| group | |
|---|---|
| Start | 2021-04-07 00:00:00 |
| End | 2021-09-24 00:00:00 |
| Period | 120 days 00:00:00 |
| Start Value | 1000.0 |
| End Value | 1045.0271 |
| Total Return [%] | 4.5027 |
| Benchmark Return [%] | -0.7241 |
| Max Gross Exposure [%] | 3871.2568 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 3.799 |
| Max Drawdown Duration | 24 days 00:00:00 |
| Win Rate [%] | 83.3333 |
| Profit Factor | 85.3594 |
| Expectancy | 5.3506 |
| Sharpe Ratio | 1.1775 |
| Calmar Ratio | 3.7734 |
| Omega Ratio | 1.1803 |
| Sortino Ratio | 1.6417 |
| Skew | -0.5329 |
| Kurtosis | 0.8454 |
| Tail Ratio | 0.9861 |
| Common Sense Ratio | 1.1275 |
| Value at Risk | -0.0111 |
| Alpha | 0.2946 |
| Beta | -0.3902 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2021-04-20 | 2021-09-24 | CHD | Long | -0.0639 | Open |
| 2021-04-21 | 2021-09-24 | FSLR | Long | 0.0969 | Open |
| 2021-04-28 | 2021-09-24 | WRB | Short | 0.0403 | Open |
| 2021-04-28 | 2021-09-24 | ENPH | Short | -0.0459 | Open |
| 2021-05-06 | 2021-09-24 | TPR | Short | 0.0941 | Open |