group
Start 2024-06-26 00:00:00
End 2025-11-24 00:00:00
Period 356 days 00:00:00
Start Value 1000.0
End Value 2130.528778
Total Return [%] 113.052878
Max Gross Exposure [%] 90.133522
Total Fees Paid 0.0
Max Drawdown [%] 33.549142
Max Drawdown Duration 182 days 00:00:00
Profit Factor 3.691902
Expectancy 8.316729
Sharpe Ratio 1.927681
Calmar Ratio 3.49237
Omega Ratio 1.381313
Sortino Ratio 3.368882
Skew 1.708023
Kurtosis 12.21318
Tail Ratio 1.123867
Common Sense Ratio 2.440658
Value at Risk -0.029789
Alpha 1.520125
Beta -0.186366
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
(KDP, KDP) 28.000000 2024-09-05 35.658852 0.0 2024-09-23 36.636481 0.0 27.373619 0.027416 Long Closed
(KMX, KMX) 21.000000 2024-09-05 79.473812 0.0 2025-01-30 84.103331 0.0 -97.219917 -0.058252 Short Closed
(KDP, KDP) 34.039731 2024-09-23 35.736224 0.0 2024-12-31 31.325466 0.0 150.141021 0.123425 Short Closed
(KDP, KDP) 34.740668 2024-12-31 31.078526 0.0 2025-01-30 31.434847 0.0 12.378849 0.011465 Long Closed
(KDP, KDP) 38.101503 2025-01-30 31.666842 0.0 2025-04-10 33.886953 0.0 -84.589559 -0.070108 Short Closed
(KMX, KMX) 18.000000 2025-01-30 82.564998 0.0 2025-04-09 78.484998 0.0 -73.439987 -0.049416 Long Closed
(KMX, KMX) 54.000000 2025-04-09 56.397592 0.0 2025-11-24 44.188853 0.0 659.271912 0.216476 Short Open
(KDP, KDP) 29.000000 2025-04-10 34.199867 0.0 2025-04-22 34.907448 0.0 20.519855 0.020690 Long Closed
(KDP, KDP) 31.589489 2025-04-22 34.704773 0.0 2025-07-03 33.469865 0.0 39.010108 0.035583 Short Closed
(KDP, KDP) 32.445109 2025-07-03 33.436095 0.0 2025-08-12 34.398578 0.0 31.227861 0.028786 Long Closed
(KDP, KDP) 34.936908 2025-08-12 33.661845 0.0 2025-09-25 25.783835 0.0 275.233287 0.234034 Short Closed
(KDP, KDP) 42.000000 2025-09-25 25.567619 0.0 2025-10-28 28.542619 0.0 124.949995 0.116358 Long Closed
(KDP, KDP) 34.662045 2025-10-28 28.817530 0.0 2025-11-24 27.499901 0.0 45.671735 0.045723 Short Open


group
Start 2024-06-26 00:00:00
End 2025-11-24 00:00:00
Period 356 days 00:00:00
Start Value 1000.0
End Value 1952.629529
Total Return [%] 95.262953
Max Gross Exposure [%] 1811.820339
Total Fees Paid 0.0
Max Drawdown [%] 11.688494
Max Drawdown Duration 93 days 00:00:00
Profit Factor 4.278344
Expectancy 24.959144
Sharpe Ratio 2.143947
Calmar Ratio 8.435166
Omega Ratio 1.511904
Sortino Ratio 4.793161
Skew 5.243253
Kurtosis 56.492715
Tail Ratio 1.200967
Common Sense Ratio 2.385054
Value at Risk -0.019801
Alpha 1.017682
Beta 0.172543
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
(WSM, WSM) 7.000000 2024-09-16 142.276886 0.0 2024-09-30 150.910429 0.0 60.434799 0.060681 Long Closed
(AJG, AJG) 0.505666 2024-09-16 293.666018 0.0 2024-09-30 279.115936 0.0 -7.357488 -0.049546 Long Closed
(AJG, AJG) 3.000000 2024-09-30 279.115936 0.0 2024-10-30 282.201050 0.0 -9.255341 -0.011053 Short Closed
(WSM, WSM) 7.158793 2024-09-30 150.183183 0.0 2024-10-30 131.492012 0.0 133.806224 0.124456 Short Closed
(AJG, AJG) 2.112146 2024-10-30 288.491497 0.0 2024-11-25 303.935516 0.0 32.620018 0.053534 Long Closed
(WSM, WSM) 7.824582 2024-10-30 137.019202 0.0 2025-02-25 189.282310 0.0 408.936981 0.381429 Long Closed
(AJG, AJG) 5.000000 2024-11-25 309.457941 0.0 2025-04-07 320.137317 0.0 -53.396882 -0.034510 Short Closed
(WSM, WSM) 6.396078 2025-02-25 187.335634 0.0 2025-04-07 147.289606 0.0 256.137535 0.213766 Short Closed
(WSM, WSM) 8.081267 2025-04-07 144.521163 0.0 2025-07-02 167.746873 0.0 187.693160 0.160708 Long Closed
(AJG, AJG) 3.000000 2025-04-07 309.572449 0.0 2025-04-16 334.688009 0.0 75.346680 0.081130 Long Closed
(AJG, AJG) 5.000000 2025-04-16 330.099091 0.0 2025-07-02 323.104218 0.0 34.974365 0.021190 Short Closed
(WSM, WSM) 7.817295 2025-07-02 177.773824 0.0 2025-08-25 196.888734 0.0 -149.426886 -0.107524 Short Closed
(AJG, AJG) 3.000000 2025-07-02 315.056396 0.0 2025-07-23 310.117126 0.0 -14.817810 -0.015677 Long Closed
(AJG, AJG) 3.000000 2025-07-23 310.117126 0.0 2025-08-25 297.973450 0.0 36.431030 0.039158 Short Closed
(WSM, WSM) 8.000000 2025-08-25 196.155842 0.0 2025-11-24 185.901264 0.0 -82.036621 -0.052278 Long Open
(AJG, AJG) 3.000000 2025-08-25 297.973450 0.0 2025-10-16 280.170013 0.0 -53.410309 -0.059748 Long Closed
(AJG, AJG) 7.000000 2025-10-16 261.810006 0.0 2025-11-24 248.102853 0.0 95.950073 0.052355 Short Open


group
Start 2024-06-26 00:00:00
End 2025-11-24 00:00:00
Period 356 days 00:00:00
Start Value 1000.0
End Value 1997.464222
Total Return [%] 99.746422
Max Gross Exposure [%] 735.794267
Total Fees Paid 0.0
Max Drawdown [%] 17.204935
Max Drawdown Duration 80 days 00:00:00
Profit Factor 3.63137
Expectancy 13.190995
Sharpe Ratio 2.211261
Calmar Ratio 6.002405
Omega Ratio 1.436272
Sortino Ratio 3.928838
Skew 1.362201
Kurtosis 8.082649
Tail Ratio 1.290705
Common Sense Ratio 2.623629
Value at Risk -0.023414
Alpha 1.068532
Beta 0.17768
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
(DAL, DAL) 21.181424 2024-09-26 51.124138 0.0 2024-10-25 53.514608 0.0 50.633565 0.046758 Long Closed
(AFL, AFL) 13.000000 2024-09-26 108.105902 0.0 2024-10-25 108.326954 0.0 -2.873680 -0.002045 Short Closed
(DAL, DAL) 19.000000 2024-10-25 53.952130 0.0 2024-11-27 62.526532 0.0 -162.913643 -0.158926 Short Closed
(AFL, AFL) 9.000000 2024-10-25 106.907761 0.0 2024-11-27 111.638734 0.0 42.578758 0.044253 Long Closed
(DAL, DAL) 20.814156 2024-11-27 63.280285 0.0 2025-02-14 64.984512 0.0 35.472060 0.026931 Long Closed
(AFL, AFL) 12.000000 2024-11-27 108.234896 0.0 2025-02-14 100.955632 0.0 87.351166 0.067254 Short Closed
(DAL, DAL) 16.792217 2025-02-14 63.988247 0.0 2025-04-04 36.897701 0.0 454.910310 0.423368 Short Closed
(AFL, AFL) 9.000000 2025-02-14 101.118713 0.0 2025-04-04 100.346176 0.0 -6.952835 -0.007640 Long Closed
(DAL, DAL) 33.101959 2025-04-04 37.384720 0.0 2025-05-12 47.858429 0.0 346.700283 0.280160 Long Closed
(AFL, AFL) 10.000000 2025-04-04 100.151349 0.0 2025-05-12 103.852095 0.0 -37.007462 -0.036952 Short Closed
(DAL, DAL) 22.222604 2025-05-12 50.520759 0.0 2025-06-16 49.391858 0.0 25.087124 0.022345 Short Closed
(AFL, AFL) 9.000000 2025-05-12 103.878662 0.0 2025-06-16 101.632431 0.0 -20.216080 -0.021624 Long Closed
(DAL, DAL) 21.351534 2025-06-16 48.954933 0.0 2025-07-11 55.599383 0.0 141.869213 0.135726 Long Closed
(AFL, AFL) 11.000000 2025-06-16 101.278042 0.0 2025-09-15 106.565387 0.0 -58.160789 -0.052206 Short Closed
(DAL, DAL) 19.305566 2025-07-11 56.126646 0.0 2025-08-12 58.065325 0.0 -37.427297 -0.034541 Short Closed
(DAL, DAL) 19.000000 2025-08-12 58.257735 0.0 2025-09-15 58.561543 0.0 5.772350 0.005215 Long Closed
(DAL, DAL) 21.000000 2025-09-15 58.226634 0.0 2025-11-04 56.512411 0.0 35.998680 0.029441 Short Closed
(AFL, AFL) 12.000000 2025-09-15 108.402984 0.0 2025-11-24 110.444777 0.0 24.501518 0.018835 Long Open
(DAL, DAL) 18.752638 2025-11-04 55.952359 0.0 2025-11-24 59.799337 0.0 72.140981 0.068755 Long Open


group
Start 2024-06-26 00:00:00
End 2025-11-24 00:00:00
Period 356 days 00:00:00
Start Value 1000.0
End Value 2165.626892
Total Return [%] 116.562689
Max Gross Exposure [%] 1128.346381
Total Fees Paid 0.0
Max Drawdown [%] 10.876363
Max Drawdown Duration 91 days 00:00:00
Profit Factor 3.927499
Expectancy 12.425539
Sharpe Ratio 2.792199
Calmar Ratio 11.109852
Omega Ratio 1.698035
Sortino Ratio 5.731714
Skew 2.476494
Kurtosis 17.703056
Tail Ratio 1.725814
Common Sense Ratio 3.811197
Value at Risk -0.014777
Alpha 1.517582
Beta -0.344707
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
(PCAR, PCAR) 10.000000 2024-09-24 94.893639 0.0 2024-10-09 99.295288 0.0 44.016495 0.046385 Long Closed
(IP, IP) 16.659874 2024-09-24 46.354061 0.0 2024-10-09 44.886436 0.0 24.450442 0.031661 Short Closed
(PCAR, PCAR) 14.000000 2024-10-09 100.968090 0.0 2024-12-05 110.013196 0.0 -126.631485 -0.089584 Short Closed
(IP, IP) 26.000000 2024-10-09 45.659589 0.0 2024-12-05 53.484877 0.0 203.457493 0.171383 Long Closed
(PCAR, PCAR) 8.862270 2024-12-05 111.345252 0.0 2024-12-10 110.679382 0.0 -5.901114 -0.005980 Long Closed
(IP, IP) 32.803853 2024-12-05 52.090411 0.0 2025-03-07 51.177614 0.0 29.943256 0.017523 Short Closed
(PCAR, PCAR) 10.000000 2024-12-10 110.432832 0.0 2024-12-31 103.503822 0.0 69.290092 0.062744 Short Closed
(PCAR, PCAR) 9.000000 2024-12-31 102.655373 0.0 2025-03-07 108.955055 0.0 56.697144 0.061367 Long Closed
(PCAR, PCAR) 10.372276 2025-03-07 107.373763 0.0 2025-04-08 85.783654 0.0 223.938570 0.201074 Short Closed
(IP, IP) 22.000000 2025-03-07 50.567311 0.0 2025-04-02 52.666724 0.0 46.187092 0.041517 Long Closed
(IP, IP) 28.000000 2025-04-02 49.999285 0.0 2025-05-09 43.529168 0.0 181.163265 0.129404 Short Closed
(PCAR, PCAR) 13.000000 2025-04-08 86.009296 0.0 2025-05-09 90.152662 0.0 53.863754 0.048173 Long Closed
(IP, IP) 26.000000 2025-05-09 43.211528 0.0 2025-06-20 45.132426 0.0 49.943344 0.044453 Long Closed
(PCAR, PCAR) 12.000000 2025-05-09 89.811976 0.0 2025-06-20 90.752405 0.0 -11.285149 -0.010471 Short Closed
(IP, IP) 15.231261 2025-06-20 44.831116 0.0 2025-07-16 50.020954 0.0 -79.047775 -0.115764 Short Closed
(PCAR, PCAR) 10.000000 2025-06-20 90.428979 0.0 2025-07-16 94.757187 0.0 43.282080 0.047863 Long Closed
(PCAR, PCAR) 13.000000 2025-07-16 95.930779 0.0 2025-09-04 98.576127 0.0 -34.389534 -0.027576 Short Closed
(IP, IP) 25.000000 2025-07-16 49.598165 0.0 2025-09-04 48.022405 0.0 -39.393993 -0.031771 Long Closed
(PCAR, PCAR) 10.000000 2025-09-04 98.094323 0.0 2025-09-15 101.785165 0.0 36.908421 0.037625 Long Closed
(IP, IP) 26.870967 2025-09-04 47.242364 0.0 2025-11-24 39.678160 0.0 203.257478 0.160115 Short Open
(PCAR, PCAR) 10.641344 2025-09-15 101.439414 0.0 2025-10-13 93.474912 0.0 84.753001 0.078515 Short Closed
(PCAR, PCAR) 12.000000 2025-10-13 93.828880 0.0 2025-11-24 103.089214 0.0 111.124016 0.098694 Long Open


group
Start 2024-06-26 00:00:00
End 2025-11-24 00:00:00
Period 356 days 00:00:00
Start Value 1000.0
End Value 1900.385135
Total Return [%] 90.038513
Max Gross Exposure [%] 3983.281867
Total Fees Paid 0.0
Max Drawdown [%] 6.486478
Max Drawdown Duration 101 days 00:00:00
Profit Factor 3.288659
Expectancy 18.540111
Sharpe Ratio 3.016021
Calmar Ratio 14.360388
Omega Ratio 1.715067
Sortino Ratio 6.118238
Skew 1.863918
Kurtosis 9.282647
Tail Ratio 1.884305
Common Sense Ratio 3.639504
Value at Risk -0.012173
Alpha 1.046945
Beta -0.125119
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
(NTRS, NTRS) 11.000000 2024-10-11 89.629738 0.0 2024-10-21 92.970503 0.0 -36.748413 -0.037273 Short Closed
(GD, GD) 3.000000 2024-10-11 293.413239 0.0 2024-10-21 301.879333 0.0 25.398285 0.028854 Long Closed
(NTRS, NTRS) 10.000000 2024-10-21 93.147370 0.0 2024-11-15 104.534315 0.0 113.869452 0.122247 Long Closed
(GD, GD) 3.000000 2024-10-21 301.879333 0.0 2024-11-15 282.193695 0.0 59.056915 0.065210 Short Closed
(NTRS, NTRS) 9.557079 2024-11-15 104.250608 0.0 2024-12-19 98.411240 0.0 55.807309 0.056013 Short Closed
(GD, GD) 3.000000 2024-11-15 282.193695 0.0 2024-12-19 255.041428 0.0 -81.456802 -0.096219 Long Closed
(NTRS, NTRS) 10.000000 2024-12-19 99.317639 0.0 2025-01-29 109.614318 0.0 102.966790 0.103674 Long Closed
(GD, GD) 3.000000 2024-12-19 255.041428 0.0 2025-01-29 247.697525 0.0 22.031708 0.028795 Short Closed
(NTRS, NTRS) 13.080205 2025-01-29 108.341632 0.0 2025-04-04 90.100489 0.0 238.597897 0.168367 Short Closed
(GD, GD) 6.000000 2025-01-29 247.571103 0.0 2025-03-10 261.004257 0.0 80.598923 0.054260 Long Closed
(GD, GD) 4.000000 2025-03-10 262.481056 0.0 2025-07-24 297.299500 0.0 -139.273773 -0.132651 Short Closed
(NTRS, NTRS) 13.000000 2025-04-04 85.446574 0.0 2025-05-14 101.820211 0.0 212.857285 0.191624 Long Closed
(NTRS, NTRS) 9.000000 2025-05-14 104.987907 0.0 2025-05-19 106.566818 0.0 -14.210197 -0.015039 Short Closed
(NTRS, NTRS) 12.000000 2025-05-19 110.851196 0.0 2025-07-24 126.075418 0.0 182.690674 0.137339 Long Closed
(GD, GD) 3.000000 2025-07-24 312.864838 0.0 2025-08-27 324.035736 0.0 33.512695 0.035705 Long Closed
(NTRS, NTRS) 7.814667 2025-07-24 127.644371 0.0 2025-08-27 130.323053 0.0 -20.933009 -0.020986 Short Closed
(NTRS, NTRS) 7.000000 2025-08-27 130.724005 0.0 2025-10-06 132.210007 0.0 10.402012 0.011367 Long Closed
(GD, GD) 3.000000 2025-08-27 324.035736 0.0 2025-10-06 343.158366 0.0 -57.367889 -0.059014 Short Closed
(NTRS, NTRS) 9.625791 2025-10-06 129.965026 0.0 2025-11-18 125.223328 0.0 45.642595 0.036484 Short Closed
(GD, GD) 4.000000 2025-10-06 338.736839 0.0 2025-10-24 343.279999 0.0 18.172638 0.013412 Long Closed
(GD, GD) 2.000000 2025-10-24 350.769989 0.0 2025-11-24 338.829987 0.0 23.880005 0.034039 Short Open
(NTRS, NTRS) 8.000000 2025-11-18 124.779999 0.0 2025-11-24 127.891253 0.0 24.890038 0.024934 Long Open