group
Start 2025-04-10 00:00:00
End 2026-02-27 00:00:00
Period 222 days 00:00:00
Start Value 1000.0
End Value 1049.25
Total Return [%] 4.925
Benchmark Return [%] 55.018
Max Gross Exposure [%] 191.9337
Total Fees Paid 0.0
Max Drawdown [%] 3.7076
Max Drawdown Duration 68 days 00:00:00
Win Rate [%] 52.1341
Profit Factor 1.1346
Expectancy 0.1459
Sharpe Ratio 0.7707
Calmar Ratio 2.2184
Omega Ratio 1.1476
Sortino Ratio 1.2262
Skew 1.4599
Kurtosis 12.8309
Tail Ratio 0.9767
Common Sense Ratio 1.057
Value at Risk -0.0081
Alpha 0.0984
Beta -0.0179
Entry Timestamp Exit Timestamp Stock Direction Return Status
2025-05-16 2025-05-20 (PEP, PEP) Long -0.0014 Closed
2025-05-16 2025-05-20 (INTC, INTC) Long -0.018 Closed
2025-05-16 2025-05-21 (PG, PG) Long 0.0132 Closed
2025-05-21 2025-05-22 (AXP, AXP) Long 0.0041 Closed
2025-05-21 2025-05-22 (TSLA, TSLA) Long 0.0192 Closed
2025-05-22 2025-05-27 (KO, KO) Long 0.009 Closed
2025-05-23 2025-05-28 (INTC, INTC) Long 0.0076 Closed
2025-05-23 2025-05-28 (BAC, BAC) Long 0.008 Closed
2025-05-28 2025-05-29 (GE, GE) Long 0.002 Closed
2025-05-28 2025-05-29 (INTC, INTC) Short 0.0059 Closed
2025-05-28 2025-05-29 (KO, KO) Long 0.0048 Closed
2025-05-29 2025-06-02 (PEP, PEP) Short 0.0077 Closed
2025-05-29 2025-06-03 (INTC, INTC) Long -0.0116 Closed
2025-05-30 2025-06-03 (KO, KO) Long -0.0124 Closed
2025-05-30 2025-06-06 (AMD, AMD) Long 0.0289 Closed
2025-06-03 2025-06-04 (BAC, BAC) Short 0.0065 Closed
2025-06-04 2025-06-06 (KO, KO) Long -0.0034 Closed
2025-06-04 2025-06-05 (GE, GE) Long 0.0041 Closed
2025-06-05 2025-06-06 (INTC, INTC) Long 0.0035 Closed
2025-06-05 2025-06-06 (PEP, PEP) Long 0.0026 Closed
2025-06-06 2025-06-12 (KO, KO) Short -0.0088 Closed
2025-06-06 2025-06-10 (BAC, BAC) Long 0.0027 Closed
2025-06-09 2025-06-10 (AMD, AMD) Short -0.0124 Closed
2025-06-10 2025-06-11 (PEP, PEP) Short 0.0146 Closed
2025-06-10 2025-06-13 (INTC, INTC) Long -0.0702 Closed
2025-06-10 2025-06-11 (AAPL, AAPL) Long -0.0192 Closed
2025-06-12 2025-06-17 (BAC, BAC) Long -0.0056 Closed
2025-06-12 2025-06-13 (PG, PG) Long -0.0178 Closed
2025-06-12 2025-06-16 (PEP, PEP) Short 0.0067 Closed
2025-06-13 2025-06-16 (KO, KO) Long -0.007 Closed
2025-06-16 2025-06-17 (AAPL, AAPL) Long -0.014 Closed
2025-06-16 2025-06-26 (KO, KO) Short 0.0097 Closed
2025-06-17 2025-06-20 (INTC, INTC) Long 0.0135 Closed
2025-06-18 2025-06-20 (GE, GE) Long 0.0148 Closed
2025-06-20 2025-06-23 (PEP, PEP) Short -0.0002 Closed
2025-06-20 2025-06-24 (AMD, AMD) Short -0.0795 Closed
2025-06-24 2025-06-25 (PEP, PEP) Long -0.0231 Closed
2025-06-24 2025-06-26 (GE, GE) Long 0.009 Closed
2025-06-25 2025-07-01 (AAPL, AAPL) Long 0.0311 Closed
2025-06-26 2025-06-30 (INTC, INTC) Long -0.0107 Closed
2025-06-26 2025-06-27 (PG, PG) Long 0.0078 Closed
2025-06-27 2025-07-09 (KO, KO) Short 0.0019 Closed
2025-06-30 2025-07-01 (INTC, INTC) Short -0.0201 Closed
2025-07-01 2025-07-07 (AMD, AMD) Long -0.0096 Closed
2025-07-01 2025-07-03 (INTC, INTC) Long -0.0158 Closed
2025-07-02 2025-07-09 (PEP, PEP) Long -0.0147 Closed
2025-07-07 2025-07-08 (INTC, INTC) Short -0.0723 Closed
2025-07-08 2025-07-09 (AAPL, AAPL) Long 0.0054 Closed
2025-07-09 2025-07-10 (PEP, PEP) Short -0.0119 Closed
2025-07-09 2025-07-10 (PG, PG) Long 0.0062 Closed
2025-07-10 2025-07-11 (AMD, AMD) Long 0.0157 Closed
2025-07-10 2025-07-15 (KO, KO) Short 0.0011 Closed
2025-07-11 2025-07-14 (AAPL, AAPL) Long -0.012 Closed
2025-07-16 2025-07-21 (AMD, AMD) Long -0.0192 Closed
2025-07-16 2025-07-17 (BAC, BAC) Short -0.0215 Closed
2025-07-17 2025-07-18 (BAC, BAC) Long 0.0064 Closed
2025-07-17 2025-07-18 (KO, KO) Short 0.0105 Closed
2025-07-17 2025-07-18 (INTC, INTC) Long 0.0132 Closed
2025-07-18 2025-07-21 (BAC, BAC) Short -0.0034 Closed
2025-07-21 2025-07-22 (KO, KO) Short 0.0059 Closed
2025-07-21 2025-07-22 (BAC, BAC) Long 0.0061 Closed
2025-07-22 2025-07-24 (PG, PG) Long 0.0014 Closed
2025-07-22 2025-07-23 (KO, KO) Long -0.0072 Closed
2025-07-23 2025-07-24 (PEP, PEP) Long -0.0079 Closed
2025-07-23 2025-07-25 (INTC, INTC) Short 0.0896 Closed
2025-07-23 2025-07-29 (BAC, BAC) Long 0.0021 Closed
2025-07-24 2025-07-25 (KO, KO) Short -0.001 Closed
2025-07-25 2025-07-29 (INTC, INTC) Long -0.0028 Closed
2025-07-28 2025-07-29 (KO, KO) Short -0.0189 Closed
2025-07-28 2025-07-30 (PEP, PEP) Long 0.0091 Closed
2025-07-29 2025-08-01 (KO, KO) Long -0.0145 Closed
2025-07-29 2025-07-30 (BAC, BAC) Short -0.0002 Closed
2025-07-30 2025-08-01 (BAC, BAC) Long -0.048 Closed
2025-07-30 2025-08-06 (INTC, INTC) Short -0.0037 Closed
2025-08-04 2025-08-06 (PG, PG) Long 0.0139 Closed
2025-08-05 2025-08-06 (PEP, PEP) Short -0.0097 Closed
2025-08-05 2025-08-07 (KO, KO) Long 0.0133 Closed
2025-08-06 2025-08-08 (BAC, BAC) Long 0.001 Closed
2025-08-06 2025-08-11 (AMD, AMD) Short -0.0562 Closed
2025-08-07 2025-08-08 (GE, GE) Long 0.011 Closed
2025-08-08 2025-08-11 (INTC, INTC) Long 0.0351 Closed
2025-08-11 2025-08-14 (BAC, BAC) Long 0.0288 Closed
2025-08-11 2025-08-12 (INTC, INTC) Short -0.0562 Closed
2025-08-12 2025-08-28 (INTC, INTC) Long 0.0409 Closed
2025-08-12 2025-08-14 (AMD, AMD) Short -0.0442 Closed
2025-08-14 2025-08-15 (AMD, AMD) Long -0.019 Closed
2025-08-14 2025-08-15 (KO, KO) Short -0.0053 Closed
2025-08-14 2025-08-15 (BAC, BAC) Short 0.0161 Closed
2025-08-15 2025-08-18 (KO, KO) Long -0.0113 Closed
2025-08-15 2025-08-19 (BAC, BAC) Long 0.0243 Closed
2025-08-18 2025-08-19 (AMD, AMD) Long -0.0544 Closed
2025-08-19 2025-08-20 (BAC, BAC) Short -0.0056 Closed
2025-08-20 2025-08-25 (BAC, BAC) Long 0.0108 Closed
2025-08-20 2025-08-21 (PEP, PEP) Long -0.0116 Closed
2025-08-21 2025-08-25 (KO, KO) Long -0.0245 Closed
2025-08-21 2025-08-22 (AMD, AMD) Long 0.0247 Closed
2025-08-25 2025-08-28 (AMD, AMD) Long 0.032 Closed
2025-08-26 2025-08-28 (KO, KO) Short 0.0054 Closed
2025-08-28 2025-08-29 (TSLA, TSLA) Short 0.035 Closed
2025-08-28 2025-08-29 (INTC, INTC) Short 0.0233 Closed
2025-08-29 2025-09-03 (KO, KO) Long -0.0007 Closed
2025-08-29 2025-09-03 (BAC, BAC) Long -0.0134 Closed
2025-09-03 2025-09-04 (BAC, BAC) Short -0.0112 Closed
2025-09-03 2025-09-05 (KO, KO) Short 0.0078 Closed
2025-09-03 2025-09-04 (TSLA, TSLA) Short -0.0133 Closed
2025-09-03 2025-09-04 (AAPL, AAPL) Short -0.0055 Closed
2025-09-04 2025-09-05 (BAC, BAC) Long -0.0113 Closed
2025-09-04 2025-09-08 (PG, PG) Short 0.0011 Closed
2025-09-05 2025-09-09 (BAC, BAC) Short -0.0126 Closed
2025-09-05 2025-09-08 (INTC, INTC) Short 0.0004 Closed
2025-09-05 2025-09-08 (PEP, PEP) Short 0.032 Closed
2025-09-09 2025-09-11 (KO, KO) Long -0.0035 Closed
2025-09-09 2025-09-15 (INTC, INTC) Short 0.0112 Closed
2025-09-10 2025-09-11 (AXP, AXP) Long 0.0185 Closed
2025-09-11 2025-09-12 (BAC, BAC) Short 0.0033 Closed
2025-09-12 2025-09-18 (KO, KO) Long 0.0024 Closed
2025-09-12 2025-09-15 (PEP, PEP) Short 0.0201 Closed
2025-09-15 2025-09-16 (BAC, BAC) Short -0.0014 Closed
2025-09-16 2025-09-18 (INTC, INTC) Short -0.0302 Closed
2025-09-17 2025-09-18 (AAPL, AAPL) Short 0.0046 Closed
2025-09-17 2025-09-19 (BAC, BAC) Short -0.0158 Closed
2025-09-18 2025-09-19 (PEP, PEP) Short -0.0073 Closed
2025-09-19 2025-09-22 (PG, PG) Long -0.019 Closed
2025-09-22 2025-09-23 (INTC, INTC) Short -0.0202 Closed
2025-09-22 2025-09-30 (KO, KO) Short -0.0035 Closed
2025-09-23 2025-09-24 (INTC, INTC) Long 0.0641 Closed
2025-09-24 2025-09-25 (INTC, INTC) Short -0.0887 Closed
2025-09-25 2025-09-29 (BAC, BAC) Short -0.011 Closed
2025-09-29 2025-10-01 (PG, PG) Long -0.0023 Closed
2025-09-29 2025-09-30 (BAC, BAC) Long -0.0158 Closed
2025-09-30 2025-10-01 (INTC, INTC) Long 0.0712 Closed
2025-09-30 2025-10-02 (AMD, AMD) Short -0.0491 Closed
2025-09-30 2025-10-02 (PEP, PEP) Long 0.0133 Closed
2025-10-01 2025-10-02 (INTC, INTC) Short -0.0378 Closed
2025-10-01 2025-10-02 (BAC, BAC) Long -0.0039 Closed
2025-10-02 2025-10-03 (INTC, INTC) Long -0.0126 Closed
2025-10-02 2025-10-07 (BAC, BAC) Short 0.0038 Closed
2025-10-03 2025-10-08 (INTC, INTC) Short -0.0123 Closed
2025-10-03 2025-10-06 (AMD, AMD) Long 0.2371 Closed
2025-10-06 2025-10-07 (KO, KO) Short -0.0104 Closed
2025-10-07 2025-10-08 (KO, KO) Long -0.01 Closed
2025-10-08 2025-10-14 (BAC, BAC) Short 0.0043 Closed
2025-10-08 2025-10-16 (INTC, INTC) Long -0.0002 Closed
2025-10-10 2025-10-13 (KO, KO) Long -0.0036 Closed
2025-10-13 2025-10-14 (KO, KO) Short -0.0106 Closed
2025-10-13 2025-10-14 (AMD, AMD) Long 0.0077 Closed
2025-10-14 2025-10-15 (PEP, PEP) Long -0.0025 Closed
2025-10-15 2025-10-16 (BAC, BAC) Short 0.0352 Closed
2025-10-15 2025-10-17 (KO, KO) Long 0.0139 Closed
2025-10-16 2025-10-17 (BAC, BAC) Long 0.0167 Closed
2025-10-17 2025-10-21 (AAPL, AAPL) Long 0.0415 Closed
2025-10-17 2025-10-23 (KO, KO) Short -0.0107 Closed
2025-10-17 2025-10-20 (BAC, BAC) Short -0.0148 Closed
2025-10-17 2025-10-21 (PG, PG) Long 0.0015 Closed
2025-10-20 2025-10-21 (INTC, INTC) Long 0.0005 Closed
2025-10-20 2025-10-22 (BAC, BAC) Long -0.0131 Closed
2025-10-21 2025-10-27 (INTC, INTC) Short -0.017 Closed
2025-10-21 2025-10-22 (PEP, PEP) Long -0.001 Closed
2025-10-23 2025-10-28 (BAC, BAC) Long 0.0176 Closed
2025-10-24 2025-11-04 (KO, KO) Short 0.0138 Closed
2025-10-27 2025-10-28 (INTC, INTC) Long 0.0503 Closed
2025-10-28 2025-10-29 (PG, PG) Short 0.0172 Closed
2025-10-29 2025-10-30 (PEP, PEP) Long 0.0095 Closed
2025-10-29 2025-10-31 (INTC, INTC) Long -0.0187 Closed
2025-10-31 2025-11-03 (PG, PG) Short 0.0156 Closed
2025-11-03 2025-11-04 (BAC, BAC) Short 0.0004 Closed
2025-11-04 2025-11-10 (PEP, PEP) Short 0.0011 Closed
2025-11-04 2025-11-12 (INTC, INTC) Short -0.0011 Closed
2025-11-10 2025-11-11 (BAC, BAC) Long 0.0039 Closed
2025-11-11 2025-11-12 (BAC, BAC) Short -0.009 Closed
2025-11-12 2025-11-14 (BAC, BAC) Long -0.0261 Closed
2025-11-13 2025-11-17 (PG, PG) Short 0.0135 Closed
2025-11-13 2025-11-14 (KO, KO) Long 0.0013 Closed
2025-11-13 2025-11-14 (INTC, INTC) Short 0.0109 Closed
2025-11-14 2025-11-17 (AMD, AMD) Long -0.0255 Closed
2025-11-17 2025-11-18 (KO, KO) Long 0.0076 Closed
2025-11-17 2025-11-18 (INTC, INTC) Short 0.0109 Closed
2025-11-18 2025-11-19 (AAPL, AAPL) Long 0.0042 Closed
2025-11-18 2025-11-20 (KO, KO) Short 0.0008 Closed
2025-11-20 2025-11-24 (BAC, BAC) Short -0.0127 Closed
2025-11-20 2025-11-21 (INTC, INTC) Long 0.0262 Closed
2025-11-21 2025-12-05 (INTC, INTC) Short -0.0358 Closed
2025-11-21 2025-11-24 (KO, KO) Long -0.0049 Closed
2025-11-25 2025-11-26 (KO, KO) Long 0.0037 Closed
2025-11-25 2025-11-26 (PEP, PEP) Short -0.0128 Closed
2025-11-28 2025-12-08 (KO, KO) Long -0.0121 Closed
2025-12-02 2025-12-03 (AMD, AMD) Long 0.011 Closed
2025-12-05 2025-12-11 (PG, PG) Long -0.005 Closed
2025-12-05 2025-12-08 (BAC, BAC) Long -0.0009 Closed
2025-12-08 2025-12-12 (INTC, INTC) Short 0.0332 Closed
2025-12-08 2025-12-11 (BAC, BAC) Short -0.01 Closed
2025-12-09 2025-12-10 (KO, KO) Short -0.0017 Closed
2025-12-11 2025-12-12 (PEP, PEP) Short -0.0108 Closed
2025-12-12 2025-12-15 (KO, KO) Short -0.0064 Closed
2025-12-15 2025-12-18 (INTC, INTC) Short 0.0352 Closed
2025-12-15 2025-12-16 (PEP, PEP) Long -0.0056 Closed
2025-12-16 2025-12-23 (KO, KO) Short 0.0047 Closed
2025-12-16 2025-12-17 (PEP, PEP) Short 0.0019 Closed
2025-12-17 2025-12-18 (PG, PG) Long -0.0155 Closed
2025-12-18 2025-12-19 (INTC, INTC) Long 0.0149 Closed
2025-12-18 2025-12-19 (PEP, PEP) Short 0.0081 Closed
2025-12-19 2025-12-23 (PG, PG) Long -0.0089 Closed
2025-12-19 2025-12-23 (INTC, INTC) Short 0.0123 Closed
2025-12-19 2025-12-23 (BAC, BAC) Short -0.0119 Closed
2025-12-24 2025-12-29 (BAC, BAC) Short 0.0087 Closed
2025-12-29 2025-12-30 (KO, KO) Long -0.0013 Closed
2025-12-29 2025-12-30 (PEP, PEP) Short 0.0006 Closed
2025-12-29 2025-12-30 (BAC, BAC) Long -0.0013 Closed
2025-12-30 2025-12-31 (KO, KO) Short 0.0023 Closed
2025-12-30 2025-12-31 (INTC, INTC) Short 0.0107 Closed
2025-12-31 2026-01-02 (PEP, PEP) Short 0.009 Closed
2026-01-02 2026-01-05 (INTC, INTC) Long -0.0003 Closed
2026-01-05 2026-01-06 (INTC, INTC) Short -0.017 Closed
2026-01-05 2026-01-08 (KO, KO) Long 0.0241 Closed
2026-01-05 2026-01-06 (AMD, AMD) Long -0.0304 Closed
2026-01-06 2026-01-07 (INTC, INTC) Long 0.0647 Closed
2026-01-06 2026-01-07 (PEP, PEP) Short 0.014 Closed
2026-01-07 2026-01-08 (BAC, BAC) Long 0.0097 Closed
2026-01-07 2026-01-09 (PG, PG) Short -0.0277 Closed
2026-01-07 2026-01-09 (INTC, INTC) Short -0.0685 Closed
2026-01-08 2026-01-14 (KO, KO) Short -0.0162 Closed
2026-01-09 2026-01-14 (INTC, INTC) Long 0.0283 Closed
2026-01-09 2026-01-13 (BAC, BAC) Short 0.0177 Closed
2026-01-12 2026-01-13 (PG, PG) Short -0.0054 Closed
2026-01-13 2026-01-14 (AMD, AMD) Long 0.0119 Closed
2026-01-14 2026-01-15 (BAC, BAC) Long 0.0021 Closed
2026-01-15 2026-01-16 (INTC, INTC) Short 0.0281 Closed
2026-01-16 2026-01-20 (AMD, AMD) Long 0.0004 Closed
2026-01-16 2026-01-20 (BAC, BAC) Short 0.0164 Closed
2026-01-20 2026-02-03 (BAC, BAC) Long 0.0237 Closed
2026-01-20 2026-01-26 (INTC, INTC) Short 0.0326 Closed
2026-01-22 2026-02-06 (KO, KO) Long 0.0309 Closed
2026-01-26 2026-01-28 (PEP, PEP) Long 0.018 Closed
2026-01-27 2026-01-28 (INTC, INTC) Short -0.1104 Closed
2026-01-28 2026-01-29 (PEP, PEP) Short -0.0013 Closed
2026-01-30 2026-02-02 (INTC, INTC) Short -0.0504 Closed
2026-02-02 2026-02-03 (PEP, PEP) Short -0.0493 Closed
2026-02-03 2026-02-06 (INTC, INTC) Short 0.0077 Closed
2026-02-04 2026-02-05 (PEP, PEP) Short -0.0081 Closed
2026-02-04 2026-02-05 (BAC, BAC) Long -0.0079 Closed
2026-02-05 2026-02-06 (BAC, BAC) Short -0.0289 Closed
2026-02-06 2026-02-09 (PG, PG) Short 0.0116 Closed
2026-02-06 2026-02-13 (BAC, BAC) Long -0.0481 Closed
2026-02-06 2026-02-13 (INTC, INTC) Long -0.0413 Closed
2026-02-09 2026-02-11 (KO, KO) Long 0.0081 Closed
2026-02-11 2026-02-12 (AAPL, AAPL) Short 0.05 Closed
2026-02-12 2026-02-27 (KO, KO) Long 0.0204 Open
2026-02-13 2026-02-17 (PEP, PEP) Long -0.0242 Closed
2026-02-17 2026-02-18 (BAC, BAC) Short -0.0118 Closed
2026-02-18 2026-02-25 (INTC, INTC) Short -0.0005 Closed
2026-02-18 2026-02-19 (AAPL, AAPL) Short 0.0143 Closed
2026-02-19 2026-02-20 (BAC, BAC) Long 0.0055 Closed
2026-02-24 2026-02-25 (BAC, BAC) Short -0.0254 Closed
2026-02-25 2026-02-26 (AAPL, AAPL) Short 0.0047 Closed
2026-02-26 2026-02-27 (INTC, INTC) Short -0.0033 Open