 2024-01-03 | (C, C) | Long | 0.0361 | Closed |
| 2024-01-03 | 2024-01-04 | (AMAT, AMAT) | Long | -0.0141 | Closed |
| 2024-01-04 | 2024-01-05 | (GE, GE) | Short | -0.0131 | Closed |
| 2024-01-05 | 2024-01-08 | (C, C) | Long | -0.0059 | Closed |
| 2024-01-05 | 2024-01-09 | (ORCL, ORCL) | Short | -0.0154 | Closed |
| 2024-01-08 | 2024-01-10 | (TMUS, TMUS) | Short | 0.0007 | Closed |
| 2024-01-09 | 2024-01-12 | (GE, GE) | Short | -0.0029 | Closed |
| 2024-01-09 | 2024-01-10 | (ADI, ADI) | Long | -0.0073 | Closed |
| 2024-01-10 | 2024-01-11 | (C, C) | Long | -0.0177 | Closed |
| 2024-01-12 | 2024-01-17 | (C, C) | Short | 0.0239 | Closed |
| 2024-01-12 | 2024-01-18 | (AMAT, AMAT) | Long | 0.0485 | Closed |
| 2024-01-18 | 2024-01-26 | (C, C) | Short | -0.0241 | Closed |
| 2024-01-19 | 2024-01-22 | (ADI, ADI) | Short | -0.013 | Closed |
| 2024-01-22 | 2024-01-26 | (GE, GE) | Short | 0.0027 | Closed |
| 2024-01-22 | 2024-01-23 | (ORCL, ORCL) | Long | 0.0157 | Closed |
| 2024-01-26 | 2024-01-29 | (GE, GE) | Long | -0.0007 | Closed |
| 2024-01-29 | 2024-02-02 | (AMAT, AMAT) | Long | -0.0151 | Closed |
| 2024-01-31 | 2024-02-20 | (TMUS, TMUS) | Short | -0.0047 | Closed |
| 2024-02-01 | 2024-02-06 | (C, C) | Long | -0.0199 | Closed |
| 2024-02-07 | 2024-02-09 | (C, C) | Short | 0.0101 | Closed |
| 2024-02-14 | 2024-02-15 | (TSLA, TSLA) | Long | 0.0622 | Closed |
| 2024-02-16 | 2024-02-20 | (GE, GE) | Long | -0.0036 | Closed |
| 2024-02-20 | 2024-02-28 | (AMAT, AMAT) | Long | 0.0335 | Closed |
| 2024-02-20 | 2024-02-21 | (ADI, ADI) | Short | -0.0228 | Closed |
| 2024-02-21 | 2024-02-22 | (TMUS, TMUS) | Short | 0.003 | Closed |
| 2024-02-23 | 2024-02-26 | (C, C) | Long | -0.0102 | Closed |
| 2024-02-23 | 2024-02-29 | (TMUS, TMUS) | Short | 0.0011 | Open |
| 2024-02-27 | 2024-02-28 | (C, C) | Short | 0.0118 | Closed |
| 2024-02-28 | 2024-02-29 | (GE, GE) | Long | 0.0082 | Closed |
| 2024-02-29 | 2024-02-29 | (C, C) | Long | 0.0 | Open |
| 2024-02-29 | 2024-02-29 | (AMAT, AMAT) | Long | 0.0 | Open |