| group | |
|---|---|
| Start | 2025-02-18 00:00:00 |
| End | 2025-09-19 00:00:00 |
| Period | 149 days 00:00:00 |
| Start Value | 1000.0 |
| End Value | 999.9588 |
| Total Return [%] | -0.0041 |
| Benchmark Return [%] | 12.4019 |
| Max Gross Exposure [%] | 371.4069 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 9.7924 |
| Max Drawdown Duration | 74 days 00:00:00 |
| Win Rate [%] | 47.9167 |
| Profit Factor | 0.8316 |
| Expectancy | -0.8249 |
| Sharpe Ratio | 0.1059 |
| Calmar Ratio | -0.001 |
| Omega Ratio | 1.0159 |
| Sortino Ratio | 0.1579 |
| Skew | 0.6104 |
| Kurtosis | 3.742 |
| Tail Ratio | 0.8988 |
| Common Sense Ratio | 0.8987 |
| Value at Risk | -0.0176 |
| Alpha | -0.0095 |
| Beta | 0.1239 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2025-02-27 | 2025-04-09 | APA | Long | -0.0862 | Closed |
| 2025-03-20 | 2025-08-13 | JBL | Short | -0.167 | Closed |
| 2025-04-09 | 2025-04-10 | APA | Short | 0.1263 | Closed |
| 2025-04-10 | 2025-04-16 | APA | Long | 0.0518 | Closed |
| 2025-04-16 | 2025-04-30 | APA | Short | -0.0291 | Closed |
| 2025-04-30 | 2025-05-01 | APA | Long | 0.0438 | Closed |
| 2025-05-01 | 2025-05-05 | APA | Short | 0.0444 | Closed |
| 2025-05-05 | 2025-06-03 | APA | Long | 0.154 | Closed |
| 2025-05-13 | 2025-05-21 | PSX | Short | 0.1012 | Closed |
| 2025-05-21 | 2025-09-19 | PSX | Long | 0.0675 | Open |
| 2025-06-03 | 2025-06-23 | APA | Short | -0.0117 | Closed |
| 2025-06-23 | 2025-06-26 | APA | Long | 0.0039 | Closed |
| 2025-06-26 | 2025-07-14 | APA | Short | -0.0524 | Closed |
| 2025-07-14 | 2025-08-07 | APA | Long | 0.0178 | Closed |
| 2025-08-07 | 2025-09-03 | APA | Short | -0.1565 | Closed |
| 2025-08-13 | 2025-09-19 | JBL | Long | 0.0244 | Open |
| 2025-09-03 | 2025-09-10 | APA | Long | 0.0271 | Closed |
| 2025-09-10 | 2025-09-19 | APA | Short | -0.0086 | Open |