group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16450.509559
Total Return [%] 64.505096
Max Gross Exposure [%] 171.486329
Total Fees Paid 0.0
Max Drawdown [%] 13.739556
Max Drawdown Duration 156 days 00:00:00
Profit Factor 1.945489
Expectancy 11.471357
Sharpe Ratio 1.784581
Calmar Ratio 3.340458
Omega Ratio 1.305835
Sortino Ratio 2.71159
Skew 0.005065
Kurtosis 4.566886
Tail Ratio 1.078982
Common Sense Ratio 1.574197
Value at Risk -0.016463
Alpha 0.493673
Beta 0.005506
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, APO) 111.678729 2023-01-06 61.373074 0.0 2023-01-18 64.858981 0.0 389.301689 0.056799 Long Closed
1 1 (entries/exits, APO) 125.335600 2023-01-18 64.912903 0.0 2023-02-09 65.722752 0.0 -101.502917 -0.012476 Short Closed
2 2 (entries/exits, APO) 132.476925 2023-02-09 64.159027 0.0 2023-04-04 59.872253 0.0 -567.898610 -0.066815 Long Closed
3 3 (entries/exits, APO) 132.336095 2023-04-04 59.645603 0.0 2023-05-01 61.102788 0.0 -192.838166 -0.024431 Short Closed
4 4 (entries/exits, APO) 127.356494 2023-05-01 61.636220 0.0 2023-07-27 75.467465 0.0 1761.498958 0.224401 Long Closed
5 5 (entries/exits, APO) 97.542825 2023-07-27 77.922549 0.0 2023-08-01 79.121396 0.0 -116.938927 -0.015385 Short Closed
6 6 (entries/exits, APO) 102.529185 2023-08-01 79.166965 0.0 2023-09-13 87.393214 0.0 843.430618 0.103910 Long Closed
7 7 (entries/exits, APO) 111.967017 2023-09-13 87.652105 0.0 2023-10-12 85.738953 0.0 214.209944 0.021827 Short Closed
8 8 (entries/exits, APO) 98.843782 2023-10-12 85.359083 0.0 2023-10-18 84.687834 0.0 -66.348794 -0.007864 Long Closed
9 9 (entries/exits, APO) 116.737550 2023-10-18 83.971450 0.0 2023-10-31 75.296219 0.0 1012.725105 0.103312 Short Closed
10 10 (entries/exits, APO) 145.545865 2023-10-31 78.966574 0.0 2024-04-19 102.663735 0.0 3449.023791 0.300091 Long Closed
11 11 (entries/exits, APO) 100.587157 2024-04-19 105.520680 0.0 2024-04-26 109.874467 0.0 -437.935109 -0.041260 Short Closed
12 12 (entries/exits, APO) 99.664623 2024-04-26 109.807338 0.0 2024-06-03 114.322614 0.0 450.013318 0.041120 Long Closed
13 13 (entries/exits, APO) 169.086022 2024-06-03 111.677003 0.0 2024-09-13 112.797279 0.0 -189.423125 -0.010031 Short Closed
14 14 (entries/exits, APO) 93.206678 2024-09-13 113.643335 0.0 2024-10-30 142.299911 0.0 2670.984271 0.252162 Long Closed
15 15 (entries/exits, APO) 89.576258 2024-10-30 144.147434 0.0 2024-11-08 158.830208 0.0 -1315.227948 -0.101859 Short Closed
16 16 (entries/exits, APO) 70.773337 2024-11-08 159.976978 0.0 2024-11-20 161.341028 0.0 96.538380 0.008527 Long Open
17 17 (entries/exits stock two, ETN) 21.826945 2023-01-06 154.787997 0.0 2023-01-18 151.415242 0.0 73.616942 0.021790 Short Closed
18 18 (entries/exits stock two, ETN) 24.374667 2023-01-18 151.232115 0.0 2023-02-09 159.641645 0.0 204.979498 0.055607 Long Closed
19 19 (entries/exits stock two, ETN) 24.545759 2023-02-09 160.422000 0.0 2023-04-04 158.337028 0.0 51.177219 0.012997 Short Closed
20 20 (entries/exits stock two, ETN) 22.417102 2023-04-04 156.476444 0.0 2023-05-01 162.238221 0.0 129.162341 0.036822 Long Closed
21 21 (entries/exits stock two, ETN) 27.080403 2023-05-01 167.499010 0.0 2023-07-27 191.004163 0.0 -636.529000 -0.140330 Short Closed
22 22 (entries/exits stock two, ETN) 18.102607 2023-07-27 196.072601 0.0 2023-08-01 212.190007 0.0 291.767077 0.082201 Long Closed
23 23 (entries/exits stock two, ETN) 20.675304 2023-08-01 213.353133 0.0 2023-09-13 216.363312 0.0 -62.236355 -0.014109 Short Closed
24 24 (entries/exits stock two, ETN) 20.713000 2023-09-13 214.249735 0.0 2023-10-12 211.366324 0.0 -59.724089 -0.013458 Long Closed
25 25 (entries/exits stock two, ETN) 19.517627 2023-10-12 211.342288 0.0 2023-10-18 197.344225 0.0 273.208970 0.066234 Short Closed
26 26 (entries/exits stock two, ETN) 22.523534 2023-10-18 196.540636 0.0 2023-10-31 202.146108 0.0 126.255045 0.028521 Long Closed
27 27 (entries/exits stock two, ETN) 30.835229 2023-10-31 217.548028 0.0 2024-04-19 279.115044 0.0 -1898.433059 -0.283004 Short Closed
28 28 (entries/exits stock two, ETN) 16.379242 2024-04-19 297.370624 0.0 2024-04-26 317.313597 0.0 326.650792 0.067064 Long Closed
29 29 (entries/exits stock two, ETN) 17.068406 2024-04-26 318.350537 0.0 2024-06-03 319.719227 0.0 -23.361357 -0.004299 Short Closed
30 30 (entries/exits stock two, ETN) 27.768003 2024-06-03 307.429001 0.0 2024-09-13 302.547276 0.0 -135.555760 -0.015879 Long Closed
31 31 (entries/exits stock two, ETN) 18.951867 2024-09-13 305.913751 0.0 2024-10-30 336.865892 0.0 -586.600875 -0.101179 Short Closed
32 32 (entries/exits stock two, ETN) 17.290794 2024-10-30 338.099876 0.0 2024-11-08 360.585812 0.0 388.799678 0.066507 Long Closed
33 33 (entries/exits stock two, ETN) 14.978650 2024-11-08 362.746214 0.0 2024-11-20 356.889877 0.0 87.720017 0.016144 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14055.362069
Total Return [%] 40.553621
Max Gross Exposure [%] 12839.676408
Total Fees Paid 0.0
Max Drawdown [%] 12.22495
Max Drawdown Duration 259 days 00:00:00
Profit Factor 1.996228
Expectancy 6.749503
Sharpe Ratio 1.496267
Calmar Ratio 2.411099
Omega Ratio 1.259253
Sortino Ratio 2.51721
Skew 1.545863
Kurtosis 10.789329
Tail Ratio 1.05286
Common Sense Ratio 1.363196
Value at Risk -0.013483
Alpha 0.290219
Beta 0.057278
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CHRW) 65.803477 2023-01-18 88.014082 0.0 2023-03-14 92.387872 0.0 -287.810566 -0.049694 Short Closed
1 1 (entries/exits, CHRW) 56.453290 2023-03-14 91.271701 0.0 2023-04-28 93.932219 0.0 150.194970 0.029149 Long Closed
2 2 (entries/exits, CHRW) 56.011910 2023-04-28 94.393512 0.0 2023-05-31 89.741821 0.0 260.550115 0.049280 Short Closed
3 3 (entries/exits, CHRW) 55.100200 2023-05-31 88.353463 0.0 2023-07-03 89.927935 0.0 86.753709 0.017820 Long Closed
4 4 (entries/exits, CHRW) 60.218516 2023-07-03 90.217385 0.0 2023-08-22 88.452820 0.0 106.259512 0.019559 Short Closed
5 5 (entries/exits, CHRW) 55.171014 2023-08-22 87.102456 0.0 2023-09-28 82.861502 0.0 -233.977712 -0.048689 Long Closed
6 6 (entries/exits, CHRW) 56.847103 2023-09-28 82.545984 0.0 2023-10-13 79.787649 0.0 156.803347 0.033416 Short Closed
7 7 (entries/exits, CHRW) 63.624801 2023-10-13 79.426346 0.0 2023-12-04 81.524774 0.0 133.512057 0.026420 Long Closed
8 8 (entries/exits, CHRW) 65.602494 2023-12-04 81.913889 0.0 2024-02-01 72.483379 0.0 618.665031 0.115127 Short Closed
9 9 (entries/exits, CHRW) 73.258915 2024-02-01 70.223942 0.0 2024-03-12 72.722162 0.0 183.016854 0.035575 Long Closed
10 10 (entries/exits, CHRW) 74.149267 2024-03-12 72.707625 0.0 2024-04-02 69.804606 0.0 215.256712 0.039927 Short Closed
11 11 (entries/exits, CHRW) 78.995031 2024-04-02 69.450190 0.0 2024-05-02 76.995363 0.0 596.031169 0.108642 Long Closed
12 12 (entries/exits, CHRW) 87.460029 2024-05-02 78.895557 0.0 2024-07-10 82.853449 0.0 -346.157361 -0.050166 Short Closed
13 13 (entries/exits, CHRW) 62.331369 2024-07-10 82.999881 0.0 2024-08-01 98.104911 0.0 941.517256 0.181989 Long Closed
14 14 (entries/exits, CHRW) 63.531983 2024-08-01 98.807624 0.0 2024-09-12 97.249913 0.0 98.964428 0.015765 Short Closed
15 15 (entries/exits, CHRW) 55.731725 2024-09-12 97.144697 0.0 2024-09-23 103.802318 0.0 371.040729 0.068533 Long Closed
16 16 (entries/exits, CHRW) 60.070201 2024-09-23 104.141544 0.0 2024-10-23 105.494315 0.0 -81.261179 -0.012990 Short Closed
17 17 (entries/exits, CHRW) 54.001226 2024-10-23 105.337407 0.0 2024-10-30 107.080987 0.0 94.155454 0.016552 Long Closed
18 18 (entries/exits, CHRW) 53.376284 2024-10-30 107.086006 0.0 2024-10-31 100.639748 0.0 344.077329 0.060197 Short Closed
19 19 (entries/exits, CHRW) 60.741796 2024-10-31 100.617524 0.0 2024-11-07 105.335689 0.0 286.589767 0.046892 Long Closed
20 20 (entries/exits, CHRW) 64.083153 2024-11-07 105.512381 0.0 2024-11-20 106.575891 0.0 -68.153127 -0.010079 Short Open
21 21 (entries/exits stock two, LNT) 124.805289 2023-01-18 48.716704 0.0 2023-03-14 47.892638 0.0 -102.847783 -0.016915 Long Closed
22 22 (entries/exits stock two, LNT) 129.055842 2023-03-14 47.814216 0.0 2023-04-28 50.533823 0.0 -350.981179 -0.056879 Short Closed
23 23 (entries/exits stock two, LNT) 108.158248 2023-04-28 50.810517 0.0 2023-05-31 47.698691 0.0 -336.569702 -0.061244 Long Closed
24 24 (entries/exits stock two, LNT) 117.397750 2023-05-31 47.649073 0.0 2023-07-03 49.033780 0.0 -162.561435 -0.029061 Short Closed
25 25 (entries/exits stock two, LNT) 112.786849 2023-07-03 49.019329 0.0 2023-08-22 47.188292 0.0 -206.516912 -0.037353 Long Closed
26 26 (entries/exits stock two, LNT) 119.481739 2023-08-22 46.911450 0.0 2023-09-28 45.104714 0.0 215.872000 0.038514 Short Closed
27 27 (entries/exits stock two, LNT) 112.965794 2023-09-28 44.769822 0.0 2023-10-13 46.321172 0.0 175.249469 0.034652 Long Closed
28 28 (entries/exits stock two, LNT) 128.781576 2023-10-13 46.314553 0.0 2023-12-04 48.040179 0.0 -222.228759 -0.037259 Short Closed
29 29 (entries/exits stock two, LNT) 117.631410 2023-12-04 48.233003 0.0 2024-02-01 47.441262 0.0 -93.133521 -0.016415 Long Closed
30 30 (entries/exits stock two, LNT) 133.170700 2024-02-01 47.065241 0.0 2024-03-12 46.294884 0.0 102.588950 0.016368 Short Closed
31 31 (entries/exits stock two, LNT) 123.780456 2024-03-12 46.343504 0.0 2024-04-02 47.469437 0.0 139.368399 0.024295 Long Closed
32 32 (entries/exits stock two, LNT) 130.552226 2024-04-02 47.372257 0.0 2024-05-02 48.575116 0.0 -157.035933 -0.025392 Short Closed
33 33 (entries/exits stock two, LNT) 132.336073 2024-05-02 48.742808 0.0 2024-07-10 49.758773 0.0 134.448805 0.020843 Long Closed
34 34 (entries/exits stock two, LNT) 119.739295 2024-07-10 49.995851 0.0 2024-08-01 54.488098 0.0 -537.898555 -0.089852 Short Closed
35 35 (entries/exits stock two, LNT) 115.901293 2024-08-01 54.825890 0.0 2024-09-12 56.919781 0.0 242.684666 0.038192 Long Closed
36 36 (entries/exits stock two, LNT) 111.294934 2024-09-12 57.044489 0.0 2024-09-23 58.394844 0.0 -150.287634 -0.023672 Short Closed
37 37 (entries/exits stock two, LNT) 113.242315 2024-09-23 58.409760 0.0 2024-10-23 59.832082 0.0 161.067029 0.024351 Long Closed
38 38 (entries/exits stock two, LNT) 111.983464 2024-10-23 59.816249 0.0 2024-10-30 57.389180 0.0 271.791570 0.040575 Short Closed
39 39 (entries/exits stock two, LNT) 112.794514 2024-10-30 57.366894 0.0 2024-10-31 58.537647 0.0 132.054569 0.020408 Long Closed
40 40 (entries/exits stock two, LNT) 126.766409 2024-10-31 58.302841 0.0 2024-11-07 54.879481 0.0 433.967061 0.058717 Short Closed
41 41 (entries/exits stock two, LNT) 130.348157 2024-11-07 54.892039 0.0 2024-11-20 60.571463 0.0 740.302468 0.103465 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16981.459215
Total Return [%] 69.814592
Max Gross Exposure [%] 2814.174644
Total Fees Paid 0.0
Max Drawdown [%] 8.702135
Max Drawdown Duration 79 days 00:00:00
Profit Factor 2.71779
Expectancy 14.435847
Sharpe Ratio 2.317834
Calmar Ratio 5.683199
Omega Ratio 1.433741
Sortino Ratio 4.182068
Skew 1.757072
Kurtosis 11.90079
Tail Ratio 1.216507
Common Sense Ratio 1.818143
Value at Risk -0.011924
Alpha 0.50015
Beta 0.034889
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CHRW) 61.280579 2022-12-28 84.861491 0.0 2023-01-23 90.935806 0.0 372.237549 0.071579 Long Closed
1 1 (entries/exits, CHRW) 75.074626 2023-01-23 91.650416 0.0 2023-04-04 90.395954 0.0 94.178285 0.013687 Short Closed
2 2 (entries/exits, CHRW) 57.144870 2023-04-04 88.675721 0.0 2023-04-24 92.244852 0.0 203.957520 0.040249 Long Closed
3 3 (entries/exits, CHRW) 56.959634 2023-04-24 92.236431 0.0 2023-04-26 86.652214 0.0 318.074967 0.060542 Short Closed
4 4 (entries/exits, CHRW) 59.704708 2023-04-26 86.652214 0.0 2023-04-27 93.378288 0.0 401.578296 0.077621 Long Closed
5 5 (entries/exits, CHRW) 68.087298 2023-04-27 93.474004 0.0 2023-05-31 89.744286 0.0 253.946395 0.039901 Short Closed
6 6 (entries/exits, CHRW) 66.315702 2023-05-31 88.375300 0.0 2023-07-03 89.930618 0.0 103.142015 0.017599 Long Closed
7 7 (entries/exits, CHRW) 73.872580 2023-07-03 90.148634 0.0 2023-08-23 88.654603 0.0 110.367944 0.016573 Short Closed
8 8 (entries/exits, CHRW) 69.262886 2023-08-23 87.277062 0.0 2023-09-27 82.008996 0.0 -364.881457 -0.060360 Long Closed
9 9 (entries/exits, CHRW) 72.927313 2023-09-27 81.807971 0.0 2023-10-13 79.825522 0.0 144.574694 0.024233 Short Closed
10 10 (entries/exits, CHRW) 81.299212 2023-10-13 79.449528 0.0 2023-12-06 81.273637 0.0 148.298601 0.022959 Long Closed
11 11 (entries/exits, CHRW) 73.163000 2023-12-06 81.786885 0.0 2024-01-09 82.834706 0.0 -76.661743 -0.012812 Short Closed
12 12 (entries/exits, CHRW) 70.332459 2024-01-09 82.783348 0.0 2024-01-22 83.301506 0.0 36.443330 0.006259 Long Closed
13 13 (entries/exits, CHRW) 75.283275 2024-01-22 83.172165 0.0 2024-02-01 70.660978 0.0 941.883112 0.150425 Short Closed
14 14 (entries/exits, CHRW) 99.057394 2024-02-01 70.218557 0.0 2024-03-12 72.757339 0.0 251.485119 0.036155 Long Closed
15 15 (entries/exits, CHRW) 102.296987 2024-03-12 72.678039 0.0 2024-04-02 69.826155 0.0 291.739145 0.039240 Short Closed
16 16 (entries/exits, CHRW) 105.429369 2024-04-02 69.462778 0.0 2024-05-02 77.094504 0.0 804.608063 0.109868 Long Closed
17 17 (entries/exits, CHRW) 118.385202 2024-05-02 78.866774 0.0 2024-07-11 83.391114 0.0 -535.614950 -0.057367 Short Closed
18 18 (entries/exits, CHRW) 81.415923 2024-07-11 83.906873 0.0 2024-08-01 98.558116 0.0 1192.844462 0.174613 Long Closed
19 19 (entries/exits, CHRW) 85.000985 2024-08-01 98.815207 0.0 2024-09-11 97.756681 0.0 89.975746 0.010712 Short Closed
20 20 (entries/exits, CHRW) 76.794502 2024-09-11 97.736476 0.0 2024-09-19 101.193623 0.0 265.489845 0.035372 Long Closed
21 21 (entries/exits, CHRW) 86.449801 2024-09-19 101.725571 0.0 2024-10-23 105.465063 0.0 -323.278341 -0.036761 Short Closed
22 22 (entries/exits, CHRW) 76.389569 2024-10-23 105.334277 0.0 2024-10-30 107.083552 0.0 133.626416 0.016607 Long Closed
23 23 (entries/exits, CHRW) 75.497758 2024-10-30 107.086006 0.0 2024-10-31 100.639748 0.0 486.678067 0.060197 Short Closed
24 24 (entries/exits, CHRW) 82.643900 2024-10-31 100.630303 0.0 2024-11-06 103.903026 0.0 270.470602 0.032522 Long Closed
25 25 (entries/exits, CHRW) 85.491057 2024-11-06 104.067815 0.0 2024-11-20 106.558798 0.0 -212.956723 -0.023936 Short Open
26 26 (entries/exits stock two, O) 100.299516 2022-12-28 54.499959 0.0 2023-01-23 57.628605 0.0 -313.801661 -0.057406 Short Closed
27 27 (entries/exits stock two, O) 108.220723 2023-01-23 57.346916 0.0 2023-04-04 55.171632 0.0 -235.410832 -0.037932 Long Closed
28 28 (entries/exits stock two, O) 97.818870 2023-04-04 54.821022 0.0 2023-04-24 54.233470 0.0 57.473679 0.010718 Short Closed
29 29 (entries/exits stock two, O) 95.911645 2023-04-24 54.242231 0.0 2023-04-26 53.561417 0.0 -65.298015 -0.012551 Long Closed
30 30 (entries/exits stock two, O) 98.165185 2023-04-26 53.561417 0.0 2023-04-27 54.417561 0.0 -84.043529 -0.015984 Short Closed
31 31 (entries/exits stock two, O) 110.238436 2023-04-27 54.294003 0.0 2023-05-31 52.488964 0.0 -198.984735 -0.033246 Long Closed
32 32 (entries/exits stock two, O) 113.326006 2023-05-31 52.410541 0.0 2023-07-03 53.255914 0.0 -95.802765 -0.016130 Short Closed
33 33 (entries/exits stock two, O) 117.506956 2023-07-03 53.161344 0.0 2023-08-23 51.018035 0.0 -251.853766 -0.040317 Long Closed
34 34 (entries/exits stock two, O) 129.648546 2023-08-23 50.202863 0.0 2023-09-27 44.629355 0.0 722.597237 0.111020 Short Closed
35 35 (entries/exits stock two, O) 129.311663 2023-09-27 44.331134 0.0 2023-10-13 45.376403 0.0 135.165435 0.023579 Long Closed
36 36 (entries/exits stock two, O) 157.219212 2023-10-13 45.144785 0.0 2023-12-06 48.503646 0.0 -528.077428 -0.074402 Short Closed
37 37 (entries/exits stock two, O) 117.052057 2023-12-06 49.653197 0.0 2024-01-09 53.785700 0.0 483.717933 0.083227 Long Closed
38 38 (entries/exits stock two, O) 114.777812 2024-01-09 53.835271 0.0 2024-01-22 50.625405 0.0 368.421415 0.059624 Short Closed
39 39 (entries/exits stock two, O) 122.218803 2024-01-22 50.575094 0.0 2024-02-01 50.538797 0.0 -4.436146 -0.000718 Long Closed
40 40 (entries/exits stock two, O) 155.589008 2024-02-01 50.111164 0.0 2024-03-12 48.576489 0.0 238.778463 0.030625 Short Closed
41 41 (entries/exits stock two, O) 144.455164 2024-03-12 48.607452 0.0 2024-04-02 48.856433 0.0 35.966548 0.005122 Long Closed
42 42 (entries/exits stock two, O) 151.599697 2024-04-02 48.777719 0.0 2024-05-02 50.745921 0.0 -298.378870 -0.040350 Short Closed
43 43 (entries/exits stock two, O) 157.857276 2024-05-02 50.755181 0.0 2024-07-11 51.299074 0.0 85.857411 0.010716 Long Closed
44 44 (entries/exits stock two, O) 138.841225 2024-07-11 51.661320 0.0 2024-08-01 54.537160 0.0 -399.285099 -0.055667 Short Closed
45 45 (entries/exits stock two, O) 140.481623 2024-08-01 54.785639 0.0 2024-09-11 59.068184 0.0 601.618769 0.078169 Long Closed
46 46 (entries/exits stock two, O) 131.098801 2024-09-11 59.202098 0.0 2024-09-19 57.410559 0.0 234.868658 0.030261 Short Closed
47 47 (entries/exits stock two, O) 144.188777 2024-09-19 57.520526 0.0 2024-10-23 60.844312 0.0 479.252672 0.057784 Long Closed
48 48 (entries/exits stock two, O) 142.238267 2024-10-23 60.772711 0.0 2024-10-30 57.433834 0.0 474.916065 0.054940 Short Closed
49 49 (entries/exits stock two, O) 143.060675 2024-10-30 57.433834 0.0 2024-10-31 56.379745 0.0 -150.798626 -0.018353 Long Closed
50 50 (entries/exits stock two, O) 152.154955 2024-10-31 56.373619 0.0 2024-11-06 54.384739 0.0 302.617950 0.035280 Short Closed
51 51 (entries/exits stock two, O) 162.422317 2024-11-06 54.363075 0.0 2024-11-20 54.265622 0.0 -15.828508 -0.001793 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13942.191819
Total Return [%] 39.421918
Max Gross Exposure [%] 118.311003
Total Fees Paid 0.0
Max Drawdown [%] 15.120957
Max Drawdown Duration 143 days 00:00:00
Profit Factor 1.959821
Expectancy 6.466067
Sharpe Ratio 1.442967
Calmar Ratio 1.896951
Omega Ratio 1.227033
Sortino Ratio 2.114982
Skew -0.223657
Kurtosis 2.89316
Tail Ratio 0.928641
Common Sense Ratio 1.19501
Value at Risk -0.016286
Alpha 0.277966
Beta 0.069073
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CL) 134.739820 2023-01-09 73.795572 0.0 2023-02-17 70.302690 0.0 -470.630321 -0.047332 Long Closed
1 1 (entries/exits, CL) 155.984481 2023-02-17 70.033404 0.0 2023-03-16 68.828637 0.0 187.924972 0.017203 Short Closed
2 2 (entries/exits, CL) 140.150797 2023-03-16 68.819835 0.0 2023-03-28 70.282119 0.0 204.940305 0.021248 Long Closed
3 3 (entries/exits, CL) 140.266284 2023-03-28 70.282599 0.0 2023-03-30 70.990173 0.0 -99.248786 -0.010068 Short Closed
4 4 (entries/exits, CL) 137.462839 2023-03-30 70.990119 0.0 2023-04-12 71.744781 0.0 103.737990 0.010631 Long Closed
5 5 (entries/exits, CL) 147.671069 2023-04-12 71.841459 0.0 2023-05-15 76.516781 0.0 -690.409834 -0.065078 Short Closed
6 6 (entries/exits, CL) 119.603598 2023-05-15 76.968766 0.0 2023-07-07 71.769448 0.0 -621.857224 -0.067551 Long Closed
7 7 (entries/exits, CL) 121.560708 2023-07-07 71.761730 0.0 2023-07-17 71.776201 0.0 -1.759162 -0.000202 Short Closed
8 8 (entries/exits, CL) 119.364059 2023-07-17 71.757345 0.0 2023-07-20 73.567421 0.0 216.058021 0.025225 Long Closed
9 9 (entries/exits, CL) 122.003159 2023-07-20 73.569669 0.0 2023-07-28 72.294312 0.0 155.597649 0.017335 Short Closed
10 10 (entries/exits, CL) 124.099414 2023-07-28 72.247088 0.0 2023-09-15 69.909980 0.0 -290.033842 -0.032349 Long Closed
11 11 (entries/exits, CL) 143.959433 2023-09-15 69.648185 0.0 2023-10-10 66.522485 0.0 449.974008 0.044878 Short Closed
12 12 (entries/exits, CL) 137.716498 2023-10-10 66.411980 0.0 2024-01-05 76.896613 0.0 1443.906958 0.157873 Long Closed
13 13 (entries/exits, CL) 139.968745 2024-01-05 76.930315 0.0 2024-01-19 77.762313 0.0 -116.453766 -0.010815 Short Closed
14 14 (entries/exits, CL) 134.460168 2024-01-19 77.780064 0.0 2024-04-04 84.550857 0.0 910.401875 0.087050 Long Closed
15 15 (entries/exits, CL) 140.340126 2024-04-04 84.516612 0.0 2024-04-29 87.800944 0.0 -460.923572 -0.038860 Short Closed
16 16 (entries/exits, CL) 123.815145 2024-04-29 88.065398 0.0 2024-07-17 96.693547 0.0 1068.295540 0.097974 Long Closed
17 17 (entries/exits, CL) 143.382919 2024-07-17 96.802864 0.0 2024-08-15 99.164704 0.0 -338.647487 -0.024398 Short Closed
18 18 (entries/exits, CL) 117.032792 2024-08-15 99.219622 0.0 2024-09-04 106.379099 0.0 837.893551 0.072158 Long Closed
19 19 (entries/exits, CL) 133.423061 2024-09-04 105.907433 0.0 2024-09-26 100.817297 0.0 679.141510 0.048062 Short Closed
20 20 (entries/exits, CL) 130.304742 2024-09-26 100.795931 0.0 2024-10-15 99.320081 0.0 -192.310225 -0.014642 Long Closed
21 21 (entries/exits, CL) 178.105941 2024-10-15 97.441930 0.0 2024-11-20 92.349409 0.0 907.008242 0.052262 Short Open
22 22 (entries/exits stock two, KLAC) 0.257559 2023-01-09 395.748967 0.0 2023-02-17 383.961553 0.0 3.035950 0.029785 Short Closed
23 23 (entries/exits stock two, KLAC) 0.254228 2023-02-17 376.433844 0.0 2023-03-16 379.615349 0.0 0.808829 0.008452 Long Closed
24 24 (entries/exits stock two, KLAC) 0.231417 2023-03-16 379.430943 0.0 2023-03-28 362.449276 0.0 3.929843 0.044756 Short Closed
25 25 (entries/exits stock two, KLAC) 0.228589 2023-03-28 362.023010 0.0 2023-03-30 386.054491 0.0 5.493343 0.066381 Long Closed
26 26 (entries/exits stock two, KLAC) 0.232922 2023-03-30 385.072122 0.0 2023-04-12 361.744458 0.0 5.433528 0.060580 Short Closed
27 27 (entries/exits stock two, KLAC) 0.266128 2023-04-12 360.714453 0.0 2023-05-15 390.109368 0.0 7.822796 0.081491 Long Closed
28 28 (entries/exits stock two, KLAC) 0.231537 2023-05-15 403.957144 0.0 2023-07-07 444.870583 0.0 -9.472966 -0.101282 Short Closed
29 29 (entries/exits stock two, KLAC) 0.164985 2023-07-07 446.371796 0.0 2023-07-17 478.752546 0.0 5.342329 0.072542 Long Closed
30 30 (entries/exits stock two, KLAC) 0.157965 2023-07-17 479.333401 0.0 2023-07-20 440.679352 0.0 6.105972 0.080641 Short Closed
31 31 (entries/exits stock two, KLAC) 0.170116 2023-07-20 440.795962 0.0 2023-07-28 497.120936 0.0 9.581783 0.127780 Long Closed
32 32 (entries/exits stock two, KLAC) 0.191896 2023-07-28 495.754578 0.0 2023-09-15 453.832794 0.0 8.044617 0.084562 Short Closed
33 33 (entries/exits stock two, KLAC) 0.182494 2023-09-15 445.629635 0.0 2023-10-10 464.373254 0.0 3.420596 0.042061 Long Closed
34 34 (entries/exits stock two, KLAC) 0.248675 2023-10-10 480.391239 0.0 2024-01-05 529.912977 0.0 -12.314800 -0.103086 Short Closed
35 35 (entries/exits stock two, KLAC) 0.166892 2024-01-05 535.959664 0.0 2024-01-19 599.855546 0.0 10.663684 0.119218 Long Closed
36 36 (entries/exits stock two, KLAC) 0.210921 2024-01-19 615.408921 0.0 2024-04-04 662.184594 0.0 -9.865993 -0.076007 Short Closed
37 37 (entries/exits stock two, KLAC) 0.163244 2024-04-04 662.574989 0.0 2024-04-29 697.630558 0.0 5.722599 0.052908 Long Closed
38 38 (entries/exits stock two, KLAC) 0.182258 2024-04-29 719.563807 0.0 2024-07-17 776.118267 0.0 -10.307489 -0.078595 Short Closed
39 39 (entries/exits stock two, KLAC) 0.172145 2024-07-17 762.811198 0.0 2024-08-15 812.658382 0.0 8.580937 0.065347 Long Closed
40 40 (entries/exits stock two, KLAC) 0.150064 2024-08-15 815.171069 0.0 2024-09-04 742.423211 0.0 10.916826 0.089242 Short Closed
41 41 (entries/exits stock two, KLAC) 0.162756 2024-09-04 735.422728 0.0 2024-09-26 791.414339 0.0 9.112977 0.076135 Long Closed
42 42 (entries/exits stock two, KLAC) 0.149634 2024-09-26 794.800430 0.0 2024-10-15 711.576545 0.0 12.453152 0.104710 Short Closed
43 43 (entries/exits stock two, KLAC) 0.216853 2024-10-15 687.759233 0.0 2024-11-20 618.942549 0.0 -14.923095 -0.100059 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13643.205106
Total Return [%] 36.432051
Max Gross Exposure [%] 155.36251
Total Fees Paid 0.0
Max Drawdown [%] 15.722399
Max Drawdown Duration 212 days 00:00:00
Profit Factor 1.886375
Expectancy 6.30938
Sharpe Ratio 1.44186
Calmar Ratio 1.690847
Omega Ratio 1.239853
Sortino Ratio 2.134681
Skew -0.330409
Kurtosis 4.853518
Tail Ratio 1.188443
Common Sense Ratio 1.504381
Value at Risk -0.012987
Alpha 0.310081
Beta -0.054514
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSGP) 51.729233 2023-01-05 74.901182 0.0 2023-01-12 80.215516 0.0 274.906443 0.070951 Long Closed
1 1 (entries/exits, CSGP) 59.046599 2023-01-12 79.779653 0.0 2023-02-14 77.065365 0.0 160.269491 0.034022 Short Closed
2 2 (entries/exits, CSGP) 66.628371 2023-02-14 75.104687 0.0 2023-04-26 71.480954 0.0 -241.443434 -0.048249 Long Closed
3 3 (entries/exits, CSGP) 65.722586 2023-04-26 73.909613 0.0 2023-07-26 83.224647 0.0 -612.208124 -0.126033 Short Closed
4 4 (entries/exits, CSGP) 48.564957 2023-07-26 83.865444 0.0 2023-08-30 82.498856 0.0 -66.368310 -0.016295 Long Closed
5 5 (entries/exits, CSGP) 47.992448 2023-08-30 82.527575 0.0 2023-09-15 79.215048 0.0 158.976286 0.040138 Short Closed
6 6 (entries/exits, CSGP) 53.523959 2023-09-15 78.890600 0.0 2023-10-05 79.442571 0.0 29.543675 0.006997 Long Closed
7 7 (entries/exits, CSGP) 56.537885 2023-10-05 79.487160 0.0 2023-10-19 74.172033 0.0 300.506050 0.066868 Short Closed
8 8 (entries/exits, CSGP) 63.621286 2023-10-19 73.870893 0.0 2023-11-10 79.134284 0.0 334.863730 0.071251 Long Closed
9 9 (entries/exits, CSGP) 78.924434 2023-11-10 80.703963 0.0 2024-02-16 82.666058 0.0 -154.857230 -0.024312 Short Closed
10 10 (entries/exits, CSGP) 52.428560 2024-02-16 81.448104 0.0 2024-02-28 86.196017 0.0 248.926272 0.058294 Long Closed
11 11 (entries/exits, CSGP) 60.779975 2024-02-28 87.353085 0.0 2024-04-12 91.158373 0.0 -231.285306 -0.043562 Short Closed
12 12 (entries/exits, CSGP) 63.820707 2024-04-12 87.793878 0.0 2024-07-12 77.206912 0.0 -675.667639 -0.120589 Long Closed
13 13 (entries/exits, CSGP) 57.906375 2024-07-12 75.847808 0.0 2024-08-02 75.405144 0.0 25.633052 0.005836 Short Closed
14 14 (entries/exits, CSGP) 59.556703 2024-08-02 75.097877 0.0 2024-08-26 77.617782 0.0 150.077236 0.033555 Long Closed
15 15 (entries/exits, CSGP) 61.513440 2024-08-26 77.790825 0.0 2024-09-17 75.925745 0.0 114.727518 0.023976 Short Closed
16 16 (entries/exits, CSGP) 64.256190 2024-09-17 75.618018 0.0 2024-10-17 78.146005 0.0 162.438779 0.033431 Long Closed
17 17 (entries/exits, CSGP) 59.195915 2024-10-17 78.291788 0.0 2024-10-23 72.903357 0.0 318.973139 0.068825 Short Closed
18 18 (entries/exits, CSGP) 67.137000 2024-10-23 72.840769 0.0 2024-11-07 76.228765 0.0 227.459866 0.046512 Long Closed
19 19 (entries/exits, CSGP) 67.105027 2024-11-07 76.266805 0.0 2024-11-15 71.357222 0.0 329.457705 0.064374 Short Closed
20 20 (entries/exits, CSGP) 72.672705 2024-11-15 71.260393 0.0 2024-11-20 76.214142 0.0 360.002385 0.069516 Long Open
21 21 (entries/exits stock two, EXC) 161.973325 2023-01-05 38.599274 0.0 2023-01-12 39.143058 0.0 -88.078526 -0.014088 Short Closed
22 22 (entries/exits stock two, EXC) 175.884995 2023-01-12 38.957599 0.0 2023-02-14 37.886440 0.0 -188.400860 -0.027496 Long Closed
23 23 (entries/exits stock two, EXC) 211.555162 2023-02-14 37.731835 0.0 2023-04-26 38.643659 0.0 -192.901249 -0.024166 Short Closed
24 24 (entries/exits stock two, EXC) 172.375045 2023-04-26 38.756498 0.0 2023-07-26 39.251070 0.0 85.251787 0.012761 Long Closed
25 25 (entries/exits stock two, EXC) 166.751137 2023-07-26 39.310898 0.0 2023-08-30 37.396191 0.0 319.279423 0.048707 Short Closed
26 26 (entries/exits stock two, EXC) 157.345389 2023-08-30 37.415650 0.0 2023-09-15 38.539739 0.0 176.870174 0.030043 Long Closed
27 27 (entries/exits stock two, EXC) 188.867155 2023-09-15 38.059367 0.0 2023-10-05 34.631418 0.0 647.426875 0.090068 Short Closed
28 28 (entries/exits stock two, EXC) 190.783287 2023-10-05 34.700800 0.0 2023-10-19 36.788920 0.0 398.378478 0.060175 Long Closed
29 29 (entries/exits stock two, EXC) 215.534159 2023-10-19 36.749960 0.0 2023-11-10 36.529944 0.0 47.420927 0.005987 Short Closed
30 30 (entries/exits stock two, EXC) 244.717089 2023-11-10 35.888795 0.0 2024-02-16 32.983003 0.0 -711.097096 -0.080967 Long Closed
31 31 (entries/exits stock two, EXC) 207.163301 2024-02-16 32.638165 0.0 2024-02-28 33.479265 0.0 -174.245028 -0.025770 Short Closed
32 32 (entries/exits stock two, EXC) 214.693429 2024-02-28 33.565787 0.0 2024-04-12 34.489698 0.0 198.357558 0.027525 Long Closed
33 33 (entries/exits stock two, EXC) 265.783279 2024-04-12 34.438979 0.0 2024-07-12 34.024116 0.0 110.263609 0.012046 Short Closed
34 34 (entries/exits stock two, EXC) 188.946576 2024-07-12 33.632707 0.0 2024-08-02 36.859144 0.0 609.624192 0.095932 Long Closed
35 35 (entries/exits stock two, EXC) 193.579466 2024-08-02 36.899391 0.0 2024-08-26 36.571129 0.0 63.544671 0.008896 Short Closed
36 36 (entries/exits stock two, EXC) 188.130623 2024-08-26 36.601494 0.0 2024-09-17 38.686460 0.0 392.245923 0.056964 Long Closed
37 37 (entries/exits stock two, EXC) 207.782241 2024-09-17 38.672641 0.0 2024-10-17 39.237389 0.0 -117.344554 -0.014603 Short Closed
38 38 (entries/exits stock two, EXC) 183.050919 2024-10-17 39.283525 0.0 2024-10-23 39.259828 0.0 -4.337778 -0.000603 Long Closed
39 39 (entries/exits stock two, EXC) 211.681812 2024-10-23 39.047018 0.0 2024-11-07 36.730370 0.0 490.392237 0.059330 Short Closed
40 40 (entries/exits stock two, EXC) 212.921041 2024-11-07 36.711596 0.0 2024-11-15 38.056937 0.0 286.451388 0.036646 Long Closed
41 41 (entries/exits stock two, EXC) 222.024738 2024-11-15 38.054805 0.0 2024-11-20 37.698217 0.0 79.171370 0.009370 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 12607.816119
Total Return [%] 26.078161
Max Gross Exposure [%] 86264.741001
Total Fees Paid 0.0
Max Drawdown [%] 19.844622
Max Drawdown Duration 181 days 00:00:00
Profit Factor 1.492936
Expectancy 4.366046
Sharpe Ratio 1.091899
Calmar Ratio 0.968801
Omega Ratio 1.170556
Sortino Ratio 1.667469
Skew 0.288727
Kurtosis 2.600258
Tail Ratio 1.20034
Common Sense Ratio 1.431111
Value at Risk -0.012717
Alpha 0.181468
Beta 0.069013
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSGP) 64.853404 2022-12-27 76.686918 0.0 2023-01-12 80.140510 0.0 223.977219 0.045035 Long Closed
1 1 (entries/exits, CSGP) 69.711015 2023-01-12 79.901329 0.0 2023-02-06 76.085820 0.0 265.982966 0.047753 Short Closed
2 2 (entries/exits, CSGP) 81.926371 2023-02-06 74.629282 0.0 2023-04-26 71.652240 0.0 -243.898270 -0.039891 Long Closed
3 3 (entries/exits, CSGP) 79.836614 2023-04-26 73.815994 0.0 2023-07-26 83.332133 0.0 -759.736330 -0.128917 Short Closed
4 4 (entries/exits, CSGP) 56.397777 2023-07-26 83.913264 0.0 2023-08-28 81.730737 0.0 -123.089649 -0.026009 Long Closed
5 5 (entries/exits, CSGP) 56.906403 2023-08-28 81.763398 0.0 2023-09-15 79.279958 0.0 141.323626 0.030373 Short Closed
6 6 (entries/exits, CSGP) 61.755097 2023-09-15 78.897094 0.0 2023-10-05 79.437325 0.0 33.362001 0.006847 Long Closed
7 7 (entries/exits, CSGP) 64.077824 2023-10-05 79.466113 0.0 2023-10-19 74.229678 0.0 335.539335 0.065895 Short Closed
8 8 (entries/exits, CSGP) 70.457812 2023-10-19 73.906027 0.0 2023-11-09 77.382462 0.0 244.942025 0.047039 Long Closed
9 9 (entries/exits, CSGP) 72.119287 2023-11-09 78.067272 0.0 2023-12-07 82.620939 0.0 -328.407209 -0.058330 Short Closed
10 10 (entries/exits, CSGP) 62.619272 2023-12-07 82.583028 0.0 2023-12-14 88.133553 0.0 347.569810 0.067211 Long Closed
11 11 (entries/exits, CSGP) 65.263983 2023-12-14 88.088662 0.0 2024-01-03 82.901635 0.0 338.526038 0.058884 Short Closed
12 12 (entries/exits, CSGP) 71.727581 2024-01-03 82.717611 0.0 2024-01-26 85.029375 0.0 165.817277 0.027948 Long Closed
13 13 (entries/exits, CSGP) 79.414903 2024-01-26 84.749849 0.0 2024-02-16 81.709998 0.0 241.409486 0.035869 Short Closed
14 14 (entries/exits, CSGP) 73.943105 2024-02-16 81.416956 0.0 2024-02-26 83.994607 0.0 190.599480 0.031660 Long Closed
15 15 (entries/exits, CSGP) 90.837710 2024-02-26 85.463417 0.0 2024-04-12 91.093970 0.0 -511.466480 -0.065883 Short Closed
16 16 (entries/exits, CSGP) 87.044819 2024-04-12 88.103501 0.0 2024-07-15 77.297500 0.0 -940.606454 -0.122651 Long Closed
17 17 (entries/exits, CSGP) 71.259318 2024-07-15 76.010002 0.0 2024-07-17 75.930984 0.0 5.630758 0.001040 Short Closed
18 18 (entries/exits, CSGP) 81.534258 2024-07-17 75.814910 0.0 2024-09-19 78.792525 0.0 242.777672 0.039275 Long Closed
19 19 (entries/exits, CSGP) 70.002017 2024-09-19 79.162186 0.0 2024-09-25 73.699997 0.0 382.364257 0.069000 Short Closed
20 20 (entries/exits, CSGP) 82.292439 2024-09-25 73.749021 0.0 2024-11-07 76.280710 0.0 208.338912 0.034328 Long Closed
21 21 (entries/exits, CSGP) 75.746509 2024-11-07 76.268692 0.0 2024-11-15 71.335003 0.0 373.709707 0.064688 Short Closed
22 22 (entries/exits, CSGP) 82.001729 2024-11-15 71.258538 0.0 2024-11-20 76.206475 0.0 405.739379 0.069436 Long Open
23 23 (entries/exits stock two, WEC) 64.720596 2022-12-27 86.811752 0.0 2023-01-12 87.630569 0.0 -52.994312 -0.009432 Short Closed
24 24 (entries/exits stock two, WEC) 66.995702 2023-01-12 87.420221 0.0 2023-02-06 84.956028 0.0 -165.090298 -0.028188 Long Closed
25 25 (entries/exits stock two, WEC) 85.387698 2023-02-06 84.627170 0.0 2023-04-26 86.722167 0.0 -178.886972 -0.024756 Short Closed
26 26 (entries/exits stock two, WEC) 69.685235 2023-04-26 86.854180 0.0 2023-07-26 84.883503 0.0 -137.327105 -0.022689 Long Closed
27 27 (entries/exits stock two, WEC) 64.797000 2023-07-26 84.515617 0.0 2023-08-28 79.221921 0.0 343.015605 0.062636 Short Closed
28 28 (entries/exits stock two, WEC) 62.628070 2023-08-28 79.162195 0.0 2023-09-15 80.096732 0.0 58.528207 0.011805 Long Closed
29 29 (entries/exits stock two, WEC) 73.464071 2023-09-15 79.240723 0.0 2023-10-05 73.693010 0.0 407.557526 0.070011 Short Closed
30 30 (entries/exits stock two, WEC) 73.661503 2023-10-05 73.787072 0.0 2023-10-19 76.574436 0.0 205.321374 0.037776 Long Closed
31 31 (entries/exits stock two, WEC) 82.668494 2023-10-19 76.522688 0.0 2023-11-09 74.233872 0.0 189.212923 0.029910 Short Closed
32 32 (entries/exits stock two, WEC) 79.224648 2023-11-09 74.046903 0.0 2023-12-07 79.479894 0.0 430.426788 0.073372 Long Closed
33 33 (entries/exits stock two, WEC) 75.904510 2023-12-07 79.667546 0.0 2023-12-14 79.518796 0.0 11.290825 0.001867 Short Closed
34 34 (entries/exits stock two, WEC) 77.744390 2023-12-14 79.300491 0.0 2024-01-03 81.151036 0.0 143.869423 0.023336 Long Closed
35 35 (entries/exits stock two, WEC) 90.605285 2024-01-03 80.544851 0.0 2024-01-26 75.026457 0.0 499.995625 0.068513 Short Closed
36 36 (entries/exits stock two, WEC) 95.453747 2024-01-26 74.812618 0.0 2024-02-16 74.034326 0.0 -74.290945 -0.010403 Long Closed
37 37 (entries/exits stock two, WEC) 91.052235 2024-02-16 74.024455 0.0 2024-02-26 72.604140 0.0 129.322788 0.019187 Short Closed
38 38 (entries/exits stock two, WEC) 104.580448 2024-02-26 72.950166 0.0 2024-04-12 75.081080 0.0 222.851946 0.029211 Long Closed
39 39 (entries/exits stock two, WEC) 113.709910 2024-04-12 75.333441 0.0 2024-07-15 76.620651 0.0 -146.368627 -0.017087 Short Closed
40 40 (entries/exits stock two, WEC) 79.917610 2024-07-15 76.226738 0.0 2024-07-17 78.840807 0.0 208.910160 0.034293 Long Closed
41 41 (entries/exits stock two, WEC) 87.842758 2024-07-17 79.639910 0.0 2024-09-19 89.390541 0.0 -856.522300 -0.122434 Short Closed
42 42 (entries/exits stock two, WEC) 65.925120 2024-09-19 90.653560 0.0 2024-09-25 91.434559 0.0 51.487461 0.008615 Long Closed
43 43 (entries/exits stock two, WEC) 77.310165 2024-09-25 91.620058 0.0 2024-11-07 92.448742 0.0 -64.065708 -0.009045 Short Closed
44 44 (entries/exits stock two, WEC) 68.380112 2024-11-07 92.179398 0.0 2024-11-15 95.495278 0.0 226.740276 0.035972 Long Closed
45 45 (entries/exits stock two, WEC) 69.702703 2024-11-15 95.546070 0.0 2024-11-20 96.773771 0.0 -85.574099 -0.012849 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14394.381325
Total Return [%] 43.943813
Max Gross Exposure [%] 110.544803
Total Fees Paid 0.0
Max Drawdown [%] 12.138338
Max Drawdown Duration 147 days 00:00:00
Profit Factor 2.697436
Expectancy 9.518233
Sharpe Ratio 1.29014
Calmar Ratio 2.622977
Omega Ratio 1.200659
Sortino Ratio 1.897085
Skew 0.016641
Kurtosis 4.671045
Tail Ratio 0.970524
Common Sense Ratio 1.279525
Value at Risk -0.019035
Alpha 0.380463
Beta -0.051893
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, CSX) 343.016028 2023-01-04 30.080545 0.0 2023-01-23 30.812940 0.0 -251.223339 -0.024348 Short Closed
1 1 (entries/exits, CSX) 310.048510 2023-01-23 30.773556 0.0 2023-03-01 29.771017 0.0 -310.835822 -0.032578 Long Closed
2 2 (entries/exits, CSX) 460.851715 2023-03-01 29.355861 0.0 2023-05-04 29.804872 0.0 -206.927313 -0.015295 Short Closed
3 3 (entries/exits, CSX) 294.429702 2023-05-04 30.203274 0.0 2023-06-21 32.034535 0.0 539.177582 0.060631 Long Closed
4 4 (entries/exits, CSX) 311.573953 2023-06-21 32.077240 0.0 2023-07-10 32.529306 0.0 -140.851973 -0.014093 Short Closed
5 5 (entries/exits, CSX) 284.868920 2023-07-10 32.513895 0.0 2023-08-08 30.324448 0.0 -623.705459 -0.067339 Long Closed
6 6 (entries/exits, CSX) 334.420910 2023-08-08 30.185543 0.0 2023-09-05 29.150594 0.0 346.108520 0.034286 Short Closed
7 7 (entries/exits, CSX) 311.020833 2023-09-05 29.060934 0.0 2023-09-20 30.402820 0.0 417.354688 0.046175 Long Closed
8 8 (entries/exits, CSX) 409.947728 2023-09-20 30.170626 0.0 2023-11-07 29.542351 0.0 257.560063 0.020824 Short Closed
9 9 (entries/exits, CSX) 332.687896 2023-11-07 29.496536 0.0 2024-01-02 33.690470 0.0 1395.271303 0.142184 Long Closed
10 10 (entries/exits, CSX) 334.470002 2024-01-02 33.738338 0.0 2024-01-17 33.524878 0.0 71.395967 0.006327 Short Closed
11 11 (entries/exits, CSX) 335.796342 2024-01-17 33.534542 0.0 2024-03-05 37.354785 0.0 1282.823441 0.113920 Long Closed
12 12 (entries/exits, CSX) 400.271317 2024-03-05 37.181119 0.0 2024-04-02 35.787214 0.0 557.940412 0.037490 Short Closed
13 13 (entries/exits, CSX) 365.873548 2024-04-02 35.664368 0.0 2024-05-07 33.209133 0.0 -898.305536 -0.068843 Long Closed
14 14 (entries/exits, CSX) 484.651516 2024-05-07 33.015624 0.0 2024-06-26 32.486799 0.0 256.295734 0.016017 Short Closed
15 15 (entries/exits, CSX) 384.294360 2024-06-26 32.394574 0.0 2024-07-18 34.351464 0.0 752.021783 0.060408 Long Closed
16 16 (entries/exits, CSX) 585.109172 2024-07-18 33.907458 0.0 2024-09-24 33.597280 0.0 181.487713 0.009148 Short Closed
17 17 (entries/exits, CSX) 401.008730 2024-09-24 33.609749 0.0 2024-11-08 35.420610 0.0 726.171132 0.053879 Long Closed
18 18 (entries/exits, CSX) 401.156701 2024-11-08 35.449283 0.0 2024-11-14 35.120466 0.0 131.907033 0.009276 Short Closed
19 19 (entries/exits, CSX) 402.939586 2024-11-14 35.080809 0.0 2024-11-20 34.038719 0.0 -419.899287 -0.029705 Long Open
20 20 (entries/exits stock two, DDOG) 8.707996 2023-01-04 68.498954 0.0 2023-01-23 73.922246 0.0 47.226014 0.079173 Long Closed
21 21 (entries/exits stock two, DDOG) 9.079224 2023-01-23 76.079715 0.0 2023-03-01 77.190001 0.0 -10.080528 -0.014594 Short Closed
22 22 (entries/exits stock two, DDOG) 11.146928 2023-03-01 71.816224 0.0 2023-05-04 73.170930 0.0 15.100805 0.018864 Long Closed
23 23 (entries/exits stock two, DDOG) 7.266453 2023-05-04 78.196034 0.0 2023-06-21 91.759113 0.0 -98.555477 -0.173450 Short Closed
24 24 (entries/exits stock two, DDOG) 5.627453 2023-06-21 92.179853 0.0 2023-07-10 100.871707 0.0 48.912999 0.094292 Long Closed
25 25 (entries/exits stock two, DDOG) 5.655857 2023-07-10 102.655913 0.0 2023-08-08 93.523591 0.0 51.651110 0.088961 Short Closed
26 26 (entries/exits stock two, DDOG) 5.863548 2023-08-08 88.300471 0.0 2023-09-05 97.152242 0.0 51.902787 0.100246 Long Closed
27 27 (entries/exits stock two, DDOG) 5.474200 2023-09-05 97.822837 0.0 2023-09-20 92.380944 0.0 29.790013 0.055630 Short Closed
28 28 (entries/exits stock two, DDOG) 8.059802 2023-09-20 89.863170 0.0 2023-11-07 99.298423 0.0 76.046269 0.104996 Long Closed
29 29 (entries/exits stock two, DDOG) 5.931382 2023-11-07 104.082222 0.0 2024-01-02 114.782225 0.0 -63.465807 -0.102803 Short Closed
30 30 (entries/exits stock two, DDOG) 5.180014 2024-01-02 115.049960 0.0 2024-01-17 125.403982 0.0 53.633972 0.089996 Long Closed
31 31 (entries/exits stock two, DDOG) 6.246840 2024-01-17 126.508452 0.0 2024-03-05 125.245416 0.0 7.889983 0.009984 Short Closed
32 32 (entries/exits stock two, DDOG) 5.937041 2024-03-05 123.404152 0.0 2024-04-02 124.290744 0.0 5.263730 0.007184 Long Closed
33 33 (entries/exits stock two, DDOG) 6.464088 2024-04-02 124.357476 0.0 2024-05-07 115.939845 0.0 54.412310 0.067689 Short Closed
34 34 (entries/exits stock two, DDOG) 7.167055 2024-05-07 113.023240 0.0 2024-06-26 121.939051 0.0 63.900106 0.078885 Long Closed
35 35 (entries/exits stock two, DDOG) 6.237006 2024-06-26 123.448211 0.0 2024-07-18 119.705849 0.0 23.341134 0.030315 Short Closed
36 36 (entries/exits stock two, DDOG) 8.892514 2024-07-18 116.343864 0.0 2024-09-24 116.361541 0.0 0.157194 0.000152 Long Closed
37 37 (entries/exits stock two, DDOG) 7.632169 2024-09-24 118.760473 0.0 2024-11-08 124.497687 0.0 -43.787386 -0.048309 Short Closed
38 38 (entries/exits stock two, DDOG) 5.939952 2024-11-08 124.443223 0.0 2024-11-14 131.292592 0.0 40.684930 0.055040 Long Closed
39 39 (entries/exits stock two, DDOG) 5.839907 2024-11-14 131.271526 0.0 2024-11-20 135.280061 0.0 -23.409474 -0.030536 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15925.340955
Total Return [%] 59.25341
Max Gross Exposure [%] 35937.976971
Total Fees Paid 0.0
Max Drawdown [%] 11.494744
Max Drawdown Duration 112 days 00:00:00
Profit Factor 2.337856
Expectancy 10.727842
Sharpe Ratio 2.155536
Calmar Ratio 3.684141
Omega Ratio 1.3886
Sortino Ratio 3.665276
Skew 0.837183
Kurtosis 3.758924
Tail Ratio 1.163332
Common Sense Ratio 1.655982
Value at Risk -0.012855
Alpha 0.41342
Beta 0.061037
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, DGX) 42.351032 2023-01-12 139.925481 0.0 2023-02-16 139.304892 0.0 -26.282596 -0.004435 Long Closed
1 1 (entries/exits, DGX) 41.271165 2023-02-16 139.133459 0.0 2023-02-24 133.085240 0.0 249.617021 0.043471 Short Closed
2 2 (entries/exits, DGX) 47.035453 2023-02-24 132.288802 0.0 2023-03-24 132.721094 0.0 20.333079 0.003268 Long Closed
3 3 (entries/exits, DGX) 48.460165 2023-03-24 133.191251 0.0 2023-04-28 133.018799 0.0 8.357058 0.001295 Short Closed
4 4 (entries/exits, DGX) 47.828091 2023-04-28 131.976520 0.0 2023-06-01 127.968360 0.0 -191.702616 -0.030370 Long Closed
5 5 (entries/exits, DGX) 49.953190 2023-06-01 128.420250 0.0 2023-07-26 131.302659 0.0 -143.985572 -0.022445 Short Closed
6 6 (entries/exits, DGX) 50.737407 2023-07-26 130.522850 0.0 2023-08-30 129.204178 0.0 -66.906021 -0.010103 Long Closed
7 7 (entries/exits, DGX) 48.915599 2023-08-30 129.220047 0.0 2023-08-31 126.168968 0.0 149.245347 0.023611 Short Closed
8 8 (entries/exits, DGX) 56.666342 2023-08-31 125.486320 0.0 2023-10-05 118.726466 0.0 -383.056197 -0.053869 Long Closed
9 9 (entries/exits, DGX) 66.910372 2023-10-05 119.529135 0.0 2023-12-05 128.673607 0.0 -611.860050 -0.076504 Short Closed
10 10 (entries/exits, DGX) 49.462540 2023-12-05 130.175537 0.0 2023-12-12 134.452412 0.0 211.545093 0.032855 Long Closed
11 11 (entries/exits, DGX) 53.573238 2023-12-12 134.281248 0.0 2023-12-26 132.045493 0.0 119.776617 0.016650 Short Closed
12 12 (entries/exits, DGX) 64.058806 2023-12-26 130.965491 0.0 2024-03-28 128.449812 0.0 -161.151370 -0.019209 Long Closed
13 13 (entries/exits, DGX) 53.535238 2024-03-28 129.044002 0.0 2024-04-12 125.611357 0.0 183.767440 0.026601 Short Closed
14 14 (entries/exits, DGX) 53.204964 2024-04-12 125.385015 0.0 2024-04-23 133.227974 0.0 417.284332 0.062551 Long Closed
15 15 (entries/exits, DGX) 58.064600 2024-04-23 133.420871 0.0 2024-05-21 139.271723 0.0 -339.727431 -0.043853 Short Closed
16 16 (entries/exits, DGX) 54.808802 2024-05-21 139.484760 0.0 2024-06-26 135.353732 0.0 -226.416693 -0.029616 Long Closed
17 17 (entries/exits, DGX) 61.636317 2024-06-26 135.631059 0.0 2024-07-31 139.771750 0.0 -255.216908 -0.030529 Short Closed
18 18 (entries/exits, DGX) 51.585598 2024-07-31 139.615444 0.0 2024-08-02 147.220016 0.0 392.286399 0.054468 Long Closed
19 19 (entries/exits, DGX) 60.506357 2024-08-02 147.367782 0.0 2024-09-19 151.869944 0.0 -272.409426 -0.030551 Short Closed
20 20 (entries/exits, DGX) 55.563859 2024-09-19 151.844205 0.0 2024-10-22 154.826476 0.0 165.706523 0.019640 Long Closed
21 21 (entries/exits, DGX) 55.269672 2024-10-22 155.116304 0.0 2024-11-14 154.736068 0.0 21.015517 0.002451 Short Closed
22 22 (entries/exits, DGX) 53.790359 2024-11-14 154.639228 0.0 2024-11-20 159.024776 0.0 235.900220 0.028360 Long Open
23 23 (entries/exits stock two, JCI) 90.838341 2023-01-12 64.278273 0.0 2023-02-16 61.425503 0.0 259.140899 0.044382 Short Closed
24 24 (entries/exits stock two, JCI) 80.965934 2023-02-16 60.999256 0.0 2023-02-24 59.271704 0.0 -139.872829 -0.028321 Long Closed
25 25 (entries/exits stock two, JCI) 100.256219 2023-02-24 58.785656 0.0 2023-03-24 55.971311 0.0 282.155619 0.047875 Short Closed
26 26 (entries/exits stock two, JCI) 94.742915 2023-03-24 55.449401 0.0 2023-04-28 56.954635 0.0 142.610234 0.027146 Long Closed
27 27 (entries/exits stock two, JCI) 103.705433 2023-04-28 57.132717 0.0 2023-06-01 57.510642 0.0 -39.192895 -0.006615 Short Closed
28 28 (entries/exits stock two, JCI) 90.930544 2023-06-01 57.437706 0.0 2023-07-26 65.416626 0.0 725.527482 0.138914 Long Closed
29 29 (entries/exits stock two, JCI) 105.547534 2023-07-26 64.239345 0.0 2023-08-30 56.919817 0.0 772.558087 0.113942 Short Closed
30 30 (entries/exits stock two, JCI) 97.762115 2023-08-30 56.581028 0.0 2023-08-31 56.609787 0.0 2.811541 0.000508 Long Closed
31 31 (entries/exits stock two, JCI) 121.672202 2023-08-31 55.937197 0.0 2023-10-05 49.887642 0.0 736.062615 0.108149 Short Closed
32 32 (entries/exits stock two, JCI) 132.219443 2023-10-05 49.404560 0.0 2023-12-05 51.884842 0.0 327.941505 0.050204 Long Closed
33 33 (entries/exits stock two, JCI) 107.298476 2023-12-05 52.514156 0.0 2023-12-12 51.441687 0.0 115.074287 0.020422 Short Closed
34 34 (entries/exits stock two, JCI) 116.024791 2023-12-12 51.325945 0.0 2023-12-26 55.843930 0.0 524.198252 0.088025 Long Closed
35 35 (entries/exits stock two, JCI) 158.524878 2023-12-26 55.173003 0.0 2024-03-28 60.274948 0.0 -808.785261 -0.092472 Short Closed
36 36 (entries/exits stock two, JCI) 91.814759 2024-03-28 63.817868 0.0 2024-04-12 63.806714 0.0 -1.024119 -0.000175 Long Closed
37 37 (entries/exits stock two, JCI) 93.700835 2024-04-12 63.747662 0.0 2024-04-23 63.666921 0.0 7.565414 0.001267 Short Closed
38 38 (entries/exits stock two, JCI) 98.816788 2024-04-23 63.482109 0.0 2024-05-21 70.386040 0.0 682.224346 0.108754 Long Closed
39 39 (entries/exits stock two, JCI) 102.638266 2024-05-21 70.709890 0.0 2024-06-26 65.241570 0.0 561.258926 0.077335 Short Closed
40 40 (entries/exits stock two, JCI) 105.287565 2024-06-26 64.983758 0.0 2024-07-31 70.016809 0.0 529.917740 0.077451 Long Closed
41 41 (entries/exits stock two, JCI) 94.632172 2024-07-31 70.239167 0.0 2024-08-02 66.242737 0.0 378.190910 0.056897 Short Closed
42 42 (entries/exits stock two, JCI) 111.985786 2024-08-02 66.284959 0.0 2024-09-19 72.297770 0.0 673.349365 0.090712 Long Closed
43 43 (entries/exits stock two, JCI) 100.433585 2024-09-19 73.079842 0.0 2024-10-22 75.640477 0.0 -257.173849 -0.035039 Short Closed
44 44 (entries/exits stock two, JCI) 95.165562 2024-10-22 75.666258 0.0 2024-11-14 83.726467 0.0 767.054334 0.106523 Long Closed
45 45 (entries/exits stock two, JCI) 90.805072 2024-11-14 83.999125 0.0 2024-11-20 81.932846 0.0 187.628585 0.024599 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15797.399865
Total Return [%] 57.973999
Max Gross Exposure [%] 117.93517
Total Fees Paid 0.0
Max Drawdown [%] 11.427316
Max Drawdown Duration 108 days 00:00:00
Profit Factor 2.930729
Expectancy 12.129442
Sharpe Ratio 1.734082
Calmar Ratio 3.629865
Omega Ratio 1.305238
Sortino Ratio 2.864114
Skew 1.433116
Kurtosis 11.856249
Tail Ratio 1.048018
Common Sense Ratio 1.482732
Value at Risk -0.01455
Alpha 0.377442
Beta 0.139432
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EA) 82.152598 2023-01-05 122.810304 0.0 2023-02-01 116.159077 0.0 546.415593 0.054159 Short Closed
1 1 (entries/exits, EA) 88.295911 2023-02-01 114.937023 0.0 2023-03-01 108.952120 0.0 -528.442475 -0.052071 Long Closed
2 2 (entries/exits, EA) 97.596568 2023-03-01 109.108514 0.0 2023-03-29 116.620424 0.0 -733.136643 -0.068848 Short Closed
3 3 (entries/exits, EA) 76.379014 2023-03-29 117.669068 0.0 2023-06-07 124.720668 0.0 538.594263 0.059927 Long Closed
4 4 (entries/exits, EA) 81.343509 2023-06-07 124.698980 0.0 2023-06-22 124.083559 0.0 50.060583 0.004935 Short Closed
5 5 (entries/exits, EA) 76.110544 2023-06-22 123.988422 0.0 2023-07-20 135.453306 0.0 872.598581 0.092467 Long Closed
6 6 (entries/exits, EA) 107.975360 2023-07-20 131.859462 0.0 2023-08-29 120.210315 0.0 1257.820852 0.088345 Short Closed
7 7 (entries/exits, EA) 96.015417 2023-08-29 119.695132 0.0 2023-10-12 130.085009 0.0 997.588296 0.086803 Long Closed
8 8 (entries/exits, EA) 112.463220 2023-10-12 129.260083 0.0 2023-11-02 126.771077 0.0 279.921729 0.019256 Short Closed
9 9 (entries/exits, EA) 99.669144 2023-11-02 126.972507 0.0 2023-11-30 136.745929 0.0 974.108661 0.076973 Long Closed
10 10 (entries/exits, EA) 107.222367 2023-11-30 136.780604 0.0 2023-12-18 136.986077 0.0 -22.031307 -0.001502 Short Closed
11 11 (entries/exits, EA) 99.425898 2023-12-18 136.840535 0.0 2024-01-04 134.748844 0.0 -207.968249 -0.015286 Long Closed
12 12 (entries/exits, EA) 100.029906 2024-01-04 134.747699 0.0 2024-01-11 136.486954 0.0 -173.977587 -0.012907 Short Closed
13 13 (entries/exits, EA) 98.561247 2024-01-11 136.510644 0.0 2024-03-05 135.290108 0.0 -120.297598 -0.008941 Long Closed
14 14 (entries/exits, EA) 116.970891 2024-03-05 134.575451 0.0 2024-04-09 129.949276 0.0 541.127815 0.034376 Short Closed
15 15 (entries/exits, EA) 105.783033 2024-04-09 129.681101 0.0 2024-04-15 126.074707 0.0 -381.495309 -0.027810 Long Closed
16 16 (entries/exits, EA) 108.720347 2024-04-15 126.053459 0.0 2024-04-23 126.167058 0.0 -12.350443 -0.000901 Short Closed
17 17 (entries/exits, EA) 106.905447 2024-04-23 126.181996 0.0 2024-06-03 132.095958 0.0 632.234685 0.046869 Long Closed
18 18 (entries/exits, EA) 110.208214 2024-06-03 132.352495 0.0 2024-06-27 138.431025 0.0 -669.904010 -0.045927 Short Closed
19 19 (entries/exits, EA) 97.986688 2024-06-27 138.741931 0.0 2024-09-27 143.925963 0.0 507.966100 0.037365 Long Closed
20 20 (entries/exits, EA) 101.268525 2024-09-27 143.744726 0.0 2024-10-08 142.596409 0.0 116.288398 0.007989 Short Closed
21 21 (entries/exits, EA) 97.149927 2024-10-08 142.633347 0.0 2024-11-15 160.404551 0.0 1726.471144 0.124594 Long Closed
22 22 (entries/exits, EA) 95.941767 2024-11-15 160.556259 0.0 2024-11-20 165.782219 0.0 -501.387833 -0.032549 Short Open
23 23 (entries/exits stock two, TYL) 1.991118 2023-01-05 307.170979 0.0 2023-02-01 333.570078 0.0 52.563712 0.085943 Long Closed
24 24 (entries/exits stock two, TYL) 1.976590 2023-02-01 335.332905 0.0 2023-03-01 322.452310 0.0 25.459657 0.038411 Short Closed
25 25 (entries/exits stock two, TYL) 2.028904 2023-03-01 319.867182 0.0 2023-03-29 337.719580 0.0 36.220809 0.055812 Long Closed
26 26 (entries/exits stock two, TYL) 1.902057 2023-03-29 347.939984 0.0 2023-06-07 385.487893 0.0 -71.418255 -0.107915 Short Closed
27 27 (entries/exits stock two, TYL) 1.452757 2023-06-07 388.458287 0.0 2023-06-22 398.954537 0.0 15.248496 0.027020 Long Closed
28 28 (entries/exits stock two, TYL) 1.543749 2023-06-22 400.694925 0.0 2023-07-20 405.190859 0.0 -6.940592 -0.011220 Short Closed
29 29 (entries/exits stock two, TYL) 2.000457 2023-07-20 398.195443 0.0 2023-08-29 391.008393 0.0 -14.377385 -0.018049 Long Closed
30 30 (entries/exits stock two, TYL) 1.969262 2023-08-29 390.980430 0.0 2023-10-12 387.404184 0.0 7.042564 0.009147 Short Closed
31 31 (entries/exits stock two, TYL) 2.205246 2023-10-12 384.346495 0.0 2023-11-02 403.407344 0.0 42.033854 0.049593 Long Closed
32 32 (entries/exits stock two, TYL) 1.969623 2023-11-02 406.296756 0.0 2023-11-30 409.068180 0.0 -5.458660 -0.006821 Short Closed
33 33 (entries/exits stock two, TYL) 2.046464 2023-11-30 408.720380 0.0 2023-12-18 417.722688 0.0 18.422900 0.022026 Long Closed
34 34 (entries/exits stock two, TYL) 1.934955 2023-12-18 418.200740 0.0 2024-01-04 401.715609 0.0 31.897994 0.039419 Short Closed
35 35 (entries/exits stock two, TYL) 1.931216 2024-01-04 401.387828 0.0 2024-01-11 424.732159 0.0 45.082939 0.058159 Long Closed
36 36 (entries/exits stock two, TYL) 2.066549 2024-01-11 425.765424 0.0 2024-03-05 419.726728 0.0 12.479265 0.014183 Short Closed
37 37 (entries/exits stock two, TYL) 2.085843 2024-03-05 417.268122 0.0 2024-04-09 423.244383 0.0 12.465543 0.014322 Long Closed
38 38 (entries/exits stock two, TYL) 1.900463 2024-04-09 422.991238 0.0 2024-04-15 400.857355 0.0 42.064621 0.052327 Short Closed
39 39 (entries/exits stock two, TYL) 1.947282 2024-04-15 400.680457 0.0 2024-04-23 418.016719 0.0 33.758594 0.043267 Long Closed
40 40 (entries/exits stock two, TYL) 2.052605 2024-04-23 424.765580 0.0 2024-06-03 473.298734 0.0 -99.619400 -0.114259 Short Closed
41 41 (entries/exits stock two, TYL) 1.788067 2024-06-03 474.477335 0.0 2024-06-27 492.380921 0.0 32.012815 0.037733 Long Closed
42 42 (entries/exits stock two, TYL) 1.940104 2024-06-27 506.953924 0.0 2024-09-27 571.887780 0.0 -125.978429 -0.128086 Short Closed
43 43 (entries/exits stock two, TYL) 1.413493 2024-09-27 577.618244 0.0 2024-10-08 593.532524 0.0 22.494726 0.027552 Long Closed
44 44 (entries/exits stock two, TYL) 1.618301 2024-10-08 595.875770 0.0 2024-11-15 598.505142 0.0 -4.255116 -0.004413 Short Closed
45 45 (entries/exits stock two, TYL) 1.488432 2024-11-15 597.099976 0.0 2024-11-20 601.127010 0.0 5.993966 0.006744 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 28173.203767
Total Return [%] 181.732038
Max Gross Exposure [%] 287.481789
Total Fees Paid 0.0
Max Drawdown [%] 10.382359
Max Drawdown Duration 57 days 00:00:00
Profit Factor 4.677873
Expectancy 40.780899
Sharpe Ratio 2.773248
Calmar Ratio 11.505882
Omega Ratio 1.538238
Sortino Ratio 4.703452
Skew 0.532309
Kurtosis 3.319181
Tail Ratio 1.37884
Common Sense Ratio 3.025979
Value at Risk -0.020923
Alpha 1.110686
Beta 0.236868
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EBAY) 109.673657 2023-01-09 41.269907 0.0 2023-01-20 44.199515 0.0 321.300880 0.070987 Long Closed
1 1 (entries/exits, EBAY) 146.041316 2023-01-20 44.262461 0.0 2023-03-10 41.397751 0.0 418.365957 0.064721 Short Closed
2 2 (entries/exits, EBAY) 122.279399 2023-03-10 40.006149 0.0 2023-03-17 40.072788 0.0 8.148622 0.001666 Long Closed
3 3 (entries/exits, EBAY) 136.284573 2023-03-17 40.194281 0.0 2023-04-12 40.810794 0.0 -84.021251 -0.015338 Short Closed
4 4 (entries/exits, EBAY) 133.883810 2023-04-12 40.782287 0.0 2023-04-27 43.328757 0.0 340.931157 0.062441 Long Closed
5 5 (entries/exits, EBAY) 142.463319 2023-04-27 43.358633 0.0 2023-05-16 41.237658 0.0 302.161050 0.048917 Short Closed
6 6 (entries/exits, EBAY) 147.242042 2023-05-16 41.035119 0.0 2023-06-09 43.772208 0.0 403.014597 0.066701 Long Closed
7 7 (entries/exits, EBAY) 172.774314 2023-06-09 43.694530 0.0 2023-07-13 44.042603 0.0 -60.138116 -0.007966 Short Closed
8 8 (entries/exits, EBAY) 162.244116 2023-07-13 43.934241 0.0 2023-08-23 42.320703 0.0 -261.787088 -0.036726 Long Closed
9 9 (entries/exits, EBAY) 152.314759 2023-08-23 42.083899 0.0 2023-09-05 42.667141 0.0 -88.836372 -0.013859 Short Closed
10 10 (entries/exits, EBAY) 159.544367 2023-09-05 42.623581 0.0 2023-09-11 41.927471 0.0 -111.060483 -0.016332 Long Closed
11 11 (entries/exits, EBAY) 193.344254 2023-09-11 41.845265 0.0 2023-10-18 40.685960 0.0 224.145007 0.027705 Short Closed
12 12 (entries/exits, EBAY) 183.894005 2023-10-18 40.130346 0.0 2023-11-22 39.942140 0.0 -34.610019 -0.004690 Long Closed
13 13 (entries/exits, EBAY) 172.203875 2023-11-22 40.098234 0.0 2023-12-01 40.445882 0.0 -59.866332 -0.008670 Short Closed
14 14 (entries/exits, EBAY) 193.984475 2023-12-01 40.508309 0.0 2024-01-03 42.143880 0.0 317.275432 0.040376 Long Closed
15 15 (entries/exits, EBAY) 194.009057 2024-01-03 42.044763 0.0 2024-01-26 41.310599 0.0 142.434515 0.017461 Short Closed
16 16 (entries/exits, EBAY) 186.879580 2024-01-26 41.363421 0.0 2024-02-02 40.662777 0.0 -130.936025 -0.016939 Long Closed
17 17 (entries/exits, EBAY) 226.686264 2024-02-02 40.610201 0.0 2024-02-14 40.958290 0.0 -78.906918 -0.008571 Short Closed
18 18 (entries/exits, EBAY) 215.376658 2024-02-14 40.941162 0.0 2024-02-28 46.227894 0.0 1138.638548 0.129130 Long Closed
19 19 (entries/exits, EBAY) 218.214992 2024-02-28 46.712217 0.0 2024-04-01 50.733707 0.0 -877.549327 -0.086091 Short Closed
20 20 (entries/exits, EBAY) 210.189045 2024-04-01 50.821790 0.0 2024-04-26 50.663438 0.0 -33.284000 -0.003116 Long Closed
21 21 (entries/exits, EBAY) 215.347475 2024-04-26 50.564780 0.0 2024-05-06 48.195438 0.0 510.231818 0.046858 Short Closed
22 22 (entries/exits, EBAY) 234.269381 2024-05-06 48.282320 0.0 2024-06-06 52.234754 0.0 925.934300 0.081861 Long Closed
23 23 (entries/exits, EBAY) 249.869225 2024-06-06 52.272817 0.0 2024-07-12 53.013595 0.0 -185.097610 -0.014171 Short Closed
24 24 (entries/exits, EBAY) 236.023487 2024-07-12 53.066882 0.0 2024-07-30 54.207810 0.0 269.285872 0.021500 Long Closed
25 25 (entries/exits, EBAY) 247.105305 2024-07-30 54.372434 0.0 2024-08-28 56.400764 0.0 -501.211050 -0.037304 Short Closed
26 26 (entries/exits, EBAY) 215.527003 2024-08-28 56.651764 0.0 2024-09-10 59.284442 0.0 567.413240 0.046471 Long Closed
27 27 (entries/exits, EBAY) 263.112830 2024-09-10 60.036642 0.0 2024-10-30 62.143110 0.0 -554.238839 -0.035086 Short Closed
28 28 (entries/exits, EBAY) 236.453886 2024-10-30 61.154180 0.0 2024-11-20 59.887822 0.0 -299.435373 -0.020708 Long Open
29 29 (entries/exits stock two, SW) 161.800246 2023-01-09 37.374284 0.0 2023-01-20 36.930608 0.0 71.786840 0.011871 Short Closed
30 30 (entries/exits stock two, SW) 193.434453 2023-01-20 36.725875 0.0 2023-03-10 34.659456 0.0 -399.716702 -0.056266 Long Closed
31 31 (entries/exits stock two, SW) 197.824857 2023-03-10 33.759202 0.0 2023-03-17 30.000567 0.0 743.551562 0.111337 Short Closed
32 32 (entries/exits stock two, SW) 218.088194 2023-03-17 30.033189 0.0 2023-04-12 33.488464 0.0 753.554472 0.115049 Long Closed
33 33 (entries/exits stock two, SW) 209.896004 2023-04-12 33.678054 0.0 2023-04-27 33.377802 0.0 63.021705 0.008915 Short Closed
34 34 (entries/exits stock two, SW) 211.117605 2023-04-27 33.292468 0.0 2023-05-16 35.075921 0.0 376.518295 0.053569 Long Closed
35 35 (entries/exits stock two, SW) 240.466477 2023-05-16 34.903888 0.0 2023-06-09 33.321003 0.0 380.630674 0.045350 Short Closed
36 36 (entries/exits stock two, SW) 255.003894 2023-06-09 32.960689 0.0 2023-07-13 34.929474 0.0 502.047822 0.059731 Long Closed
37 37 (entries/exits stock two, SW) 253.899076 2023-07-13 35.313297 0.0 2023-08-23 36.022787 0.0 -180.138852 -0.020091 Short Closed
38 38 (entries/exits stock two, SW) 215.474840 2023-08-23 35.852904 0.0 2023-09-05 39.361294 0.0 755.969779 0.097855 Long Closed
39 39 (entries/exits stock two, SW) 238.986864 2023-09-05 38.842681 0.0 2023-09-11 34.825452 0.0 960.065117 0.103423 Short Closed
40 40 (entries/exits stock two, SW) 285.385886 2023-09-11 34.215704 0.0 2023-10-18 31.293378 0.0 -833.990376 -0.085409 Long Closed
41 41 (entries/exits stock two, SW) 309.236763 2023-10-18 31.024590 0.0 2023-11-22 30.789392 0.0 72.731889 0.007581 Short Closed
42 42 (entries/exits stock two, SW) 266.535639 2023-11-22 30.915076 0.0 2023-12-01 36.147199 0.0 1394.547121 0.169242 Long Closed
43 43 (entries/exits stock two, SW) 309.678704 2023-12-01 36.114175 0.0 2024-01-03 35.845086 0.0 83.331305 0.007451 Short Closed
44 44 (entries/exits stock two, SW) 273.606356 2024-01-03 35.492287 0.0 2024-01-26 37.486726 0.0 545.690950 0.056194 Long Closed
45 45 (entries/exits stock two, SW) 254.347606 2024-01-26 37.590252 0.0 2024-02-02 33.130869 0.0 1134.233421 0.118631 Short Closed
46 46 (entries/exits stock two, SW) 313.723726 2024-02-02 33.096281 0.0 2024-02-14 37.923746 0.0 1514.490271 0.145861 Long Closed
47 47 (entries/exits stock two, SW) 311.011551 2024-02-14 38.035468 0.0 2024-02-28 38.296650 0.0 -81.230456 -0.006867 Short Closed
48 48 (entries/exits stock two, SW) 307.649771 2024-02-28 38.299758 0.0 2024-04-01 44.323581 0.0 1853.227766 0.157281 Long Closed
49 49 (entries/exits stock two, SW) 348.668394 2024-04-01 44.033138 0.0 2024-04-26 41.349698 0.0 935.630638 0.060941 Short Closed
50 50 (entries/exits stock two, SW) 312.693367 2024-04-26 41.091073 0.0 2024-05-06 45.908098 0.0 1506.251614 0.117228 Long Closed
51 51 (entries/exits stock two, SW) 336.043610 2024-05-06 45.930373 0.0 2024-06-06 45.510886 0.0 140.966153 0.009133 Short Closed
52 52 (entries/exits stock two, SW) 346.888417 2024-06-06 45.025935 0.0 2024-07-12 46.882558 0.0 644.040935 0.041235 Long Closed
53 53 (entries/exits stock two, SW) 359.394926 2024-07-12 46.923096 0.0 2024-07-30 45.063041 0.0 668.494301 0.039640 Short Closed
54 54 (entries/exits stock two, SW) 371.057771 2024-07-30 44.347950 0.0 2024-08-28 44.990490 0.0 238.419387 0.014489 Long Closed
55 55 (entries/exits stock two, SW) 361.692508 2024-08-28 45.371251 0.0 2024-09-10 41.916150 0.0 1249.683832 0.076152 Short Closed
56 56 (entries/exits stock two, SW) 429.405710 2024-09-10 42.178321 0.0 2024-10-30 47.948113 0.0 2477.581600 0.136795 Long Closed
57 57 (entries/exits stock two, SW) 391.419569 2024-10-30 48.572413 0.0 2024-11-20 53.494215 0.0 -1926.489488 -0.101329 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14239.886902
Total Return [%] 42.398869
Max Gross Exposure [%] 161.601349
Total Fees Paid 0.0
Max Drawdown [%] 23.600934
Max Drawdown Duration 254 days 00:00:00
Profit Factor 1.623338
Expectancy 7.929728
Sharpe Ratio 1.189139
Calmar Ratio 1.303483
Omega Ratio 1.18707
Sortino Ratio 1.844173
Skew 0.311261
Kurtosis 2.546183
Tail Ratio 1.297505
Common Sense Ratio 1.696662
Value at Risk -0.017529
Alpha 0.294112
Beta 0.11918
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EOG) 83.099508 2023-01-11 113.384977 0.0 2023-03-23 98.695501 0.0 -1220.688163 -0.129554 Long Closed
1 1 (entries/exits, EOG) 88.313601 2023-03-23 98.082858 0.0 2023-05-03 103.990925 0.0 -521.762738 -0.060235 Short Closed
2 2 (entries/exits, EOG) 71.139474 2023-05-03 102.559380 0.0 2023-07-12 111.293421 0.0 621.335086 0.085161 Long Closed
3 3 (entries/exits, EOG) 60.291612 2023-07-12 112.483228 0.0 2023-07-14 110.656845 0.0 110.115581 0.016237 Short Closed
4 4 (entries/exits, EOG) 63.114333 2023-07-14 110.681467 0.0 2023-07-25 119.427532 0.0 552.002018 0.079020 Long Closed
5 5 (entries/exits, EOG) 90.391059 2023-07-25 118.986267 0.0 2023-10-05 113.806171 0.0 468.234326 0.043535 Short Closed
6 6 (entries/exits, EOG) 62.372649 2023-10-05 110.247883 0.0 2023-10-13 124.276672 0.0 875.012778 0.127248 Long Closed
7 7 (entries/exits, EOG) 71.200845 2023-10-13 123.951264 0.0 2023-11-03 120.243511 0.0 263.995123 0.029913 Short Closed
8 8 (entries/exits, EOG) 69.696715 2023-11-03 119.693131 0.0 2024-01-03 118.143563 0.0 -107.999829 -0.012946 Long Closed
9 9 (entries/exits, EOG) 82.753880 2024-01-03 116.268711 0.0 2024-02-02 106.352509 0.0 820.604147 0.085287 Short Closed
10 10 (entries/exits, EOG) 78.553009 2024-02-02 105.967813 0.0 2024-02-21 111.050895 0.0 399.291424 0.047968 Long Closed
11 11 (entries/exits, EOG) 75.740694 2024-02-21 111.206429 0.0 2024-02-23 106.905327 0.0 325.768436 0.038677 Short Closed
12 12 (entries/exits, EOG) 88.218576 2024-02-23 107.253699 0.0 2024-04-01 123.245176 0.0 1410.745290 0.149100 Long Closed
13 13 (entries/exits, EOG) 91.773324 2024-04-01 124.432549 0.0 2024-05-06 126.039974 0.0 -147.518713 -0.012918 Short Closed
14 14 (entries/exits, EOG) 82.293599 2024-05-06 125.317194 0.0 2024-05-31 119.948319 0.0 -441.824093 -0.042842 Long Closed
15 15 (entries/exits, EOG) 80.294451 2024-05-31 119.839317 0.0 2024-06-03 115.115013 0.0 379.335413 0.039422 Short Closed
16 16 (entries/exits, EOG) 88.051452 2024-06-03 115.109762 0.0 2024-06-20 117.358865 0.0 198.036727 0.019539 Long Closed
17 17 (entries/exits, EOG) 94.206883 2024-06-20 117.856281 0.0 2024-07-22 123.104019 0.0 -494.373099 -0.044527 Short Closed
18 18 (entries/exits, EOG) 81.450441 2024-07-22 122.955208 0.0 2024-07-24 121.207161 0.0 -142.379240 -0.014217 Long Closed
19 19 (entries/exits, EOG) 94.747042 2024-07-24 121.160152 0.0 2024-08-19 124.033796 0.0 -272.269247 -0.023718 Short Closed
20 20 (entries/exits, EOG) 86.999963 2024-08-19 123.930068 0.0 2024-10-01 122.852124 0.0 -93.781054 -0.008698 Long Closed
21 21 (entries/exits, EOG) 91.457694 2024-10-01 123.257768 0.0 2024-10-16 123.820617 0.0 -51.476888 -0.004566 Short Closed
22 22 (entries/exits, EOG) 84.956681 2024-10-16 123.314936 0.0 2024-11-08 130.579291 0.0 617.155489 0.058909 Long Closed
23 23 (entries/exits, EOG) 84.131843 2024-11-08 130.843770 0.0 2024-11-12 129.915558 0.0 78.092168 0.007094 Short Closed
24 24 (entries/exits, EOG) 85.850447 2024-11-12 129.952019 0.0 2024-11-20 132.942735 0.0 256.754275 0.023014 Long Open
25 25 (entries/exits stock two, XYZ) 51.266075 2023-01-11 73.438663 0.0 2023-03-23 70.429454 0.0 154.270354 0.040976 Short Closed
26 26 (entries/exits stock two, XYZ) 39.328766 2023-03-23 61.708842 0.0 2023-05-03 60.593224 0.0 -43.875910 -0.018079 Long Closed
27 27 (entries/exits stock two, XYZ) 43.479353 2023-05-03 59.946911 0.0 2023-07-12 68.122245 0.0 -355.458214 -0.136376 Short Closed
28 28 (entries/exits stock two, XYZ) 26.245172 2023-07-12 71.220001 0.0 2023-07-14 75.501720 0.0 112.374446 0.060120 Long Closed
29 29 (entries/exits stock two, XYZ) 27.143345 2023-07-14 75.555146 0.0 2023-07-25 76.918606 0.0 -37.008857 -0.018046 Short Closed
30 30 (entries/exits stock two, XYZ) 54.764381 2023-07-25 65.317329 0.0 2023-10-05 45.747942 0.0 -1071.705340 -0.299605 Long Closed
31 31 (entries/exits stock two, XYZ) 48.352132 2023-10-05 42.790513 0.0 2023-10-13 43.395128 0.0 -29.234465 -0.014130 Short Closed
32 32 (entries/exits stock two, XYZ) 57.755875 2023-10-13 42.916050 0.0 2023-11-03 47.929985 0.0 289.584200 0.116831 Long Closed
33 33 (entries/exits stock two, XYZ) 51.063078 2023-11-03 50.906122 0.0 2024-01-03 65.371826 0.0 -738.663380 -0.284164 Short Closed
34 34 (entries/exits stock two, XYZ) 37.436737 2024-01-03 67.980847 0.0 2024-02-02 67.684163 0.0 -11.106854 -0.004364 Long Closed
35 35 (entries/exits stock two, XYZ) 37.942656 2024-02-02 67.541818 0.0 2024-02-21 64.831899 0.0 102.821513 0.040122 Short Closed
36 36 (entries/exits stock two, XYZ) 35.703541 2024-02-21 64.470001 0.0 2024-02-23 78.476213 0.0 500.071352 0.217252 Long Closed
37 37 (entries/exits stock two, XYZ) 42.107793 2024-02-23 78.740228 0.0 2024-04-01 81.450987 0.0 -114.144093 -0.034427 Short Closed
38 38 (entries/exits stock two, XYZ) 46.677782 2024-04-01 78.913273 0.0 2024-05-06 73.815627 0.0 -237.946803 -0.064598 Long Closed
39 39 (entries/exits stock two, XYZ) 44.360309 2024-05-06 72.755005 0.0 2024-05-31 64.775348 0.0 353.980039 0.109678 Short Closed
40 40 (entries/exits stock two, XYZ) 41.492453 2024-05-31 64.080002 0.0 2024-06-03 64.300003 0.0 9.128390 0.003433 Long Closed
41 41 (entries/exits stock two, XYZ) 46.746100 2024-06-03 64.222723 0.0 2024-06-20 62.858312 0.0 63.780899 0.021245 Short Closed
42 42 (entries/exits stock two, XYZ) 48.801214 2024-06-20 63.074877 0.0 2024-07-22 68.123943 0.0 246.400532 0.080049 Long Closed
43 43 (entries/exits stock two, XYZ) 40.716687 2024-07-22 68.233860 0.0 2024-07-24 61.709999 0.0 265.629996 0.095610 Short Closed
44 44 (entries/exits stock two, XYZ) 51.001796 2024-07-24 61.414586 0.0 2024-08-19 66.031813 0.0 235.486871 0.075181 Long Closed
45 45 (entries/exits stock two, XYZ) 51.752740 2024-08-19 66.392734 0.0 2024-10-01 65.882515 0.0 26.405276 0.007685 Short Closed
46 46 (entries/exits stock two, XYZ) 43.110506 2024-10-01 66.063849 0.0 2024-10-16 73.012011 0.0 299.538786 0.105173 Long Closed
47 47 (entries/exits stock two, XYZ) 42.516846 2024-10-16 73.496849 0.0 2024-11-08 74.635837 0.0 -48.426145 -0.015497 Short Closed
48 48 (entries/exits stock two, XYZ) 39.255625 2024-11-08 74.559998 0.0 2024-11-12 86.950775 0.0 486.407716 0.166185 Long Closed
49 49 (entries/exits stock two, XYZ) 38.767388 2024-11-12 87.162381 0.0 2024-11-20 89.763243 0.0 -100.828627 -0.029839 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14698.582183
Total Return [%] 46.985822
Max Gross Exposure [%] 139.783512
Total Fees Paid 0.0
Max Drawdown [%] 13.2014
Max Drawdown Duration 91 days 00:00:00
Profit Factor 1.748317
Expectancy 10.168711
Sharpe Ratio 1.570525
Calmar Ratio 2.571507
Omega Ratio 1.241653
Sortino Ratio 2.348957
Skew -0.060017
Kurtosis 2.031898
Tail Ratio 1.119394
Common Sense Ratio 1.4994
Value at Risk -0.014724
Alpha 0.318072
Beta 0.101511
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EVRG) 160.148973 2022-12-23 56.194342 0.0 2023-01-12 56.739940 0.0 -87.377061 -0.009709 Short Closed
1 1 (entries/exits, EVRG) 169.724363 2023-01-12 56.345247 0.0 2023-03-13 52.945294 0.0 -577.054756 -0.060341 Long Closed
2 2 (entries/exits, EVRG) 191.907993 2023-03-13 53.009539 0.0 2023-04-28 55.482029 0.0 -474.490745 -0.046642 Short Closed
3 3 (entries/exits, EVRG) 144.088498 2023-04-28 55.681176 0.0 2023-05-04 55.747759 0.0 9.593912 0.001196 Long Closed
4 4 (entries/exits, EVRG) 181.003508 2023-05-04 55.399539 0.0 2023-06-01 52.037323 0.0 608.572858 0.060690 Short Closed
5 5 (entries/exits, EVRG) 175.579003 2023-06-01 51.847566 0.0 2023-07-05 54.088443 0.0 393.450964 0.043220 Long Closed
6 6 (entries/exits, EVRG) 173.406540 2023-07-05 54.095470 0.0 2023-07-10 52.563477 0.0 265.657659 0.028320 Short Closed
7 7 (entries/exits, EVRG) 176.941815 2023-07-10 52.563477 0.0 2023-07-12 54.474571 0.0 338.152584 0.036358 Long Closed
8 8 (entries/exits, EVRG) 201.829838 2023-07-12 54.397096 0.0 2023-08-04 52.192448 0.0 444.963801 0.040529 Short Closed
9 9 (entries/exits, EVRG) 220.943247 2023-08-04 51.312821 0.0 2023-10-26 45.255965 0.0 -1338.221514 -0.118038 Long Closed
10 10 (entries/exits, EVRG) 225.441835 2023-10-26 45.046649 0.0 2023-11-13 44.139201 0.0 204.576616 0.020145 Short Closed
11 11 (entries/exits, EVRG) 224.262288 2023-11-13 44.094110 0.0 2023-12-13 49.259307 0.0 1158.358689 0.117140 Long Closed
12 12 (entries/exits, EVRG) 253.951927 2023-12-13 49.196411 0.0 2024-01-22 46.633078 0.0 650.963281 0.052104 Short Closed
13 13 (entries/exits, EVRG) 235.948477 2024-01-22 46.235146 0.0 2024-02-15 46.333193 0.0 23.133921 0.002121 Long Closed
14 14 (entries/exits, EVRG) 268.681891 2024-02-15 46.473384 0.0 2024-04-03 49.097702 0.0 -705.106800 -0.056469 Short Closed
15 15 (entries/exits, EVRG) 209.024122 2024-04-03 49.512916 0.0 2024-04-08 49.573936 0.0 12.754852 0.001232 Long Closed
16 16 (entries/exits, EVRG) 231.109621 2024-04-08 49.448964 0.0 2024-04-16 46.572686 0.0 664.735522 0.058167 Short Closed
17 17 (entries/exits, EVRG) 242.648925 2024-04-16 46.646108 0.0 2024-05-07 50.979955 0.0 1051.603517 0.092909 Long Closed
18 18 (entries/exits, EVRG) 260.630030 2024-05-07 51.143724 0.0 2024-06-07 50.563479 0.0 151.229227 0.011345 Short Closed
19 19 (entries/exits, EVRG) 233.740701 2024-06-07 50.325772 0.0 2024-06-18 50.172742 0.0 -35.769529 -0.003041 Long Closed
20 20 (entries/exits, EVRG) 246.457456 2024-06-18 50.173977 0.0 2024-07-03 49.875290 0.0 73.613547 0.005953 Short Closed
21 21 (entries/exits, EVRG) 244.683533 2024-07-03 49.854303 0.0 2024-07-12 52.293982 0.0 596.949388 0.048936 Long Closed
22 22 (entries/exits, EVRG) 295.521717 2024-07-12 52.979971 0.0 2024-10-04 57.339638 0.0 -1288.376203 -0.082289 Short Closed
23 23 (entries/exits, EVRG) 199.457355 2024-10-04 57.956472 0.0 2024-10-23 59.510248 0.0 309.912042 0.026809 Long Closed
24 24 (entries/exits, EVRG) 210.460488 2024-10-23 59.432702 0.0 2024-11-01 57.250974 0.0 459.167648 0.036709 Short Closed
25 25 (entries/exits, EVRG) 213.739854 2024-11-01 57.239917 0.0 2024-11-08 60.036254 0.0 597.688655 0.048853 Long Closed
26 26 (entries/exits, EVRG) 216.530818 2024-11-08 60.063469 0.0 2024-11-20 61.792115 0.0 -374.305219 -0.028780 Short Open
27 27 (entries/exits stock two, PSKY) 106.467943 2022-12-23 15.858745 0.0 2023-01-12 18.943199 0.0 328.395430 0.194495 Long Closed
28 28 (entries/exits stock two, PSKY) 124.541849 2023-01-12 19.771369 0.0 2023-03-13 19.558320 0.0 26.533498 0.010776 Short Closed
29 29 (entries/exits stock two, PSKY) 102.512499 2023-03-13 18.843007 0.0 2023-04-28 21.955429 0.0 319.062123 0.165176 Long Closed
30 30 (entries/exits stock two, PSKY) 70.290641 2023-04-28 22.479167 0.0 2023-05-04 15.810557 0.0 468.740883 0.296657 Short Closed
31 31 (entries/exits stock two, PSKY) 137.562830 2023-05-04 15.480379 0.0 2023-06-01 14.876540 0.0 -83.065828 -0.039007 Long Closed
32 32 (entries/exits stock two, PSKY) 133.234990 2023-06-01 14.887039 0.0 2023-07-05 15.612031 0.0 -96.594202 -0.048699 Short Closed
33 33 (entries/exits stock two, PSKY) 115.580512 2023-07-05 15.615253 0.0 2023-07-10 15.702449 0.0 10.078220 0.005584 Long Closed
34 34 (entries/exits stock two, PSKY) 115.343946 2023-07-10 15.699359 0.0 2023-07-12 15.997296 0.0 -34.365195 -0.018978 Short Closed
35 35 (entries/exits stock two, PSKY) 146.642252 2023-07-12 15.758267 0.0 2023-08-04 15.144130 0.0 -90.058355 -0.038972 Long Closed
36 36 (entries/exits stock two, PSKY) 247.278167 2023-08-04 13.952272 0.0 2023-10-26 11.472643 0.0 613.157936 0.177722 Short Closed
37 37 (entries/exits stock two, PSKY) 198.151762 2023-10-26 10.718400 0.0 2023-11-13 11.760795 0.0 206.552390 0.097253 Long Closed
38 38 (entries/exits stock two, PSKY) 197.733434 2023-11-13 12.162550 0.0 2023-12-13 15.005998 0.0 -562.244770 -0.233787 Short Closed
39 39 (entries/exits stock two, PSKY) 173.329870 2023-12-13 14.962781 0.0 2024-01-22 13.569974 0.0 -241.415147 -0.093085 Long Closed
40 40 (entries/exits stock two, PSKY) 186.629188 2024-01-22 13.293642 0.0 2024-02-15 12.453693 0.0 156.759026 0.063184 Short Closed
41 41 (entries/exits stock two, PSKY) 229.805530 2024-02-15 11.922155 0.0 2024-04-03 12.685559 0.0 175.434539 0.064032 Long Closed
42 42 (entries/exits stock two, PSKY) 170.510057 2024-04-03 13.066060 0.0 2024-04-08 10.812449 0.0 384.263254 0.172478 Short Closed
43 43 (entries/exits stock two, PSKY) 209.203720 2024-04-08 10.778160 0.0 2024-04-16 10.238922 0.0 -112.810585 -0.050031 Long Closed
44 44 (entries/exits stock two, PSKY) 254.034730 2024-04-16 10.500062 0.0 2024-05-07 12.549811 0.0 -520.707281 -0.195213 Short Closed
45 45 (entries/exits stock two, PSKY) 222.934152 2024-05-07 12.429247 0.0 2024-06-07 11.811292 0.0 -137.763283 -0.049718 Long Closed
46 46 (entries/exits stock two, PSKY) 237.734547 2024-06-07 11.451215 0.0 2024-06-18 9.454986 0.0 474.572459 0.174325 Short Closed
47 47 (entries/exits stock two, PSKY) 256.117614 2024-06-18 9.466693 0.0 2024-07-03 11.111486 0.0 421.260318 0.173745 Long Closed
48 48 (entries/exits stock two, PSKY) 226.618650 2024-07-03 11.245190 0.0 2024-07-12 11.364137 0.0 -26.955639 -0.010578 Short Closed
49 49 (entries/exits stock two, PSKY) 299.800096 2024-07-12 11.096840 0.0 2024-10-04 10.490975 0.0 -181.638336 -0.054598 Long Closed
50 50 (entries/exits stock two, PSKY) 231.150278 2024-10-04 10.372589 0.0 2024-10-23 10.183424 0.0 43.725632 0.018237 Short Closed
51 51 (entries/exits stock two, PSKY) 230.979633 2024-10-23 10.178314 0.0 2024-11-01 10.823897 0.0 149.116364 0.063427 Long Closed
52 52 (entries/exits stock two, PSKY) 222.779346 2024-11-01 10.836966 0.0 2024-11-08 10.941048 0.0 -23.187368 -0.009604 Short Closed
53 53 (entries/exits stock two, PSKY) 246.736811 2024-11-08 10.903358 0.0 2024-11-20 10.487365 0.0 -102.640753 -0.038153 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 17476.69605
Total Return [%] 74.766961
Max Gross Exposure [%] 119.690534
Total Fees Paid 0.0
Max Drawdown [%] 8.319024
Max Drawdown Duration 101 days 00:00:00
Profit Factor 3.706029
Expectancy 14.029454
Sharpe Ratio 2.294752
Calmar Ratio 6.341125
Omega Ratio 1.398196
Sortino Ratio 3.731782
Skew 0.476495
Kurtosis 3.478653
Tail Ratio 1.139728
Common Sense Ratio 1.740956
Value at Risk -0.014433
Alpha 0.527166
Beta 0.052987
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, EXPD) 82.207149 2022-12-27 103.058972 0.0 2023-01-10 105.140457 0.0 -171.112965 -0.020197 Short Closed
1 1 (entries/exits, EXPD) 77.906424 2023-01-10 105.324186 0.0 2023-02-08 109.500141 0.0 325.333788 0.039649 Long Closed
2 2 (entries/exits, EXPD) 99.181851 2023-02-08 108.040215 0.0 2023-03-21 103.246481 0.0 475.451403 0.044370 Short Closed
3 3 (entries/exits, EXPD) 85.326154 2023-03-21 102.789154 0.0 2023-05-03 113.792215 0.0 938.848885 0.107045 Long Closed
4 4 (entries/exits, EXPD) 90.215024 2023-05-03 113.809329 0.0 2023-05-22 110.948561 0.0 258.084256 0.025136 Short Closed
5 5 (entries/exits, EXPD) 88.972747 2023-05-22 111.012362 0.0 2023-07-11 119.556327 0.0 760.180032 0.076964 Long Closed
6 6 (entries/exits, EXPD) 83.576036 2023-07-11 119.956138 0.0 2023-07-13 118.796814 0.0 96.891708 0.009665 Short Closed
7 7 (entries/exits, EXPD) 85.696913 2023-07-13 118.832407 0.0 2023-08-02 121.390437 0.0 219.215338 0.021526 Long Closed
8 8 (entries/exits, EXPD) 105.061365 2023-08-02 120.053084 0.0 2023-09-01 113.650197 0.0 672.696054 0.053334 Short Closed
9 9 (entries/exits, EXPD) 97.144726 2023-09-01 113.521570 0.0 2023-09-21 110.302120 0.0 -312.752598 -0.028360 Long Closed
10 10 (entries/exits, EXPD) 121.493000 2023-09-21 110.265231 0.0 2023-11-02 110.547223 0.0 -34.260128 -0.002557 Short Closed
11 11 (entries/exits, EXPD) 98.829926 2023-11-02 110.256230 0.0 2024-01-03 124.351660 0.0 1393.050310 0.127842 Long Closed
12 12 (entries/exits, EXPD) 103.825009 2024-01-03 124.673847 0.0 2024-01-29 125.744248 0.0 -111.134434 -0.008586 Short Closed
13 13 (entries/exits, EXPD) 92.592091 2024-01-29 125.760990 0.0 2024-02-13 122.943752 0.0 -260.853963 -0.022402 Long Closed
14 14 (entries/exits, EXPD) 122.428662 2024-02-13 121.155969 0.0 2024-03-19 115.860899 0.0 648.268377 0.043705 Short Closed
15 15 (entries/exits, EXPD) 107.091310 2024-03-19 115.503254 0.0 2024-04-11 116.569649 0.0 114.201571 0.009233 Long Closed
16 16 (entries/exits, EXPD) 118.964662 2024-04-11 115.945334 0.0 2024-05-06 113.340839 0.0 309.842776 0.022463 Short Closed
17 17 (entries/exits, EXPD) 111.320080 2024-05-06 113.540362 0.0 2024-06-10 124.892578 0.0 1263.729637 0.099984 Long Closed
18 18 (entries/exits, EXPD) 112.972694 2024-06-10 125.037215 0.0 2024-06-18 122.940910 0.0 236.825170 0.016765 Short Closed
19 19 (entries/exits, EXPD) 120.202141 2024-06-18 122.700341 0.0 2024-09-23 123.610745 0.0 109.432517 0.007420 Long Closed
20 20 (entries/exits, EXPD) 127.800602 2024-09-23 123.690114 0.0 2024-10-15 120.453120 0.0 413.689864 0.026170 Short Closed
21 21 (entries/exits, EXPD) 116.336966 2024-10-15 119.778091 0.0 2024-10-31 117.478025 0.0 -267.582682 -0.019203 Long Closed
22 22 (entries/exits, EXPD) 128.523632 2024-10-31 117.476607 0.0 2024-11-20 117.546419 0.0 -8.972464 -0.000594 Short Open
23 23 (entries/exits stock two, MCO) 8.332457 2022-12-27 270.019924 0.0 2023-01-10 289.096613 0.0 158.955677 0.070649 Long Closed
24 24 (entries/exits stock two, MCO) 7.918303 2023-01-10 292.615542 0.0 2023-02-08 305.291113 0.0 -100.369022 -0.043318 Short Closed
25 25 (entries/exits stock two, MCO) 9.068848 2023-02-08 300.994684 0.0 2023-03-21 291.155600 0.0 -89.229161 -0.032689 Long Closed
26 26 (entries/exits stock two, MCO) 8.888746 2023-03-21 291.705242 0.0 2023-05-03 294.455465 0.0 -24.446038 -0.009428 Short Closed
27 27 (entries/exits stock two, MCO) 8.598903 2023-05-03 294.452334 0.0 2023-05-22 314.844689 0.0 175.351888 0.069255 Long Closed
28 28 (entries/exits stock two, MCO) 9.129509 2023-05-22 316.679294 0.0 2023-07-11 331.939558 0.0 -139.318721 -0.048188 Short Closed
29 29 (entries/exits stock two, MCO) 7.866899 2023-07-11 333.208374 0.0 2023-07-13 344.203238 0.0 86.495482 0.032997 Long Closed
30 30 (entries/exits stock two, MCO) 8.210244 2023-07-13 344.541382 0.0 2023-08-02 338.077839 0.0 53.067269 0.018760 Short Closed
31 31 (entries/exits stock two, MCO) 9.462158 2023-08-02 336.205616 0.0 2023-09-01 333.704336 0.0 -23.667507 -0.007440 Long Closed
32 32 (entries/exits stock two, MCO) 8.972762 2023-09-01 334.104568 0.0 2023-09-21 320.167670 0.0 125.052460 0.041714 Short Closed
33 33 (entries/exits stock two, MCO) 10.917948 2023-09-21 316.726523 0.0 2023-11-02 320.240154 0.0 38.361647 0.011094 Long Closed
34 34 (entries/exits stock two, MCO) 9.736205 2023-11-02 326.661421 0.0 2024-01-03 367.762665 0.0 -400.170146 -0.125822 Short Closed
35 35 (entries/exits stock two, MCO) 8.594961 2024-01-03 370.343328 0.0 2024-01-29 385.279286 0.0 128.373986 0.040330 Long Closed
36 36 (entries/exits stock two, MCO) 8.237227 2024-01-29 386.354984 0.0 2024-02-13 367.091423 0.0 158.678317 0.049860 Short Closed
37 37 (entries/exits stock two, MCO) 9.611689 2024-02-13 365.772131 0.0 2024-03-19 382.278473 0.0 158.653825 0.045127 Long Closed
38 38 (entries/exits stock two, MCO) 8.955190 2024-03-19 382.987208 0.0 2024-04-11 379.783818 0.0 28.686965 0.008364 Short Closed
39 39 (entries/exits stock two, MCO) 9.230364 2024-04-11 378.399364 0.0 2024-05-06 382.753649 0.0 40.191631 0.011507 Long Closed
40 40 (entries/exits stock two, MCO) 9.701907 2024-05-06 385.225139 0.0 2024-06-10 398.414510 0.0 -127.962050 -0.034238 Short Closed
41 41 (entries/exits stock two, MCO) 9.096603 2024-06-10 398.330334 0.0 2024-06-18 415.976293 0.0 160.518289 0.044300 Long Closed
42 42 (entries/exits stock two, MCO) 10.988297 2024-06-18 422.474425 0.0 2024-09-23 466.256445 0.0 -481.089835 -0.103632 Short Closed
43 43 (entries/exits stock two, MCO) 8.281247 2024-09-23 474.223783 0.0 2024-10-15 482.435117 0.0 68.000091 0.017315 Long Closed
44 44 (entries/exits stock two, MCO) 8.107872 2024-10-15 482.103541 0.0 2024-10-31 451.261316 0.0 250.064810 0.063974 Short Closed
45 45 (entries/exits stock two, MCO) 8.568667 2024-10-31 451.663871 0.0 2024-11-20 470.736119 0.0 163.423742 0.042227 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14156.828871
Total Return [%] 41.568289
Max Gross Exposure [%] 34296.545455
Total Fees Paid 0.0
Max Drawdown [%] 6.539166
Max Drawdown Duration 108 days 00:00:00
Profit Factor 2.689988
Expectancy 9.221094
Sharpe Ratio 2.161657
Calmar Ratio 4.615915
Omega Ratio 1.384356
Sortino Ratio 3.32493
Skew -0.012062
Kurtosis 8.753986
Tail Ratio 1.349756
Common Sense Ratio 1.757169
Value at Risk -0.007944
Alpha 0.291032
Beta 0.045987
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FE) 152.171269 2023-01-03 37.401985 0.0 2023-01-31 36.593230 0.0 123.069325 0.021623 Short Closed
1 1 (entries/exits, FE) 159.445551 2023-01-31 36.352894 0.0 2023-03-16 36.109660 0.0 -38.782458 -0.006691 Long Closed
2 2 (entries/exits, FE) 169.432652 2023-03-16 36.044341 0.0 2023-04-28 35.895481 0.0 25.221664 0.004130 Short Closed
3 3 (entries/exits, FE) 159.061772 2023-04-28 35.702220 0.0 2023-06-08 35.371494 0.0 -52.605717 -0.009263 Long Closed
4 4 (entries/exits, FE) 158.711983 2023-06-08 35.370697 0.0 2023-07-03 35.455996 0.0 -13.537916 -0.002412 Short Closed
5 5 (entries/exits, FE) 155.410799 2023-07-03 35.455053 0.0 2023-07-25 36.371159 0.0 142.372776 0.025839 Long Closed
6 6 (entries/exits, FE) 157.481119 2023-07-25 36.350294 0.0 2023-08-03 33.791481 0.0 402.964654 0.070393 Short Closed
7 7 (entries/exits, FE) 181.940373 2023-08-03 33.712137 0.0 2023-09-22 33.120315 0.0 -107.676291 -0.017555 Long Closed
8 8 (entries/exits, FE) 182.026231 2023-09-22 33.019876 0.0 2023-10-02 29.937876 0.0 561.004801 0.093338 Short Closed
9 9 (entries/exits, FE) 200.389895 2023-10-02 30.014794 0.0 2023-10-26 33.027027 0.0 603.621021 0.100358 Long Closed
10 10 (entries/exits, FE) 214.566027 2023-10-26 33.133532 0.0 2023-11-30 34.246706 0.0 -238.849390 -0.033597 Short Closed
11 11 (entries/exits, FE) 198.720058 2023-11-30 34.300403 0.0 2024-01-10 35.887812 0.0 315.449932 0.046280 Long Closed
12 12 (entries/exits, FE) 204.583300 2024-01-10 35.810589 0.0 2024-02-01 34.651904 0.0 237.047688 0.032356 Short Closed
13 13 (entries/exits, FE) 200.421316 2024-02-01 34.615272 0.0 2024-02-09 35.044441 0.0 86.014644 0.012398 Long Closed
14 14 (entries/exits, FE) 221.744973 2024-02-09 34.999617 0.0 2024-03-12 35.545610 0.0 -121.071221 -0.015600 Short Closed
15 15 (entries/exits, FE) 207.942483 2024-03-12 35.600654 0.0 2024-04-04 35.947270 0.0 72.076208 0.009736 Long Closed
16 16 (entries/exits, FE) 213.345979 2024-04-04 35.902712 0.0 2024-04-25 36.195062 0.0 -62.371553 -0.008143 Short Closed
17 17 (entries/exits, FE) 223.888258 2024-04-25 36.293654 0.0 2024-07-31 39.322152 0.0 678.045056 0.083444 Long Closed
18 18 (entries/exits, FE) 185.629008 2024-07-31 39.817304 0.0 2024-08-23 41.381084 0.0 -290.282882 -0.039274 Short Closed
19 19 (entries/exits, FE) 178.646404 2024-08-23 41.460297 0.0 2024-09-13 42.649136 0.0 212.381937 0.028674 Long Closed
20 20 (entries/exits, FE) 188.230671 2024-09-13 42.572879 0.0 2024-10-09 40.904182 0.0 314.099892 0.039196 Short Closed
21 21 (entries/exits, FE) 180.940973 2024-10-09 40.814438 0.0 2024-10-15 41.722175 0.0 164.246797 0.022241 Long Closed
22 22 (entries/exits, FE) 190.653051 2024-10-15 41.715905 0.0 2024-10-30 40.526223 0.0 226.816596 0.028519 Short Closed
23 23 (entries/exits, FE) 192.479480 2024-10-30 40.440929 0.0 2024-11-20 40.424894 0.0 -3.086517 -0.000397 Long Open
24 24 (entries/exits stock two, MO) 140.915183 2023-01-03 37.050086 0.0 2023-01-31 36.721532 0.0 -46.298186 -0.008868 Long Closed
25 25 (entries/exits stock two, MO) 152.660767 2023-01-31 36.874248 0.0 2023-03-16 37.789775 0.0 -139.765086 -0.024828 Short Closed
26 26 (entries/exits stock two, MO) 143.084012 2023-03-16 37.576677 0.0 2023-04-28 39.286860 0.0 244.699844 0.045512 Long Closed
27 27 (entries/exits stock two, MO) 147.480371 2023-04-28 39.309509 0.0 2023-06-08 37.780154 0.0 225.549730 0.038905 Short Closed
28 28 (entries/exits stock two, MO) 140.603381 2023-06-08 37.725717 0.0 2023-07-03 38.954078 0.0 172.711615 0.032560 Long Closed
29 29 (entries/exits stock two, MO) 140.726289 2023-07-03 38.982803 0.0 2023-07-25 38.631553 0.0 49.430031 0.009010 Short Closed
30 30 (entries/exits stock two, MO) 140.057725 2023-07-25 38.614267 0.0 2023-08-03 37.639136 0.0 -136.574601 -0.025253 Long Closed
31 31 (entries/exits stock two, MO) 161.308971 2023-08-03 37.589297 0.0 2023-09-22 36.834599 0.0 121.739478 0.020077 Short Closed
32 32 (entries/exits stock two, MO) 151.130203 2023-09-22 36.761747 0.0 2023-10-02 36.118305 0.0 -97.243510 -0.017503 Long Closed
33 33 (entries/exits stock two, MO) 170.042099 2023-10-02 36.144632 0.0 2023-10-26 34.331892 0.0 308.242053 0.050152 Short Closed
34 34 (entries/exits stock two, MO) 186.357789 2023-10-26 34.140102 0.0 2023-11-30 36.398112 0.0 420.797667 0.066140 Long Closed
35 35 (entries/exits stock two, MO) 188.225213 2023-11-30 36.470672 0.0 2024-01-10 36.538523 0.0 -12.771212 -0.001860 Short Closed
36 36 (entries/exits stock two, MO) 183.639206 2024-01-10 36.477569 0.0 2024-02-01 37.071188 0.0 109.011862 0.016274 Long Closed
37 37 (entries/exits stock two, MO) 182.969109 2024-02-01 37.046662 0.0 2024-02-09 35.666208 0.0 252.580333 0.037263 Short Closed
38 38 (entries/exits stock two, MO) 195.026197 2024-02-09 35.679746 0.0 2024-03-12 38.139882 0.0 479.790918 0.068950 Long Closed
39 39 (entries/exits stock two, MO) 194.554064 2024-03-12 38.331432 0.0 2024-04-04 37.888886 0.0 86.099067 0.011545 Short Closed
40 40 (entries/exits stock two, MO) 190.192938 2024-04-04 37.741018 0.0 2024-04-25 39.494537 0.0 333.506989 0.046462 Long Closed
41 41 (entries/exits stock two, MO) 204.416087 2024-04-25 39.896864 0.0 2024-07-31 44.713666 0.0 -984.631848 -0.120731 Short Closed
42 42 (entries/exits stock two, MO) 155.737801 2024-07-31 45.539378 0.0 2024-08-23 48.585449 0.0 474.388270 0.066889 Long Closed
43 43 (entries/exits stock two, MO) 151.872818 2024-08-23 48.760115 0.0 2024-09-13 49.236413 0.0 -72.336665 -0.009768 Short Closed
44 44 (entries/exits stock two, MO) 153.607804 2024-09-13 49.090610 0.0 2024-10-09 47.587178 0.0 -230.938900 -0.030626 Long Closed
45 45 (entries/exits stock two, MO) 151.599198 2024-10-09 47.565834 0.0 2024-10-15 47.262060 0.0 46.051828 0.006386 Short Closed
46 46 (entries/exits stock two, MO) 157.743407 2024-10-15 47.255595 0.0 2024-10-30 47.819339 0.0 88.926901 0.011930 Long Closed
47 47 (entries/exits stock two, MO) 160.695845 2024-10-30 47.987022 0.0 2024-11-20 52.793038 0.0 -772.306754 -0.100152 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 19012.278154
Total Return [%] 90.122782
Max Gross Exposure [%] 115.905026
Total Fees Paid 0.0
Max Drawdown [%] 10.943939
Max Drawdown Duration 98 days 00:00:00
Profit Factor 2.871178
Expectancy 10.639359
Sharpe Ratio 2.437944
Calmar Ratio 5.741306
Omega Ratio 1.436688
Sortino Ratio 3.959784
Skew 0.552659
Kurtosis 8.26672
Tail Ratio 1.244911
Common Sense Ratio 2.02712
Value at Risk -0.013929
Alpha 0.499835
Beta 0.294708
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FI) 99.540266 2022-12-28 99.921254 0.0 2023-01-11 101.566736 0.0 -163.791737 -0.016468 Short Closed
1 1 (entries/exits, FI) 89.930131 2023-01-11 101.534257 0.0 2023-01-19 102.181525 0.0 58.208817 0.006375 Long Closed
2 2 (entries/exits, FI) 94.350001 2023-01-19 102.272716 0.0 2023-01-31 106.525678 0.0 -401.267046 -0.041585 Short Closed
3 3 (entries/exits, FI) 85.833110 2023-01-31 106.809344 0.0 2023-03-24 112.528807 0.0 490.919273 0.053548 Long Closed
4 4 (entries/exits, FI) 89.123733 2023-03-24 112.651572 0.0 2023-04-27 118.972707 0.0 -563.363212 -0.056112 Short Closed
5 5 (entries/exits, FI) 74.060456 2023-04-27 119.600889 0.0 2023-05-23 118.281597 0.0 -97.707388 -0.011031 Long Closed
6 6 (entries/exits, FI) 84.894546 2023-05-23 117.622397 0.0 2023-06-06 114.205350 0.0 290.088655 0.029051 Short Closed
7 7 (entries/exits, FI) 79.459063 2023-06-06 114.335292 0.0 2023-07-27 123.485277 0.0 727.049268 0.080028 Long Closed
8 8 (entries/exits, FI) 90.573286 2023-07-27 123.411142 0.0 2023-08-29 122.903392 0.0 45.988584 0.004114 Short Closed
9 9 (entries/exits, FI) 79.004622 2023-08-29 122.727397 0.0 2023-09-05 121.810524 0.0 -72.437180 -0.007471 Long Closed
10 10 (entries/exits, FI) 94.040579 2023-09-05 121.110791 0.0 2023-09-28 113.825040 0.0 685.156258 0.060158 Short Closed
11 11 (entries/exits, FI) 91.898763 2023-09-28 113.529049 0.0 2023-10-24 115.430999 0.0 174.786797 0.016753 Long Closed
12 12 (entries/exits, FI) 95.448043 2023-10-24 115.331328 0.0 2023-11-01 114.902248 0.0 40.954839 0.003720 Short Closed
13 13 (entries/exits, FI) 94.809684 2023-11-01 115.843221 0.0 2024-04-11 152.558052 0.0 3480.921573 0.316936 Long Closed
14 14 (entries/exits, FI) 113.269312 2024-04-11 152.945176 0.0 2024-05-22 152.766734 0.0 20.211938 0.001167 Short Closed
15 15 (entries/exits, FI) 89.204090 2024-05-22 152.551227 0.0 2024-05-29 147.822530 0.0 -421.819095 -0.030997 Long Closed
16 16 (entries/exits, FI) 103.003592 2024-05-29 147.917157 0.0 2024-07-15 154.442454 0.0 -672.129041 -0.044115 Short Closed
17 17 (entries/exits, FI) 82.219659 2024-07-15 155.448578 0.0 2024-09-03 173.660698 0.0 1497.394268 0.117158 Long Closed
18 18 (entries/exits, FI) 83.962546 2024-09-03 173.783478 0.0 2024-09-11 171.055586 0.0 229.040760 0.015697 Short Closed
19 19 (entries/exits, FI) 84.364969 2024-09-11 171.408059 0.0 2024-11-20 216.983410 0.0 3844.963106 0.265888 Long Open
20 20 (entries/exits stock two, GWW) 1.495081 2022-12-28 542.433795 0.0 2023-01-11 565.827589 0.0 34.975614 0.043127 Long Closed
21 21 (entries/exits stock two, GWW) 1.383096 2023-01-11 567.564285 0.0 2023-01-19 534.422586 0.0 45.838156 0.058393 Short Closed
22 22 (entries/exits stock two, GWW) 1.441383 2023-01-19 534.451164 0.0 2023-01-31 572.786213 0.0 55.255480 0.071728 Long Closed
23 23 (entries/exits stock two, GWW) 1.587565 2023-01-31 590.708421 0.0 2023-03-24 651.913005 0.0 -97.166245 -0.103612 Short Closed
24 24 (entries/exits stock two, GWW) 1.291303 2023-03-24 648.577099 0.0 2023-04-27 677.466481 0.0 37.304934 0.044543 Long Closed
25 25 (entries/exits stock two, GWW) 1.163988 2023-04-27 679.509185 0.0 2023-05-23 648.110960 0.0 36.547169 0.046207 Short Closed
26 26 (entries/exits stock two, GWW) 1.218347 2023-05-23 646.865907 0.0 2023-06-06 671.610248 0.0 30.147196 0.038253 Long Closed
27 27 (entries/exits stock two, GWW) 1.306178 2023-06-06 683.253452 0.0 2023-07-27 714.949646 0.0 -41.400886 -0.046390 Short Closed
28 28 (entries/exits stock two, GWW) 1.267422 2023-07-27 709.322962 0.0 2023-08-29 705.938604 0.0 -4.289409 -0.004771 Long Closed
29 29 (entries/exits stock two, GWW) 1.158537 2023-08-29 705.670158 0.0 2023-09-05 681.806247 0.0 27.647216 0.033817 Short Closed
30 30 (entries/exits stock two, GWW) 1.302362 2023-09-05 680.741348 0.0 2023-09-28 686.964009 0.0 8.104159 0.009141 Long Closed
31 31 (entries/exits stock two, GWW) 1.330170 2023-09-28 688.071670 0.0 2023-10-24 678.118144 0.0 13.239883 0.014466 Short Closed
32 32 (entries/exits stock two, GWW) 1.314189 2023-10-24 675.122423 0.0 2023-11-01 727.868572 0.0 69.318394 0.078128 Long Closed
33 33 (entries/exits stock two, GWW) 1.724725 2023-11-01 772.709333 0.0 2024-04-11 931.952682 0.0 -274.651047 -0.206084 Short Closed
34 34 (entries/exits stock two, GWW) 1.388975 2024-04-11 950.772538 0.0 2024-05-22 951.576623 0.0 1.116854 0.000846 Long Closed
35 35 (entries/exits stock two, GWW) 1.193061 2024-05-22 953.517262 0.0 2024-05-29 902.013838 0.0 61.446712 0.054014 Short Closed
36 36 (entries/exits stock two, GWW) 1.400960 2024-05-29 899.666744 0.0 2024-07-15 927.943047 0.0 39.613956 0.031430 Long Closed
37 37 (entries/exits stock two, GWW) 1.405450 2024-07-15 935.773449 0.0 2024-09-03 952.730922 0.0 -23.832886 -0.018121 Short Closed
38 38 (entries/exits stock two, GWW) 1.251683 2024-09-03 951.627978 0.0 2024-09-11 979.858836 0.0 35.336089 0.029666 Long Closed
39 39 (entries/exits stock two, GWW) 1.526361 2024-09-11 1001.847144 0.0 2024-11-20 1156.098097 0.0 -235.442621 -0.153967 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 13252.458538
Total Return [%] 32.524585
Max Gross Exposure [%] 3133.754796
Total Fees Paid 0.0
Max Drawdown [%] 16.915161
Max Drawdown Duration 203 days 00:00:00
Profit Factor 1.467429
Expectancy 5.709237
Sharpe Ratio 1.084721
Calmar Ratio 1.408409
Omega Ratio 1.188985
Sortino Ratio 1.797828
Skew 1.453861
Kurtosis 12.299131
Tail Ratio 1.322626
Common Sense Ratio 1.637722
Value at Risk -0.012781
Alpha 0.221774
Beta 0.104943
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FITB) 186.501715 2022-12-28 29.677701 0.0 2023-03-09 29.708373 0.0 -5.720423 -0.001034 Short Closed
1 1 (entries/exits, FITB) 184.715263 2023-03-09 27.281082 0.0 2023-04-19 25.230296 0.0 -378.811431 -0.075172 Long Closed
2 2 (entries/exits, FITB) 147.020168 2023-04-19 25.525109 0.0 2023-04-25 23.398071 0.0 312.717433 0.083331 Short Closed
3 3 (entries/exits, FITB) 204.016628 2023-04-25 23.094700 0.0 2023-06-07 24.306572 0.0 247.242011 0.052474 Long Closed
4 4 (entries/exits, FITB) 203.117634 2023-06-07 24.751365 0.0 2023-08-07 26.114302 0.0 -276.836517 -0.055065 Short Closed
5 5 (entries/exits, FITB) 180.507260 2023-08-07 26.027146 0.0 2023-09-11 24.451357 0.0 -284.441218 -0.060544 Long Closed
6 6 (entries/exits, FITB) 209.315054 2023-09-11 24.233315 0.0 2023-10-20 22.221626 0.0 421.076831 0.083013 Short Closed
7 7 (entries/exits, FITB) 191.800829 2023-10-20 21.797917 0.0 2023-11-02 23.389370 0.0 305.242080 0.073009 Long Closed
8 8 (entries/exits, FITB) 191.476275 2023-11-02 23.533511 0.0 2023-11-09 23.330461 0.0 38.879270 0.008628 Short Closed
9 9 (entries/exits, FITB) 188.078743 2023-11-09 23.250011 0.0 2023-12-01 28.098399 0.0 911.878692 0.208533 Long Closed
10 10 (entries/exits, FITB) 174.615049 2023-12-01 29.009409 0.0 2024-01-16 31.749236 0.0 -478.414905 -0.094446 Short Closed
11 11 (entries/exits, FITB) 138.604600 2024-01-16 31.830142 0.0 2024-02-02 32.085659 0.0 35.415904 0.008028 Long Closed
12 12 (entries/exits, FITB) 176.308128 2024-02-02 32.232477 0.0 2024-04-04 33.632319 0.0 -246.803459 -0.043430 Short Closed
13 13 (entries/exits, FITB) 143.006736 2024-04-04 33.650473 0.0 2024-04-19 34.623901 0.0 139.206773 0.028928 Long Closed
14 14 (entries/exits, FITB) 146.146705 2024-04-19 34.820987 0.0 2024-05-13 36.423123 0.0 -234.146891 -0.046011 Short Closed
15 15 (entries/exits, FITB) 160.610304 2024-05-13 36.232334 0.0 2024-06-24 35.074011 0.0 -186.038572 -0.031969 Long Closed
16 16 (entries/exits, FITB) 167.482930 2024-06-24 35.379152 0.0 2024-08-12 37.602551 0.0 -372.381521 -0.062845 Short Closed
17 17 (entries/exits, FITB) 128.871344 2024-08-12 37.574754 0.0 2024-08-23 40.529829 0.0 380.824487 0.078645 Long Closed
18 18 (entries/exits, FITB) 130.169971 2024-08-23 40.570574 0.0 2024-09-12 39.768701 0.0 104.379792 0.019765 Short Closed
19 19 (entries/exits, FITB) 122.518084 2024-09-12 39.720964 0.0 2024-09-19 42.070847 0.0 287.903168 0.059160 Long Closed
20 20 (entries/exits, FITB) 123.703966 2024-09-19 42.053786 0.0 2024-10-01 40.756056 0.0 160.534302 0.030859 Short Closed
21 21 (entries/exits, FITB) 124.945942 2024-10-01 40.736264 0.0 2024-10-11 42.616631 0.0 234.944282 0.046160 Long Closed
22 22 (entries/exits, FITB) 126.650382 2024-10-11 42.637106 0.0 2024-10-31 42.565632 0.0 9.052247 0.001676 Short Closed
23 23 (entries/exits, FITB) 126.702675 2024-10-31 42.469204 0.0 2024-11-06 45.573027 0.0 393.262614 0.073084 Long Closed
24 24 (entries/exits, FITB) 125.511968 2024-11-06 45.570964 0.0 2024-11-20 45.086499 0.0 60.806083 0.010631 Short Open
25 25 (entries/exits stock two, GEN) 368.069985 2022-12-28 19.648744 0.0 2023-03-09 17.474473 0.0 -800.283859 -0.110657 Long Closed
26 26 (entries/exits stock two, GEN) 397.174645 2023-03-09 16.606601 0.0 2023-04-19 16.720943 0.0 -45.413807 -0.006885 Short Closed
27 27 (entries/exits stock two, GEN) 310.879083 2023-04-19 16.942695 0.0 2023-04-25 16.464615 0.0 -148.624996 -0.028217 Long Closed
28 28 (entries/exits stock two, GEN) 422.197857 2023-04-25 16.233416 0.0 2023-06-07 16.780168 0.0 -230.837658 -0.033681 Short Closed
29 29 (entries/exits stock two, GEN) 353.646702 2023-06-07 17.067351 0.0 2023-08-07 19.797831 0.0 965.625410 0.159983 Long Closed
30 30 (entries/exits stock two, GEN) 347.802476 2023-08-07 20.043012 0.0 2023-09-11 18.775279 0.0 440.920781 0.063251 Short Closed
31 31 (entries/exits stock two, GEN) 361.758920 2023-09-11 18.393937 0.0 2023-10-20 16.584576 0.0 -654.552381 -0.098367 Long Closed
32 32 (entries/exits stock two, GEN) 370.004304 2023-10-20 16.462034 0.0 2023-11-02 16.507631 0.0 -16.871250 -0.002770 Short Closed
33 33 (entries/exits stock two, GEN) 354.497411 2023-11-02 16.520447 0.0 2023-11-09 18.228558 0.0 605.520748 0.103394 Long Closed
34 34 (entries/exits stock two, GEN) 349.440536 2023-11-09 18.278312 0.0 2023-12-01 21.267172 0.0 -1044.429107 -0.163520 Short Closed
35 35 (entries/exits stock two, GEN) 302.888658 2023-12-01 21.637449 0.0 2024-01-16 22.351763 0.0 216.357619 0.033013 Long Closed
36 36 (entries/exits stock two, GEN) 283.926507 2024-01-16 22.415551 0.0 2024-02-02 20.813958 0.0 454.734752 0.071450 Short Closed
37 37 (entries/exits stock two, GEN) 345.086160 2024-02-02 20.593359 0.0 2024-04-04 21.396320 0.0 277.091004 0.038991 Long Closed
38 38 (entries/exits stock two, GEN) 334.367086 2024-04-04 21.303993 0.0 2024-04-19 20.012312 0.0 431.895718 0.060631 Short Closed
39 39 (entries/exits stock two, GEN) 342.377505 2024-04-19 19.941932 0.0 2024-05-13 23.122005 0.0 1088.785477 0.159467 Long Closed
40 40 (entries/exits stock two, GEN) 364.226340 2024-05-13 23.436148 0.0 2024-06-24 23.708408 0.0 -99.164449 -0.011617 Short Closed
41 41 (entries/exits stock two, GEN) 326.053414 2024-06-24 23.638960 0.0 2024-08-12 24.169828 0.0 173.091080 0.022457 Long Closed
42 42 (entries/exits stock two, GEN) 294.277410 2024-08-12 24.113307 0.0 2024-08-23 25.262166 0.0 -338.083172 -0.047644 Short Closed
43 43 (entries/exits stock two, GEN) 280.625472 2024-08-23 25.285201 0.0 2024-09-12 25.799535 0.0 144.335011 0.020341 Long Closed
44 44 (entries/exits stock two, GEN) 272.857857 2024-09-12 25.808839 0.0 2024-09-19 26.411268 0.0 -164.377411 -0.023342 Short Closed
45 45 (entries/exits stock two, GEN) 272.891257 2024-09-19 26.410691 0.0 2024-10-01 26.731814 0.0 87.631552 0.012159 Long Closed
46 46 (entries/exits stock two, GEN) 275.352485 2024-10-01 26.729668 0.0 2024-10-11 27.270454 0.0 -148.906903 -0.020232 Short Closed
47 47 (entries/exits stock two, GEN) 278.882516 2024-10-11 27.244387 0.0 2024-10-31 28.556929 0.0 366.045112 0.048177 Long Closed
48 48 (entries/exits stock two, GEN) 271.513220 2024-10-31 28.584944 0.0 2024-11-06 28.619534 0.0 -9.391704 -0.001210 Short Closed
49 49 (entries/exits stock two, GEN) 274.883378 2024-11-06 28.639986 0.0 2024-11-20 29.082319 0.0 121.589939 0.015445 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 21714.606667
Total Return [%] 117.146067
Max Gross Exposure [%] 115.119101
Total Fees Paid 0.0
Max Drawdown [%] 13.814307
Max Drawdown Duration 99 days 00:00:00
Profit Factor 3.541093
Expectancy 23.963709
Sharpe Ratio 2.277498
Calmar Ratio 5.799108
Omega Ratio 1.456914
Sortino Ratio 4.119597
Skew 1.89686
Kurtosis 15.999009
Tail Ratio 1.306283
Common Sense Ratio 2.352755
Value at Risk -0.016102
Alpha 0.887144
Beta -0.027596
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, FRT) 25.359019 2023-01-11 96.439861 0.0 2023-02-21 96.180680 0.0 6.572582 0.002687 Short Closed
1 1 (entries/exits, FRT) 41.928628 2023-02-21 90.894622 0.0 2023-06-07 87.010226 0.0 -162.867382 -0.042735 Long Closed
2 2 (entries/exits, FRT) 32.681567 2023-06-07 88.830605 0.0 2023-08-14 92.181625 0.0 -109.516584 -0.037724 Short Closed
3 3 (entries/exits, FRT) 31.890569 2023-08-14 92.096435 0.0 2023-09-12 90.125681 0.0 -62.848467 -0.021399 Long Closed
4 4 (entries/exits, FRT) 30.125090 2023-09-12 90.141621 0.0 2023-09-21 87.426756 0.0 81.785551 0.030118 Short Closed
5 5 (entries/exits, FRT) 40.848353 2023-09-21 85.847800 0.0 2023-10-31 84.333611 0.0 -61.852128 -0.017638 Long Closed
6 6 (entries/exits, FRT) 45.900077 2023-10-31 85.855165 0.0 2024-01-11 95.247599 0.0 -431.113429 -0.109399 Short Closed
7 7 (entries/exits, FRT) 40.704992 2024-01-11 95.616951 0.0 2024-02-02 95.711746 0.0 3.858632 0.000991 Long Closed
8 8 (entries/exits, FRT) 44.483552 2024-02-02 95.518604 0.0 2024-02-20 93.418289 0.0 93.429475 0.021989 Short Closed
9 9 (entries/exits, FRT) 49.339613 2024-02-20 93.357942 0.0 2024-04-09 97.161360 0.0 187.659186 0.040740 Long Closed
10 10 (entries/exits, FRT) 40.365561 2024-04-09 97.440197 0.0 2024-04-16 91.583838 0.0 236.395206 0.060102 Short Closed
11 11 (entries/exits, FRT) 38.874199 2024-04-16 91.425262 0.0 2024-04-22 95.833254 0.0 171.357120 0.048214 Long Closed
12 12 (entries/exits, FRT) 45.357114 2024-04-22 96.016223 0.0 2024-05-14 97.247982 0.0 -55.869052 -0.012829 Short Closed
13 13 (entries/exits, FRT) 48.979178 2024-05-14 96.828750 0.0 2024-06-24 96.741307 0.0 -4.282883 -0.000903 Long Closed
14 14 (entries/exits, FRT) 53.139898 2024-06-24 98.707179 0.0 2024-09-19 108.750620 0.0 -533.707438 -0.101750 Short Closed
15 15 (entries/exits, FRT) 44.049928 2024-09-19 109.376435 0.0 2024-10-18 110.458242 0.0 47.653537 0.009891 Long Closed
16 16 (entries/exits, FRT) 41.015404 2024-10-18 110.604168 0.0 2024-10-31 107.387203 0.0 131.945140 0.029085 Short Closed
17 17 (entries/exits, FRT) 46.382421 2024-10-31 107.326075 0.0 2024-11-20 109.550010 0.0 103.151506 0.020721 Long Open
18 18 (entries/exits stock two, GEN) 404.598688 2023-01-11 20.710558 0.0 2023-02-21 19.757197 0.0 -385.728752 -0.046033 Long Closed
19 19 (entries/exits stock two, GEN) 911.513919 2023-02-21 17.660161 0.0 2023-06-07 16.602499 0.0 964.073226 0.059890 Short Closed
20 20 (entries/exits stock two, GEN) 517.305999 2023-06-07 17.052101 0.0 2023-08-14 19.947075 0.0 1497.587361 0.169772 Long Closed
21 21 (entries/exits stock two, GEN) 597.527037 2023-08-14 19.935630 0.0 2023-09-12 18.864329 0.0 640.131607 0.053738 Short Closed
22 22 (entries/exits stock two, GEN) 528.969179 2023-09-12 18.738109 0.0 2023-09-21 18.257203 0.0 -254.383988 -0.025665 Long Closed
23 23 (entries/exits stock two, GEN) 758.843667 2023-09-21 17.769686 0.0 2023-10-31 16.115787 0.0 1255.051065 0.093074 Short Closed
24 24 (entries/exits stock two, GEN) 693.087161 2023-10-31 16.236566 0.0 2024-01-11 21.973491 0.0 3976.188560 0.353334 Long Closed
25 25 (entries/exits stock two, GEN) 645.493557 2024-01-11 22.312715 0.0 2024-02-02 20.857714 0.0 939.193794 0.065210 Short Closed
26 26 (entries/exits stock two, GEN) 697.223285 2024-02-02 20.544994 0.0 2024-02-20 21.117755 0.0 399.342237 0.027878 Long Closed
27 27 (entries/exits stock two, GEN) 872.498158 2024-02-20 21.091493 0.0 2024-04-09 21.886267 0.0 -693.438910 -0.037682 Short Closed
28 28 (entries/exits stock two, GEN) 658.412371 2024-04-09 22.018539 0.0 2024-04-16 19.897007 0.0 -1396.842817 -0.096352 Long Closed
29 29 (entries/exits stock two, GEN) 668.386257 2024-04-16 19.896363 0.0 2024-04-22 19.945755 0.0 -33.013027 -0.002482 Short Closed
30 30 (entries/exits stock two, GEN) 678.878159 2024-04-22 19.938203 0.0 2024-05-14 23.775135 0.0 2604.809591 0.192441 Long Closed
31 31 (entries/exits stock two, GEN) 815.406939 2024-05-14 23.884383 0.0 2024-06-24 23.721542 0.0 132.782375 0.006818 Short Closed
32 32 (entries/exits stock two, GEN) 698.146095 2024-06-24 23.623313 0.0 2024-09-19 26.252000 0.0 1835.207396 0.111275 Long Closed
33 33 (entries/exits stock two, GEN) 683.035929 2024-09-19 26.421902 0.0 2024-10-18 26.771054 0.0 -238.482710 -0.013214 Short Closed
34 34 (entries/exits stock two, GEN) 614.805743 2024-10-18 26.736880 0.0 2024-10-31 28.601151 0.0 1146.164284 0.069727 Long Closed
35 35 (entries/exits stock two, GEN) 678.283969 2024-10-31 28.613973 0.0 2024-11-20 29.079538 0.0 -315.785195 -0.016271 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 12582.822834
Total Return [%] 25.828228
Max Gross Exposure [%] 131.455439
Total Fees Paid 0.0
Max Drawdown [%] 13.601201
Max Drawdown Duration 182 days 00:00:00
Profit Factor 2.153014
Expectancy 5.002355
Sharpe Ratio 0.967843
Calmar Ratio 1.400325
Omega Ratio 1.14871
Sortino Ratio 1.592898
Skew 1.053539
Kurtosis 4.547082
Tail Ratio 1.159168
Common Sense Ratio 1.379944
Value at Risk -0.015169
Alpha 0.224661
Beta -0.023716
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, HOLX) 142.742527 2023-01-04 78.810826 0.0 2023-02-21 81.504877 0.0 -384.555772 -0.034184 Short Closed
1 1 (entries/exits, HOLX) 111.509408 2023-02-21 81.133172 0.0 2023-04-05 82.027108 0.0 99.682264 0.011018 Long Closed
2 2 (entries/exits, HOLX) 137.850838 2023-04-05 82.333315 0.0 2023-05-16 82.088676 0.0 33.723650 0.002971 Short Closed
3 3 (entries/exits, HOLX) 111.219237 2023-05-16 81.315920 0.0 2023-06-20 81.995983 0.0 75.636089 0.008363 Long Closed
4 4 (entries/exits, HOLX) 123.885356 2023-06-20 81.732804 0.0 2023-07-17 79.029036 0.0 334.957268 0.033081 Short Closed
5 5 (entries/exits, HOLX) 117.994575 2023-07-17 78.956791 0.0 2023-07-21 80.877813 0.0 226.670199 0.024330 Long Closed
6 6 (entries/exits, HOLX) 169.217197 2023-07-21 79.414449 0.0 2023-09-07 73.579842 0.0 987.315754 0.073470 Short Closed
7 7 (entries/exits, HOLX) 150.219000 2023-09-07 72.785171 0.0 2023-11-10 72.046559 0.0 -110.953654 -0.010148 Long Closed
8 8 (entries/exits, HOLX) 161.338882 2023-11-10 72.006919 0.0 2023-12-04 70.650907 0.0 218.777421 0.018832 Short Closed
9 9 (entries/exits, HOLX) 153.947958 2023-12-04 70.574932 0.0 2024-01-02 72.437578 0.0 286.750493 0.026392 Long Closed
10 10 (entries/exits, HOLX) 164.099887 2024-01-02 72.457917 0.0 2024-02-02 72.552469 0.0 -15.515986 -0.001305 Short Closed
11 11 (entries/exits, HOLX) 152.296966 2024-02-02 72.444460 0.0 2024-02-09 73.441905 0.0 151.907795 0.013768 Long Closed
12 12 (entries/exits, HOLX) 218.914230 2024-02-09 74.030059 0.0 2024-05-10 75.524576 0.0 -327.171078 -0.020188 Short Closed
13 13 (entries/exits, HOLX) 148.288213 2024-05-10 75.098424 0.0 2024-06-27 74.208636 0.0 -131.945039 -0.011848 Long Closed
14 14 (entries/exits, HOLX) 177.404301 2024-06-27 75.191605 0.0 2024-08-23 80.083026 0.0 -867.759244 -0.065053 Short Closed
15 15 (entries/exits, HOLX) 126.730545 2024-08-23 80.252672 0.0 2024-09-09 82.685945 0.0 308.370050 0.030320 Long Closed
16 16 (entries/exits, HOLX) 144.979795 2024-09-09 82.441740 0.0 2024-09-26 80.232703 0.0 320.265728 0.026795 Short Closed
17 17 (entries/exits, HOLX) 135.162297 2024-09-26 80.102144 0.0 2024-10-22 81.576061 0.0 199.218014 0.018400 Long Closed
18 18 (entries/exits, HOLX) 162.101042 2024-10-22 81.181244 0.0 2024-11-14 78.031932 0.0 510.506790 0.038794 Short Closed
19 19 (entries/exits, HOLX) 148.161449 2024-11-14 77.545133 0.0 2024-11-20 78.041255 0.0 73.506180 0.006398 Long Open
20 20 (entries/exits stock two, IPG) 31.376911 2023-01-04 31.115021 0.0 2023-02-21 32.646274 0.0 48.045996 0.049213 Long Closed
21 21 (entries/exits stock two, IPG) 28.374485 2023-02-21 32.352817 0.0 2023-04-05 33.009566 0.0 -18.634920 -0.020300 Short Closed
22 22 (entries/exits stock two, IPG) 30.535412 2023-04-05 33.017609 0.0 2023-05-16 32.519071 0.0 -15.223061 -0.015099 Long Closed
23 23 (entries/exits stock two, IPG) 27.574655 2023-05-16 32.658255 0.0 2023-06-20 35.496317 0.0 -78.258562 -0.086902 Short Closed
24 24 (entries/exits stock two, IPG) 26.027608 2023-06-20 35.586135 0.0 2023-07-17 36.327208 0.0 19.288373 0.020825 Long Closed
25 25 (entries/exits stock two, IPG) 25.715394 2023-07-17 36.234974 0.0 2023-07-21 29.932083 0.0 162.081325 0.173945 Short Closed
26 26 (entries/exits stock two, IPG) 37.125777 2023-07-21 29.760660 0.0 2023-09-07 29.340771 0.0 -15.588719 -0.014109 Long Closed
27 27 (entries/exits stock two, IPG) 43.585950 2023-09-07 28.596953 0.0 2023-11-10 26.483291 0.0 92.125976 0.073912 Short Closed
28 28 (entries/exits stock two, IPG) 38.863942 2023-11-10 26.517315 0.0 2023-12-04 28.914209 0.0 93.152753 0.090390 Long Closed
29 29 (entries/exits stock two, IPG) 36.965561 2023-12-04 29.083803 0.0 2024-01-02 30.453871 0.0 -50.645326 -0.047108 Short Closed
30 30 (entries/exits stock two, IPG) 36.100295 2024-01-02 30.478641 0.0 2024-02-02 30.471732 0.0 -0.249445 -0.000227 Long Closed
31 31 (entries/exits stock two, IPG) 34.939428 2024-02-02 30.493662 0.0 2024-02-09 28.400732 0.0 73.125775 0.068635 Short Closed
32 32 (entries/exits stock two, IPG) 49.304763 2024-02-09 28.630810 0.0 2024-05-10 29.258952 0.0 30.970378 0.021939 Long Closed
33 33 (entries/exits stock two, IPG) 39.470192 2024-05-10 28.973103 0.0 2024-06-27 27.612764 0.0 53.692852 0.046952 Short Closed
34 34 (entries/exits stock two, IPG) 43.089844 2024-06-27 27.533381 0.0 2024-08-23 29.871671 0.0 100.756549 0.084926 Long Closed
35 35 (entries/exits stock two, IPG) 32.793754 2024-08-23 30.332074 0.0 2024-09-09 29.590294 0.0 24.325750 0.024455 Short Closed
36 36 (entries/exits stock two, IPG) 36.131152 2024-09-09 29.558806 0.0 2024-09-26 29.961959 0.0 14.566393 0.013639 Long Closed
37 37 (entries/exits stock two, IPG) 35.274219 2024-09-26 29.978444 0.0 2024-10-22 28.452940 0.0 53.810964 0.050887 Short Closed
38 38 (entries/exits stock two, IPG) 40.226430 2024-10-22 28.347478 0.0 2024-11-14 27.860328 0.0 -19.596340 -0.017185 Long Closed
39 39 (entries/exits stock two, IPG) 41.500742 2024-11-14 27.621006 0.0 2024-11-20 27.002000 0.0 25.689202 0.022411 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16494.796117
Total Return [%] 64.947961
Max Gross Exposure [%] 173.145803
Total Fees Paid 0.0
Max Drawdown [%] 20.429514
Max Drawdown Duration 152 days 00:00:00
Profit Factor 2.220118
Expectancy 12.732669
Sharpe Ratio 1.979113
Calmar Ratio 2.261158
Omega Ratio 1.319152
Sortino Ratio 3.14509
Skew 0.209515
Kurtosis 1.366417
Tail Ratio 1.284299
Common Sense Ratio 1.877573
Value at Risk -0.01578
Alpha 0.446689
Beta 0.087478
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, LNT) 179.370504 2022-12-23 50.272068 0.0 2023-01-05 49.296423 0.0 175.001822 0.019407 Short Closed
1 1 (entries/exits, LNT) 199.013033 2023-01-05 49.098472 0.0 2023-03-13 47.396294 0.0 -338.755596 -0.034669 Long Closed
2 2 (entries/exits, LNT) 229.801927 2023-03-13 47.403746 0.0 2023-05-03 49.965667 0.0 -588.734367 -0.054045 Short Closed
3 3 (entries/exits, LNT) 163.152515 2023-05-03 50.317184 0.0 2023-05-04 50.659225 0.0 55.804852 0.006798 Long Closed
4 4 (entries/exits, LNT) 203.156008 2023-05-04 50.366138 0.0 2023-06-01 47.262103 0.0 630.603532 0.061629 Short Closed
5 5 (entries/exits, LNT) 198.938795 2023-06-01 47.113342 0.0 2023-07-14 50.010810 0.0 576.418664 0.061500 Long Closed
6 6 (entries/exits, LNT) 220.492069 2023-07-14 49.973052 0.0 2023-08-04 48.072851 0.0 418.979249 0.038025 Short Closed
7 7 (entries/exits, LNT) 215.305968 2023-08-04 47.781199 0.0 2023-09-07 47.016058 0.0 -164.739563 -0.016013 Long Closed
8 8 (entries/exits, LNT) 242.547988 2023-09-07 46.943729 0.0 2023-09-28 45.031074 0.0 463.910589 0.040744 Short Closed
9 9 (entries/exits, LNT) 240.838110 2023-09-28 44.805085 0.0 2023-10-24 46.083339 0.0 307.852078 0.028529 Long Closed
10 10 (entries/exits, LNT) 249.730761 2023-10-24 46.105699 0.0 2023-11-09 45.807882 0.0 74.374093 0.006459 Short Closed
11 11 (entries/exits, LNT) 244.403358 2023-11-09 45.749878 0.0 2023-12-07 48.659479 0.0 711.116302 0.063598 Long Closed
12 12 (entries/exits, LNT) 231.202626 2023-12-07 48.757095 0.0 2023-12-08 48.343102 0.0 95.716462 0.008491 Short Closed
13 13 (entries/exits, LNT) 242.151212 2023-12-08 48.345642 0.0 2023-12-13 50.224884 0.0 455.060821 0.038871 Long Closed
14 14 (entries/exits, LNT) 252.321614 2023-12-13 50.169627 0.0 2023-12-15 47.628021 0.0 641.302113 0.050660 Short Closed
15 15 (entries/exits, LNT) 270.867352 2023-12-15 47.629519 0.0 2024-01-02 48.809286 0.0 319.560345 0.024770 Long Closed
16 16 (entries/exits, LNT) 305.242233 2024-01-02 48.593230 0.0 2024-01-22 45.663496 0.0 894.278621 0.060291 Short Closed
17 17 (entries/exits, LNT) 315.267286 2024-01-22 45.591989 0.0 2024-02-15 45.992697 0.0 126.329994 0.008789 Long Closed
18 18 (entries/exits, LNT) 347.114057 2024-02-15 45.948921 0.0 2024-03-20 46.349344 0.0 -138.992732 -0.008715 Short Closed
19 19 (entries/exits, LNT) 307.156352 2024-03-20 46.368262 0.0 2024-03-28 47.879310 0.0 464.127904 0.032588 Long Closed
20 20 (entries/exits, LNT) 311.159555 2024-03-28 47.870547 0.0 2024-04-03 46.990932 0.0 273.700499 0.018375 Short Closed
21 21 (entries/exits, LNT) 326.473813 2024-04-03 46.972903 0.0 2024-04-08 46.985664 0.0 4.166296 0.000272 Long Closed
22 22 (entries/exits, LNT) 508.867191 2024-04-08 48.021143 0.0 2024-10-07 53.969602 0.0 -3026.975792 -0.123872 Short Closed
23 23 (entries/exits, LNT) 226.538530 2024-10-07 57.423482 0.0 2024-10-15 59.103710 0.0 380.636373 0.029260 Long Closed
24 24 (entries/exits, LNT) 251.043502 2024-10-15 59.054783 0.0 2024-10-30 57.545232 0.0 378.963059 0.025562 Short Closed
25 25 (entries/exits, LNT) 241.139593 2024-10-30 57.368458 0.0 2024-11-18 60.252761 0.0 695.519665 0.050277 Long Closed
26 26 (entries/exits, LNT) 237.035396 2024-11-18 60.305152 0.0 2024-11-20 60.713619 0.0 -96.821001 -0.006773 Short Open
27 27 (entries/exits stock two, PSKY) 93.328552 2022-12-23 15.847934 0.0 2023-01-05 17.650731 0.0 168.252388 0.113756 Long Closed
28 28 (entries/exits stock two, PSKY) 117.935206 2023-01-05 18.676771 0.0 2023-03-13 19.545904 0.0 -102.501370 -0.046536 Short Closed
29 29 (entries/exits stock two, PSKY) 93.790958 2023-03-13 18.923005 0.0 2023-05-03 21.660827 0.0 256.782967 0.144682 Long Closed
30 30 (entries/exits stock two, PSKY) 61.676517 2023-05-03 22.061405 0.0 2023-05-04 15.806339 0.0 385.790680 0.283530 Short Closed
31 31 (entries/exits stock two, PSKY) 120.355800 2023-05-04 15.484320 0.0 2023-06-01 14.879145 0.0 -72.836252 -0.039083 Long Closed
32 32 (entries/exits stock two, PSKY) 122.810286 2023-06-01 14.931403 0.0 2023-07-14 15.489076 0.0 -68.487896 -0.037349 Short Closed
33 33 (entries/exits stock two, PSKY) 123.545236 2023-07-14 15.309420 0.0 2023-08-04 15.130228 0.0 -22.138236 -0.011705 Long Closed
34 34 (entries/exits stock two, PSKY) 148.564338 2023-08-04 14.795819 0.0 2023-09-07 12.926356 0.0 277.735437 0.126351 Short Closed
35 35 (entries/exits stock two, PSKY) 150.833243 2023-09-07 12.577278 0.0 2023-09-28 12.512367 0.0 -9.790608 -0.005161 Long Closed
36 36 (entries/exits stock two, PSKY) 178.702843 2023-09-28 12.217137 0.0 2023-10-24 10.926399 0.0 230.658514 0.105650 Short Closed
37 37 (entries/exits stock two, PSKY) 196.588284 2023-10-24 10.928528 0.0 2023-11-09 11.880886 0.0 187.222404 0.087144 Long Closed
38 38 (entries/exits stock two, PSKY) 175.035762 2023-11-09 11.997198 0.0 2023-12-07 14.347207 0.0 -411.335584 -0.195880 Short Closed
39 39 (entries/exits stock two, PSKY) 128.112451 2023-12-07 14.584185 0.0 2023-12-08 16.350199 0.0 226.248394 0.121091 Long Closed
40 40 (entries/exits stock two, PSKY) 130.974386 2023-12-08 16.225453 0.0 2023-12-13 15.263420 0.0 126.001712 0.059292 Short Closed
41 41 (entries/exits stock two, PSKY) 130.823118 2023-12-13 15.263420 0.0 2023-12-15 15.852709 0.0 77.092584 0.038608 Long Closed
42 42 (entries/exits stock two, PSKY) 152.536825 2023-12-15 15.701522 0.0 2024-01-02 14.041731 0.0 253.179231 0.105709 Short Closed
43 43 (entries/exits stock two, PSKY) 183.451703 2024-01-02 13.890573 0.0 2024-01-22 13.404570 0.0 -89.158105 -0.034988 Long Closed
44 44 (entries/exits stock two, PSKY) 211.069787 2024-01-22 13.297335 0.0 2024-02-15 12.458061 0.0 177.145427 0.063116 Short Closed
45 45 (entries/exits stock two, PSKY) 245.224260 2024-02-15 11.955436 0.0 2024-03-20 12.022602 0.0 16.470790 0.005618 Long Closed
46 46 (entries/exits stock two, PSKY) 213.923499 2024-03-20 12.124800 0.0 2024-03-28 11.499699 0.0 133.723801 0.051556 Short Closed
47 47 (entries/exits stock two, PSKY) 211.933665 2024-03-28 11.506293 0.0 2024-04-03 13.207525 0.0 360.548338 0.147852 Long Closed
48 48 (entries/exits stock two, PSKY) 214.630687 2024-04-03 13.069677 0.0 2024-04-08 10.812449 0.0 484.470213 0.172707 Short Closed
49 49 (entries/exits stock two, PSKY) 533.942831 2024-04-08 10.835344 0.0 2024-10-07 10.995954 0.0 85.756072 0.014823 Long Closed
50 50 (entries/exits stock two, PSKY) 214.549885 2024-10-07 10.379218 0.0 2024-10-15 10.365008 0.0 3.048888 0.001369 Short Closed
51 51 (entries/exits stock two, PSKY) 230.920499 2024-10-15 10.351532 0.0 2024-10-30 10.508857 0.0 36.329659 0.015198 Long Closed
52 52 (entries/exits stock two, PSKY) 253.977383 2024-10-30 10.575297 0.0 2024-11-18 10.567774 0.0 1.910686 0.000711 Short Closed
53 53 (entries/exits stock two, PSKY) 229.142630 2024-11-18 10.468696 0.0 2024-11-20 10.443697 0.0 -5.728296 -0.002388 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 14941.726366
Total Return [%] 49.417264
Max Gross Exposure [%] 140.40352
Total Fees Paid 0.0
Max Drawdown [%] 13.137947
Max Drawdown Duration 173 days 00:00:00
Profit Factor 2.07558
Expectancy 9.004939
Sharpe Ratio 1.774951
Calmar Ratio 2.711654
Omega Ratio 1.295307
Sortino Ratio 2.701447
Skew 0.003473
Kurtosis 2.985914
Tail Ratio 1.134098
Common Sense Ratio 1.538127
Value at Risk -0.013648
Alpha 0.347097
Beta 0.065489
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MDT) 115.756016 2022-12-29 71.948649 0.0 2023-02-16 77.278907 0.0 617.009469 0.074084 Long Closed
1 1 (entries/exits, MDT) 156.472781 2023-02-16 76.999832 0.0 2023-05-26 76.381625 0.0 96.732593 0.008029 Short Closed
2 2 (entries/exits, MDT) 111.320068 2023-05-26 76.081510 0.0 2023-08-14 78.166431 0.0 232.093521 0.027404 Long Closed
3 3 (entries/exits, MDT) 129.256295 2023-08-14 77.075245 0.0 2023-10-11 70.106167 0.0 900.797211 0.090419 Short Closed
4 4 (entries/exits, MDT) 124.986428 2023-10-11 68.671975 0.0 2023-11-21 73.649591 0.0 622.134473 0.072484 Long Closed
5 5 (entries/exits, MDT) 116.024235 2023-11-21 74.187317 0.0 2023-12-05 74.383206 0.0 -22.727856 -0.002640 Short Closed
6 6 (entries/exits, MDT) 119.043539 2023-12-05 74.477358 0.0 2024-01-11 82.494025 0.0 954.332411 0.107639 Long Closed
7 7 (entries/exits, MDT) 116.225461 2024-01-11 82.777870 0.0 2024-02-01 83.722258 0.0 -109.761921 -0.011409 Short Closed
8 8 (entries/exits, MDT) 119.081307 2024-02-01 83.513789 0.0 2024-04-11 79.059890 0.0 -530.376101 -0.053331 Long Closed
9 9 (entries/exits, MDT) 119.698388 2024-04-11 78.617780 0.0 2024-05-14 80.542347 0.0 -230.367506 -0.024480 Short Closed
10 10 (entries/exits, MDT) 104.792343 2024-05-14 80.878811 0.0 2024-05-22 82.271576 0.0 145.951032 0.017220 Long Closed
11 11 (entries/exits, MDT) 118.976867 2024-05-22 81.756547 0.0 2024-05-31 78.077181 0.0 437.759456 0.045004 Short Closed
12 12 (entries/exits, MDT) 115.658026 2024-05-31 78.067821 0.0 2024-06-04 79.884583 0.0 210.122996 0.023272 Long Closed
13 13 (entries/exits, MDT) 143.662453 2024-06-04 79.336260 0.0 2024-07-10 74.934214 0.0 632.408751 0.055486 Short Closed
14 14 (entries/exits, MDT) 138.038747 2024-07-10 74.871921 0.0 2024-09-04 86.627489 0.0 1622.723889 0.157009 Long Closed
15 15 (entries/exits, MDT) 126.671016 2024-09-04 87.977836 0.0 2024-09-18 85.366385 0.0 330.795187 0.029683 Short Closed
16 16 (entries/exits, MDT) 128.164613 2024-09-18 85.341134 0.0 2024-10-22 88.826918 0.0 446.754100 0.040845 Long Closed
17 17 (entries/exits, MDT) 153.891755 2024-10-22 88.171579 0.0 2024-11-20 82.577419 0.0 860.895106 0.063446 Short Open
18 18 (entries/exits stock two, MHK) 29.410522 2022-12-29 104.868436 0.0 2023-02-16 116.098813 0.0 -330.291269 -0.107090 Short Closed
19 19 (entries/exits stock two, MHK) 38.699574 2023-02-16 108.101899 0.0 2023-05-26 96.659210 0.0 -442.827183 -0.105851 Long Closed
20 20 (entries/exits stock two, MHK) 36.786565 2023-05-26 97.255840 0.0 2023-08-14 102.614753 0.0 -197.135994 -0.055101 Short Closed
21 21 (entries/exits stock two, MHK) 32.929072 2023-08-14 98.400090 0.0 2023-10-11 85.425652 0.0 -427.236182 -0.131854 Long Closed
22 22 (entries/exits stock two, MHK) 38.946873 2023-10-11 83.563405 0.0 2023-11-21 83.834999 0.0 -10.577731 -0.003250 Short Closed
23 23 (entries/exits stock two, MHK) 31.720803 2023-11-21 84.015960 0.0 2023-12-05 91.438597 0.0 235.452012 0.088348 Long Closed
24 24 (entries/exits stock two, MHK) 34.291566 2023-12-05 92.806462 0.0 2024-01-11 103.957979 0.0 -382.402992 -0.120159 Short Closed
25 25 (entries/exits stock two, MHK) 29.584864 2024-01-11 104.043152 0.0 2024-02-01 109.286991 0.0 155.138274 0.050401 Long Closed
26 26 (entries/exits stock two, MHK) 33.289736 2024-02-01 111.880383 0.0 2024-04-11 118.098973 0.0 -207.015226 -0.055582 Short Closed
27 27 (entries/exits stock two, MHK) 26.487596 2024-04-11 116.858856 0.0 2024-05-14 121.770890 0.0 130.107977 0.042034 Long Closed
28 28 (entries/exits stock two, MHK) 22.429880 2024-05-14 122.921959 0.0 2024-05-22 117.411552 0.0 123.597780 0.044829 Short Closed
29 29 (entries/exits stock two, MHK) 24.443225 2024-05-22 117.316227 0.0 2024-05-31 121.832253 0.0 110.386249 0.038494 Long Closed
30 30 (entries/exits stock two, MHK) 23.620491 2024-05-31 121.917574 0.0 2024-06-04 115.660004 0.0 147.806878 0.051326 Short Closed
31 31 (entries/exits stock two, MHK) 31.137971 2024-06-04 114.730523 0.0 2024-07-10 113.071434 0.0 -51.660670 -0.014461 Long Closed
32 32 (entries/exits stock two, MHK) 34.974683 2024-07-10 120.319834 0.0 2024-09-04 147.698526 0.0 -957.561114 -0.227549 Short Closed
33 33 (entries/exits stock two, MHK) 22.566570 2024-09-04 150.640055 0.0 2024-09-18 156.438257 0.0 130.845532 0.038490 Long Closed
34 34 (entries/exits stock two, MHK) 23.866745 2024-09-18 156.580599 0.0 2024-10-22 153.584683 0.0 71.502762 0.019133 Short Closed
35 35 (entries/exits stock two, MHK) 29.355764 2024-10-22 149.045187 0.0 2024-11-20 136.315846 0.0 -373.679546 -0.085406 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15333.047329
Total Return [%] 53.330473
Max Gross Exposure [%] 22558.918059
Total Fees Paid 0.0
Max Drawdown [%] 15.986981
Max Drawdown Duration 90 days 00:00:00
Profit Factor 1.998488
Expectancy 12.767442
Sharpe Ratio 1.77625
Calmar Ratio 2.396483
Omega Ratio 1.327947
Sortino Ratio 2.978488
Skew 1.580537
Kurtosis 14.251862
Tail Ratio 1.093697
Common Sense Ratio 1.51272
Value at Risk -0.012407
Alpha 0.41505
Beta -0.0126
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MS) 66.051968 2023-01-05 78.107178 0.0 2023-01-17 87.836299 0.0 642.627576 0.124561 Long Closed
1 1 (entries/exits, MS) 69.370889 2023-01-17 88.229973 0.0 2023-03-02 88.207288 0.0 1.573695 0.000257 Short Closed
2 2 (entries/exits, MS) 60.822991 2023-03-02 88.047798 0.0 2023-03-06 90.154960 0.0 128.163908 0.023932 Long Closed
3 3 (entries/exits, MS) 61.791344 2023-03-06 90.102278 0.0 2023-03-08 87.882851 0.0 137.141385 0.024632 Short Closed
4 4 (entries/exits, MS) 76.126007 2023-03-08 86.429937 0.0 2023-04-20 82.336333 0.0 -311.629706 -0.047363 Long Closed
5 5 (entries/exits, MS) 78.288190 2023-04-20 82.190490 0.0 2023-05-12 76.495397 0.0 445.858507 0.069291 Short Closed
6 6 (entries/exits, MS) 84.645710 2023-05-12 76.308507 0.0 2023-07-18 83.322517 0.0 593.705838 0.091916 Long Closed
7 7 (entries/exits, MS) 71.051631 2023-07-18 84.723933 0.0 2023-08-21 78.964330 0.0 409.229211 0.067981 Short Closed
8 8 (entries/exits, MS) 71.589389 2023-08-21 78.563765 0.0 2023-09-14 82.859742 0.0 307.546410 0.054681 Long Closed
9 9 (entries/exits, MS) 76.804571 2023-09-14 82.396808 0.0 2023-10-03 72.917022 0.0 728.090952 0.115050 Short Closed
10 10 (entries/exits, MS) 90.221816 2023-10-03 72.328761 0.0 2023-11-15 74.705860 0.0 214.466154 0.032865 Long Closed
11 11 (entries/exits, MS) 80.746352 2023-11-15 75.143453 0.0 2023-11-29 74.197096 0.0 76.414907 0.012594 Short Closed
12 12 (entries/exits, MS) 83.732878 2023-11-29 74.403346 0.0 2023-12-21 86.998375 0.0 1054.617982 0.169280 Long Closed
13 13 (entries/exits, MS) 84.035613 2023-12-21 87.365387 0.0 2024-01-16 81.643817 0.0 480.815616 0.065490 Short Closed
14 14 (entries/exits, MS) 90.046536 2024-01-16 81.172497 0.0 2024-02-16 82.429879 0.0 113.222929 0.015490 Long Closed
15 15 (entries/exits, MS) 86.469338 2024-02-16 82.444038 0.0 2024-03-01 82.453772 0.0 -0.841684 -0.000118 Short Closed
16 16 (entries/exits, MS) 95.062739 2024-03-01 82.796268 0.0 2024-03-28 89.589616 0.0 645.794354 0.082049 Long Closed
17 17 (entries/exits, MS) 93.911792 2024-03-28 89.675312 0.0 2024-04-11 83.008448 0.0 626.097095 0.074344 Short Closed
18 18 (entries/exits, MS) 101.986155 2024-04-11 82.810873 0.0 2024-04-19 86.405269 0.0 366.578670 0.043405 Long Closed
19 19 (entries/exits, MS) 108.431164 2024-04-19 86.711211 0.0 2024-05-22 96.118495 0.0 -1020.042759 -0.108490 Short Closed
20 20 (entries/exits, MS) 96.772667 2024-05-22 96.761742 0.0 2024-07-11 99.893954 0.0 303.112475 0.032370 Long Closed
21 21 (entries/exits, MS) 104.867038 2024-07-11 99.513713 0.0 2024-08-09 92.817115 0.0 702.252335 0.067293 Short Closed
22 22 (entries/exits, MS) 93.538041 2024-08-09 92.069946 0.0 2024-08-29 99.390928 0.0 684.790318 0.079515 Long Closed
23 23 (entries/exits, MS) 118.391456 2024-08-29 101.420295 0.0 2024-11-20 121.189318 0.0 -2340.483363 -0.194922 Short Open
24 24 (entries/exits stock two, NTAP) 84.689154 2023-01-05 58.046415 0.0 2023-01-17 61.210848 0.0 -267.993205 -0.054516 Short Closed
25 25 (entries/exits stock two, NTAP) 92.876973 2023-01-17 61.404683 0.0 2023-03-02 61.838592 0.0 40.300089 0.007066 Long Closed
26 26 (entries/exits stock two, NTAP) 81.842101 2023-03-02 61.612461 0.0 2023-03-06 61.821549 0.0 -17.112172 -0.003394 Short Closed
27 27 (entries/exits stock two, NTAP) 84.419870 2023-03-06 61.788545 0.0 2023-03-08 61.347626 0.0 -37.222336 -0.007136 Long Closed
28 28 (entries/exits stock two, NTAP) 101.037345 2023-03-08 61.079887 0.0 2023-04-20 60.420538 0.0 66.618881 0.010795 Short Closed
29 29 (entries/exits stock two, NTAP) 91.785985 2023-04-20 60.321974 0.0 2023-05-12 60.211442 0.0 -10.145278 -0.001832 Long Closed
30 30 (entries/exits stock two, NTAP) 105.726854 2023-05-12 61.428453 0.0 2023-07-18 72.800864 0.0 -1202.369290 -0.185133 Short Closed
31 31 (entries/exits stock two, NTAP) 71.750875 2023-07-18 75.596965 0.0 2023-08-21 73.463750 0.0 -153.060080 -0.028218 Long Closed
32 32 (entries/exits stock two, NTAP) 75.268098 2023-08-21 73.430156 0.0 2023-09-14 75.346278 0.0 -144.222795 -0.026094 Short Closed
33 33 (entries/exits stock two, NTAP) 74.140478 2023-09-14 75.185882 0.0 2023-10-03 71.857655 0.0 -246.756347 -0.044267 Long Closed
34 34 (entries/exits stock two, NTAP) 86.067380 2023-10-03 71.720282 0.0 2023-11-15 75.554571 0.0 -330.007237 -0.053462 Short Closed
35 35 (entries/exits stock two, NTAP) 72.617799 2023-11-15 76.188530 0.0 2023-11-29 86.326657 0.0 736.208468 0.133066 Long Closed
36 36 (entries/exits stock two, NTAP) 77.208398 2023-11-29 86.461598 0.0 2023-12-21 86.572660 0.0 -8.574952 -0.001285 Short Closed
37 37 (entries/exits stock two, NTAP) 75.029932 2023-12-21 86.408617 0.0 2024-01-16 83.535962 0.0 -215.535111 -0.033245 Long Closed
38 38 (entries/exits stock two, NTAP) 85.219255 2024-01-16 83.685670 0.0 2024-02-16 83.608374 0.0 6.587151 0.000924 Short Closed
39 39 (entries/exits stock two, NTAP) 78.533907 2024-02-16 83.291259 0.0 2024-03-01 101.687711 0.0 1444.745296 0.220869 Long Closed
40 40 (entries/exits stock two, NTAP) 78.613448 2024-03-01 102.101902 0.0 2024-03-28 101.946758 0.0 12.196399 0.001520 Short Closed
41 41 (entries/exits stock two, NTAP) 75.993807 2024-03-28 101.964868 0.0 2024-04-11 102.393697 0.0 32.588318 0.004206 Long Closed
42 42 (entries/exits stock two, NTAP) 82.874866 2024-04-11 102.078149 0.0 2024-04-19 95.642975 0.0 533.314195 0.063042 Short Closed
43 43 (entries/exits stock two, NTAP) 87.333360 2024-04-19 95.767086 0.0 2024-05-22 110.250828 0.0 1264.913816 0.151239 Long Closed
44 44 (entries/exits stock two, NTAP) 82.545970 2024-05-22 112.354814 0.0 2024-07-11 126.645988 0.0 -1179.678856 -0.127197 Short Closed
45 45 (entries/exits stock two, NTAP) 74.200897 2024-07-11 127.179097 0.0 2024-08-09 120.251268 0.0 -514.051132 -0.054473 Long Closed
46 46 (entries/exits stock two, NTAP) 69.847063 2024-08-09 120.512082 0.0 2024-08-29 118.129199 0.0 166.437403 0.019773 Short Closed
47 47 (entries/exits stock two, NTAP) 88.943959 2024-08-29 116.896120 0.0 2024-11-20 121.019652 0.0 366.763300 0.035275 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 22398.518285
Total Return [%] 123.985183
Max Gross Exposure [%] 3728.44168
Total Fees Paid 0.0
Max Drawdown [%] 21.783728
Max Drawdown Duration 128 days 00:00:00
Profit Factor 2.477071
Expectancy 25.579563
Sharpe Ratio 2.344057
Calmar Ratio 3.874413
Omega Ratio 1.385515
Sortino Ratio 3.8432
Skew 0.370489
Kurtosis 1.583769
Tail Ratio 1.248303
Common Sense Ratio 2.301859
Value at Risk -0.020055
Alpha 0.86205
Beta 0.080766
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, MTCH) 113.464573 2022-12-27 39.449250 0.0 2023-02-02 49.963313 0.0 1192.973742 0.266521 Long Closed
1 1 (entries/exits, MTCH) 94.716906 2023-02-02 51.029104 0.0 2023-02-10 44.316456 0.0 635.801279 0.131545 Short Closed
2 2 (entries/exits, MTCH) 141.399209 2023-02-10 42.720282 0.0 2023-03-24 39.291123 0.0 -484.880266 -0.080270 Long Closed
3 3 (entries/exits, MTCH) 124.913222 2023-03-24 39.445752 0.0 2023-03-30 36.947914 0.0 312.012915 0.063323 Short Closed
4 4 (entries/exits, MTCH) 155.725620 2023-03-30 36.691787 0.0 2023-04-19 34.611040 0.0 -324.025638 -0.056709 Long Closed
5 5 (entries/exits, MTCH) 198.136061 2023-04-19 33.942079 0.0 2023-05-24 33.502558 0.0 87.085097 0.012949 Short Closed
6 6 (entries/exits, MTCH) 147.449850 2023-05-24 33.367301 0.0 2023-05-31 33.889000 0.0 76.924372 0.015635 Long Closed
7 7 (entries/exits, MTCH) 170.473150 2023-05-31 34.690857 0.0 2023-06-28 40.755932 0.0 -1033.932544 -0.174832 Short Closed
8 8 (entries/exits, MTCH) 124.051493 2023-06-28 41.179944 0.0 2023-07-12 45.550964 0.0 542.231514 0.106144 Long Closed
9 9 (entries/exits, MTCH) 125.129186 2023-07-12 45.791914 0.0 2023-07-21 44.215301 0.0 197.280352 0.034430 Short Closed
10 10 (entries/exits, MTCH) 140.312688 2023-07-21 44.027749 0.0 2023-08-31 45.774223 0.0 245.052459 0.039668 Long Closed
11 11 (entries/exits, MTCH) 123.306499 2023-08-31 45.982723 0.0 2023-09-07 43.696968 0.0 281.848497 0.049709 Short Closed
12 12 (entries/exits, MTCH) 150.499909 2023-09-07 43.073029 0.0 2023-10-04 37.621855 0.0 -820.401224 -0.126557 Long Closed
13 13 (entries/exits, MTCH) 191.942233 2023-10-04 36.727124 0.0 2023-11-01 29.868920 0.0 1316.378913 0.186734 Short Closed
14 14 (entries/exits, MTCH) 236.841378 2023-11-01 28.937741 0.0 2023-12-06 32.019753 0.0 729.947851 0.106505 Long Closed
15 15 (entries/exits, MTCH) 201.123673 2023-12-06 32.251528 0.0 2023-12-14 33.866496 0.0 -324.808403 -0.050074 Short Closed
16 16 (entries/exits, MTCH) 193.612185 2023-12-14 33.928120 0.0 2024-01-09 38.073854 0.0 802.664634 0.122192 Long Closed
17 17 (entries/exits, MTCH) 201.998516 2024-01-09 38.076476 0.0 2024-01-25 37.311738 0.0 154.475959 0.020084 Short Closed
18 18 (entries/exits, MTCH) 251.484215 2024-01-25 36.524880 0.0 2024-04-18 32.577889 0.0 -992.605897 -0.108063 Long Closed
19 19 (entries/exits, MTCH) 245.680288 2024-04-18 31.289613 0.0 2024-05-28 29.147593 0.0 526.252041 0.068458 Short Closed
20 20 (entries/exits, MTCH) 215.037127 2024-05-28 28.838531 0.0 2024-05-30 29.432579 0.0 127.742394 0.020599 Long Closed
21 21 (entries/exits, MTCH) 250.429930 2024-05-30 29.544426 0.0 2024-06-28 30.008263 0.0 -116.158737 -0.015700 Short Closed
22 22 (entries/exits, MTCH) 226.697653 2024-06-28 29.796910 0.0 2024-07-09 30.387386 0.0 133.859503 0.019817 Long Closed
23 23 (entries/exits, MTCH) 253.692335 2024-07-09 30.679845 0.0 2024-07-30 33.132369 0.0 -622.186388 -0.079939 Short Closed
24 24 (entries/exits, MTCH) 235.184481 2024-07-30 33.366787 0.0 2024-08-20 35.889090 0.0 593.206576 0.075593 Long Closed
25 25 (entries/exits, MTCH) 257.378655 2024-08-20 35.867198 0.0 2024-10-03 36.563692 0.0 -179.262937 -0.019419 Short Closed
26 26 (entries/exits, MTCH) 232.421174 2024-10-03 36.687310 0.0 2024-10-23 36.949170 0.0 60.861805 0.007138 Long Closed
27 27 (entries/exits, MTCH) 240.680065 2024-10-23 36.869210 0.0 2024-11-07 30.840828 0.0 1450.911354 0.163507 Short Closed
28 28 (entries/exits, MTCH) 311.236442 2024-11-07 30.539242 0.0 2024-11-20 29.934171 0.0 -188.320195 -0.019813 Long Open
29 29 (entries/exits stock two, VLO) 69.205185 2022-12-27 117.337843 0.0 2023-02-02 122.813354 0.0 -378.933775 -0.046664 Short Closed
30 30 (entries/exits stock two, VLO) 58.188599 2023-02-02 121.977556 0.0 2023-02-10 128.982056 0.0 407.582008 0.057424 Long Closed
31 31 (entries/exits stock two, VLO) 81.229067 2023-02-10 126.459600 0.0 2023-03-24 120.651937 0.0 471.751056 0.045925 Short Closed
32 32 (entries/exits stock two, VLO) 60.714041 2023-03-24 119.488684 0.0 2023-03-30 126.611974 0.0 432.483691 0.059615 Long Closed
33 33 (entries/exits stock two, VLO) 77.611188 2023-03-30 125.187615 0.0 2023-04-19 116.481003 0.0 675.730486 0.069549 Short Closed
34 34 (entries/exits stock two, VLO) 81.752788 2023-04-19 113.174567 0.0 2023-05-24 106.768432 0.0 -523.719324 -0.056604 Long Closed
35 35 (entries/exits stock two, VLO) 75.760515 2023-05-24 106.951285 0.0 2023-05-31 99.883055 0.0 535.492697 0.066088 Short Closed
36 36 (entries/exits stock two, VLO) 84.251212 2023-05-31 100.041042 0.0 2023-06-28 107.245585 0.0 606.991490 0.072016 Long Closed
37 37 (entries/exits stock two, VLO) 78.772684 2023-06-28 107.729767 0.0 2023-07-12 107.391498 0.0 26.646366 0.003140 Short Closed
38 38 (entries/exits stock two, VLO) 76.229238 2023-07-12 107.345072 0.0 2023-07-21 114.602443 0.0 553.223878 0.067608 Long Closed
39 39 (entries/exits stock two, VLO) 90.716025 2023-07-21 116.180197 0.0 2023-08-31 122.478500 0.0 -571.357030 -0.054212 Short Closed
40 40 (entries/exits stock two, VLO) 69.164357 2023-08-31 122.184070 0.0 2023-09-07 128.108036 0.0 409.727306 0.048484 Long Closed
41 41 (entries/exits stock two, VLO) 85.774787 2023-09-07 128.879260 0.0 2023-10-04 124.394922 0.0 384.643180 0.034795 Short Closed
42 42 (entries/exits stock two, VLO) 78.916672 2023-10-04 120.800625 0.0 2023-11-01 120.185449 0.0 -48.547663 -0.005092 Long Closed
43 43 (entries/exits stock two, VLO) 95.371656 2023-11-01 119.446793 0.0 2023-12-06 116.598731 0.0 271.624364 0.023844 Short Closed
44 44 (entries/exits stock two, VLO) 87.052956 2023-12-06 116.323917 0.0 2023-12-14 122.317827 0.0 521.787535 0.051528 Long Closed
45 45 (entries/exits stock two, VLO) 94.869644 2023-12-14 122.628210 0.0 2024-01-09 121.115120 0.0 143.546243 0.012339 Short Closed
46 46 (entries/exits stock two, VLO) 91.533867 2024-01-09 120.540023 0.0 2024-01-25 127.333960 0.0 621.875291 0.056362 Long Closed
47 47 (entries/exits stock two, VLO) 115.713950 2024-01-25 131.639539 0.0 2024-04-18 150.134074 0.0 -2140.075633 -0.140494 Short Closed
48 48 (entries/exits stock two, VLO) 65.684251 2024-04-18 154.944286 0.0 2024-05-28 156.016239 0.0 70.410440 0.006918 Long Closed
49 49 (entries/exits stock two, VLO) 66.230445 2024-05-28 155.659444 0.0 2024-05-30 145.139114 0.0 696.766114 0.067586 Short Closed
50 50 (entries/exits stock two, VLO) 73.089568 2024-05-30 145.147133 0.0 2024-06-28 150.644094 0.0 401.770490 0.037872 Long Closed
51 51 (entries/exits stock two, VLO) 76.209978 2024-06-28 150.092561 0.0 2024-07-09 141.016245 0.0 691.705839 0.060471 Short Closed
52 52 (entries/exits stock two, VLO) 79.323721 2024-07-09 140.803624 0.0 2024-07-30 156.127768 0.0 1215.568118 0.108833 Long Closed
53 53 (entries/exits stock two, VLO) 91.357153 2024-07-30 154.990865 0.0 2024-08-20 137.467119 0.0 1600.919524 0.113063 Short Closed
54 54 (entries/exits stock two, VLO) 102.592231 2024-08-20 136.338118 0.0 2024-10-03 139.023488 0.0 275.498113 0.019696 Long Closed
55 55 (entries/exits stock two, VLO) 111.888651 2024-10-03 138.076083 0.0 2024-10-23 129.482780 0.0 961.493111 0.062236 Short Closed
56 56 (entries/exits stock two, VLO) 105.831708 2024-10-23 128.535540 0.0 2024-11-07 131.718405 0.0 336.848018 0.024763 Long Closed
57 57 (entries/exits stock two, VLO) 110.125096 2024-11-07 131.894064 0.0 2024-11-20 137.649906 0.0 -633.862680 -0.043640 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 11899.360191
Total Return [%] 18.993602
Max Gross Exposure [%] 2541.287787
Total Fees Paid 0.0
Max Drawdown [%] 24.042186
Max Drawdown Duration 302 days 00:00:00
Profit Factor 1.389011
Expectancy 4.51723
Sharpe Ratio 0.701927
Calmar Ratio 0.586735
Omega Ratio 1.109747
Sortino Ratio 1.039264
Skew 0.29897
Kurtosis 5.251123
Tail Ratio 0.939951
Common Sense Ratio 1.072545
Value at Risk -0.018122
Alpha 0.204894
Beta -0.08388
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, PAYX) 63.850186 2023-01-18 107.052110 0.0 2023-03-28 102.262029 0.0 -305.847583 -0.044745 Long Closed
1 1 (entries/exits, PAYX) 61.418418 2023-03-28 101.232380 0.0 2023-05-02 100.572190 0.0 40.547825 0.006522 Short Closed
2 2 (entries/exits, PAYX) 59.735252 2023-05-02 99.899039 0.0 2023-06-05 104.160396 0.0 254.553246 0.042657 Long Closed
3 3 (entries/exits, PAYX) 55.248137 2023-06-05 104.481705 0.0 2023-06-22 104.202930 0.0 15.401836 0.002668 Short Closed
4 4 (entries/exits, PAYX) 56.533075 2023-06-22 104.114443 0.0 2023-07-10 108.769902 0.0 263.187385 0.044715 Long Closed
5 5 (entries/exits, PAYX) 61.717436 2023-07-10 110.074785 0.0 2023-08-18 114.174227 0.0 -253.007034 -0.037242 Short Closed
6 6 (entries/exits, PAYX) 58.975883 2023-08-18 113.001209 0.0 2023-10-06 110.856622 0.0 -126.478861 -0.018978 Long Closed
7 7 (entries/exits, PAYX) 55.895349 2023-10-06 110.451181 0.0 2023-10-27 103.866372 0.0 368.060185 0.059617 Short Closed
8 8 (entries/exits, PAYX) 53.835052 2023-10-27 103.314720 0.0 2023-11-29 113.783593 0.0 563.592266 0.101330 Long Closed
9 9 (entries/exits, PAYX) 44.882755 2023-11-29 115.148277 0.0 2023-12-08 117.804810 0.0 -119.232499 -0.023071 Short Closed
10 10 (entries/exits, PAYX) 44.136995 2023-12-08 117.825256 0.0 2023-12-13 121.689468 0.0 170.554690 0.032796 Long Closed
11 11 (entries/exits, PAYX) 44.371464 2023-12-13 121.696761 0.0 2023-12-21 113.185463 0.0 377.658750 0.069939 Short Closed
12 12 (entries/exits, PAYX) 57.982190 2023-12-21 113.309387 0.0 2024-03-28 117.069975 0.0 218.047129 0.033189 Long Closed
13 13 (entries/exits, PAYX) 55.677664 2024-03-28 117.159290 0.0 2024-06-06 117.544155 0.0 -21.428333 -0.003285 Short Closed
14 14 (entries/exits, PAYX) 44.177242 2024-06-06 117.276542 0.0 2024-07-17 121.670945 0.0 194.132617 0.037470 Long Closed
15 15 (entries/exits, PAYX) 46.365807 2024-07-17 122.008047 0.0 2024-08-19 121.753304 0.0 11.811357 0.002088 Short Closed
16 16 (entries/exits, PAYX) 42.115155 2024-08-19 121.839357 0.0 2024-09-03 128.225223 0.0 268.941725 0.052412 Long Closed
17 17 (entries/exits, PAYX) 45.162174 2024-09-03 128.385286 0.0 2024-09-24 129.934537 0.0 -69.967545 -0.012067 Short Closed
18 18 (entries/exits, PAYX) 41.995920 2024-09-24 129.928884 0.0 2024-10-01 136.915991 0.0 293.429992 0.053776 Long Closed
19 19 (entries/exits, PAYX) 43.624920 2024-10-01 136.804091 0.0 2024-10-11 135.093518 0.0 74.623605 0.012504 Short Closed
20 20 (entries/exits, PAYX) 47.561343 2024-10-11 135.350666 0.0 2024-10-31 135.545816 0.0 9.281582 0.001442 Long Closed
21 21 (entries/exits, PAYX) 53.497561 2024-10-31 135.893783 0.0 2024-11-20 139.475315 0.0 -191.603231 -0.026355 Short Open
22 22 (entries/exits stock two, UBER) 244.678372 2023-01-18 30.195940 0.0 2023-03-28 31.424379 0.0 -300.572472 -0.040682 Short Closed
23 23 (entries/exits stock two, UBER) 164.498712 2023-03-28 30.152000 0.0 2023-05-02 35.641409 0.0 903.000621 0.182058 Long Closed
24 24 (entries/exits stock two, UBER) 149.148924 2023-05-02 36.708686 0.0 2023-06-05 40.028360 0.0 -495.125764 -0.090433 Short Closed
25 25 (entries/exits stock two, UBER) 121.104537 2023-06-05 40.447858 0.0 2023-06-22 42.758252 0.0 279.799091 0.057120 Long Closed
26 26 (entries/exits stock two, UBER) 125.604604 2023-06-22 42.783847 0.0 2023-07-10 42.864965 0.0 -10.188751 -0.001896 Short Closed
27 27 (entries/exits stock two, UBER) 128.366960 2023-07-10 43.061198 0.0 2023-08-18 44.913572 0.0 237.783697 0.043017 Long Closed
28 28 (entries/exits stock two, UBER) 140.589467 2023-08-18 44.869165 0.0 2023-10-06 46.015070 0.0 -161.102122 -0.025539 Short Closed
29 29 (entries/exits stock two, UBER) 119.635625 2023-10-06 45.367481 0.0 2023-10-27 41.405926 0.0 -473.943054 -0.087321 Long Closed
30 30 (entries/exits stock two, UBER) 116.797637 2023-10-27 41.453110 0.0 2023-11-29 53.649556 0.0 -1424.516044 -0.294223 Short Closed
31 31 (entries/exits stock two, UBER) 77.252463 2023-11-29 56.416761 0.0 2023-12-08 61.517771 0.0 394.065584 0.090417 Long Closed
32 32 (entries/exits stock two, UBER) 71.910705 2023-12-08 61.700001 0.0 2023-12-13 61.976377 0.0 -19.874376 -0.004479 Short Closed
33 33 (entries/exits stock two, UBER) 74.395483 2023-12-13 61.948715 0.0 2023-12-21 61.465770 0.0 -35.928905 -0.007796 Long Closed
34 34 (entries/exits stock two, UBER) 111.553126 2023-12-21 63.844672 0.0 2024-03-28 74.015641 0.0 -1134.603393 -0.159308 Short Closed
35 35 (entries/exits stock two, UBER) 72.801613 2024-03-28 75.037174 0.0 2024-06-06 69.061963 0.0 -435.004952 -0.079630 Long Closed
36 36 (entries/exits stock two, UBER) 71.442035 2024-06-06 69.214839 0.0 2024-07-17 69.654736 0.0 -31.427146 -0.006356 Short Closed
37 37 (entries/exits stock two, UBER) 67.949391 2024-07-17 67.972838 0.0 2024-08-19 73.265842 0.0 359.656391 0.077869 Long Closed
38 38 (entries/exits stock two, UBER) 62.267924 2024-08-19 74.073117 0.0 2024-09-03 71.931155 0.0 133.375546 0.028917 Short Closed
39 39 (entries/exits stock two, UBER) 65.790375 2024-09-03 71.829945 0.0 2024-09-24 77.036519 0.0 342.542473 0.072485 Long Closed
40 40 (entries/exits stock two, UBER) 62.025992 2024-09-24 77.365703 0.0 2024-10-01 74.239998 0.0 193.874956 0.040402 Short Closed
41 41 (entries/exits stock two, UBER) 66.072662 2024-10-01 74.227065 0.0 2024-10-11 85.963670 0.0 775.468739 0.158118 Long Closed
42 42 (entries/exits stock two, UBER) 72.429212 2024-10-11 85.473711 0.0 2024-10-31 72.455313 0.0 942.912344 0.152309 Short Closed
43 43 (entries/exits stock two, UBER) 83.543091 2024-10-31 71.949377 0.0 2024-11-20 69.829616 0.0 -177.091378 -0.029462 Long Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 16863.932962
Total Return [%] 68.63933
Max Gross Exposure [%] 157.680748
Total Fees Paid 0.0
Max Drawdown [%] 20.691734
Max Drawdown Duration 264 days 00:00:00
Profit Factor 2.1247
Expectancy 14.234879
Sharpe Ratio 1.6871
Calmar Ratio 2.352166
Omega Ratio 1.288038
Sortino Ratio 2.83547
Skew 1.655253
Kurtosis 14.865804
Tail Ratio 1.140683
Common Sense Ratio 1.695858
Value at Risk -0.018821
Alpha 0.516427
Beta 0.033748
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, RL) 65.920171 2023-01-09 109.045830 0.0 2023-01-18 113.352980 0.0 283.928092 0.039499 Long Closed
1 1 (entries/exits, RL) 71.154337 2023-01-18 113.566260 0.0 2023-02-01 121.319652 0.0 -551.687478 -0.068272 Short Closed
2 2 (entries/exits, RL) 73.067738 2023-02-01 119.542399 0.0 2023-05-23 104.759634 0.0 -1080.143172 -0.123661 Long Closed
3 3 (entries/exits, RL) 72.141706 2023-05-23 103.811292 0.0 2023-06-15 114.808008 0.0 -793.321919 -0.105930 Short Closed
4 4 (entries/exits, RL) 53.803446 2023-06-15 116.604027 0.0 2023-07-19 123.993209 0.0 397.563455 0.063370 Long Closed
5 5 (entries/exits, RL) 70.588497 2023-07-19 122.132345 0.0 2023-08-29 112.986339 0.0 645.602806 0.074886 Short Closed
6 6 (entries/exits, RL) 62.401949 2023-08-29 111.805800 0.0 2023-09-26 109.571014 0.0 -139.454992 -0.019988 Long Closed
7 7 (entries/exits, RL) 77.017531 2023-09-26 109.346679 0.0 2023-10-31 109.694675 0.0 -26.801802 -0.003183 Short Closed
8 8 (entries/exits, RL) 63.192987 2023-10-31 109.630871 0.0 2023-12-08 127.224503 0.0 1111.794132 0.160481 Long Closed
9 9 (entries/exits, RL) 62.632646 2023-12-08 129.013800 0.0 2024-01-09 139.452170 0.0 -653.782712 -0.080909 Short Closed
10 10 (entries/exits, RL) 52.725191 2024-01-09 140.832323 0.0 2024-03-20 182.100459 0.0 2175.870360 0.293030 Long Closed
11 11 (entries/exits, RL) 54.726660 2024-03-20 183.847806 0.0 2024-04-05 169.216590 0.0 800.717607 0.079583 Short Closed
12 12 (entries/exits, RL) 54.692362 2024-04-05 168.193436 0.0 2024-04-19 155.407405 0.0 -699.298214 -0.076020 Long Closed
13 13 (entries/exits, RL) 59.968707 2024-04-19 156.010300 0.0 2024-05-22 161.395204 0.0 -322.925758 -0.034516 Short Closed
14 14 (entries/exits, RL) 51.785869 2024-05-22 161.036652 0.0 2024-05-28 177.622273 0.0 858.900809 0.102993 Long Closed
15 15 (entries/exits, RL) 52.852489 2024-05-28 177.801912 0.0 2024-06-06 178.677923 0.0 -46.299345 -0.004927 Short Closed
16 16 (entries/exits, RL) 52.885219 2024-06-06 178.243181 0.0 2024-07-09 176.851703 0.0 -73.588635 -0.007807 Long Closed
17 17 (entries/exits, RL) 60.129619 2024-07-09 175.738869 0.0 2024-07-19 163.724747 0.0 722.404602 0.068363 Short Closed
18 18 (entries/exits, RL) 60.202296 2024-07-19 162.845484 0.0 2024-07-31 172.872361 0.0 603.641024 0.061573 Long Closed
19 19 (entries/exits, RL) 76.758625 2024-07-31 169.858289 0.0 2024-08-16 160.955166 0.0 683.391499 0.052415 Short Closed
20 20 (entries/exits, RL) 67.470064 2024-08-16 161.017921 0.0 2024-09-18 180.247761 0.0 1297.438517 0.119427 Long Closed
21 21 (entries/exits, RL) 72.002725 2024-09-18 182.700153 0.0 2024-10-23 194.545206 0.0 -852.876066 -0.064833 Short Closed
22 22 (entries/exits, RL) 56.746384 2024-10-23 194.466595 0.0 2024-11-07 218.656438 0.0 1372.686106 0.124391 Long Closed
23 23 (entries/exits, RL) 57.503212 2024-11-07 218.848852 0.0 2024-11-12 207.412148 0.0 657.647179 0.052258 Short Closed
24 24 (entries/exits, RL) 60.610044 2024-11-12 207.324319 0.0 2024-11-20 200.047234 0.0 -441.064466 -0.035100 Long Open
25 25 (entries/exits stock two, SYK) 12.132862 2023-01-09 254.433992 0.0 2023-01-18 246.282817 0.0 98.897079 0.032037 Short Closed
26 26 (entries/exits stock two, SYK) 12.610378 2023-01-18 245.980068 0.0 2023-02-01 270.329417 0.0 307.054484 0.098989 Long Closed
27 27 (entries/exits stock two, SYK) 14.387575 2023-02-01 272.365972 0.0 2023-05-23 270.830799 0.0 22.087420 0.005636 Short Closed
28 28 (entries/exits stock two, SYK) 10.085839 2023-05-23 268.257258 0.0 2023-06-15 286.647009 0.0 185.476075 0.068553 Long Closed
29 29 (entries/exits stock two, SYK) 9.545103 2023-06-15 289.557355 0.0 2023-07-19 289.397234 0.0 1.528371 0.000553 Short Closed
30 30 (entries/exits stock two, SYK) 10.718807 2023-07-19 286.359549 0.0 2023-08-29 279.346571 0.0 -75.170766 -0.024490 Long Closed
31 31 (entries/exits stock two, SYK) 10.518574 2023-08-29 280.078449 0.0 2023-09-26 270.736113 0.0 98.268054 0.033356 Short Closed
32 32 (entries/exits stock two, SYK) 11.996120 2023-09-26 266.394470 0.0 2023-10-31 265.404953 0.0 -11.870366 -0.003714 Long Closed
33 33 (entries/exits stock two, SYK) 12.141861 2023-10-31 268.313761 0.0 2023-12-08 283.646786 0.0 -186.171463 -0.057146 Short Closed
34 34 (entries/exits stock two, SYK) 10.981870 2023-12-08 284.703278 0.0 2024-01-09 297.914400 0.0 145.082827 0.046403 Long Closed
35 35 (entries/exits stock two, SYK) 12.215787 2024-01-09 307.930472 0.0 2024-03-20 344.555098 0.0 -447.398635 -0.118938 Short Closed
36 36 (entries/exits stock two, SYK) 10.520910 2024-03-20 348.192786 0.0 2024-04-05 347.326793 0.0 -9.111033 -0.002487 Long Closed
37 37 (entries/exits stock two, SYK) 10.474290 2024-04-05 346.281169 0.0 2024-04-19 322.122383 0.0 253.046137 0.069766 Short Closed
38 38 (entries/exits stock two, SYK) 11.483187 2024-04-19 322.179145 0.0 2024-05-22 331.201724 0.0 103.607968 0.028005 Long Closed
39 39 (entries/exits stock two, SYK) 10.373624 2024-05-22 331.414819 0.0 2024-05-28 335.466689 0.0 -42.032577 -0.012226 Short Closed
40 40 (entries/exits stock two, SYK) 10.715698 2024-05-28 335.511287 0.0 2024-06-06 345.399143 0.0 105.955279 0.029471 Long Closed
41 41 (entries/exits stock two, SYK) 11.985680 2024-06-06 344.397444 0.0 2024-07-09 333.246632 0.0 133.650057 0.032378 Short Closed
42 42 (entries/exits stock two, SYK) 11.772938 2024-07-09 332.102085 0.0 2024-07-19 337.701501 0.0 65.921582 0.016861 Long Closed
43 43 (entries/exits stock two, SYK) 12.183822 2024-07-19 337.085507 0.0 2024-07-31 324.654440 0.0 151.457921 0.036878 Short Closed
44 44 (entries/exits stock two, SYK) 14.278421 2024-07-31 323.856379 0.0 2024-08-16 333.718469 0.0 140.815077 0.030452 Long Closed
45 45 (entries/exits stock two, SYK) 13.897722 2024-08-16 336.862201 0.0 2024-09-18 357.641871 0.0 -288.790084 -0.061686 Short Closed
46 46 (entries/exits stock two, SYK) 13.877089 2024-09-18 357.923182 0.0 2024-10-23 360.284217 0.0 32.764294 0.006596 Long Closed
47 47 (entries/exits stock two, SYK) 12.977590 2024-10-23 360.514288 0.0 2024-11-07 367.013245 0.0 -84.340801 -0.018027 Short Closed
48 48 (entries/exits stock two, SYK) 12.931176 2024-11-07 367.529663 0.0 2024-11-12 384.342861 0.0 217.414424 0.045747 Long Closed
49 49 (entries/exits stock two, SYK) 12.982817 2024-11-12 384.428414 0.0 2024-11-20 383.238379 0.0 15.450009 0.003096 Short Open
group
Start 2022-12-22 00:00:00
End 2024-11-20 00:00:00
Period 481 days 00:00:00
Start Value 10000.0
End Value 15808.400786
Total Return [%] 58.084008
Max Gross Exposure [%] 200.076206
Total Fees Paid 0.0
Max Drawdown [%] 8.008144
Max Drawdown Duration 107 days 00:00:00
Profit Factor 2.382229
Expectancy 11.169047
Sharpe Ratio 1.958698
Calmar Ratio 5.189014
Omega Ratio 1.317169
Sortino Ratio 3.033001
Skew 0.001394
Kurtosis 2.069996
Tail Ratio 1.14257
Common Sense Ratio 1.617358
Value at Risk -0.014819
Alpha 0.437774
Beta 0.004859
Position Id Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
0 0 (entries/exits, TXN) 44.525142 2023-01-03 150.400445 0.0 2023-01-06 161.298696 0.0 485.246176 0.072462 Long Closed
1 1 (entries/exits, TXN) 52.144298 2023-01-06 161.665803 0.0 2023-02-17 163.218523 0.0 -80.965493 -0.009605 Short Closed
2 2 (entries/exits, TXN) 43.725239 2023-02-17 162.463486 0.0 2023-03-08 163.430121 0.0 42.266361 0.005950 Long Closed
3 3 (entries/exits, TXN) 49.289693 2023-03-08 163.646483 0.0 2023-04-12 165.010471 0.0 -67.230571 -0.008335 Short Closed
4 4 (entries/exits, TXN) 45.574691 2023-04-12 163.954214 0.0 2023-05-22 159.514395 0.0 -202.343354 -0.027080 Long Closed
5 5 (entries/exits, TXN) 50.017815 2023-05-22 159.923432 0.0 2023-06-21 159.989504 0.0 -3.304736 -0.000413 Short Closed
6 6 (entries/exits, TXN) 44.554224 2023-06-21 159.373965 0.0 2023-07-03 167.976300 0.0 383.270360 0.053976 Long Closed
7 7 (entries/exits, TXN) 48.369601 2023-07-03 167.911796 0.0 2023-07-26 165.481443 0.0 117.555210 0.014474 Short Closed
8 8 (entries/exits, TXN) 48.843697 2023-07-26 164.115397 0.0 2023-08-23 159.935365 0.0 -204.168204 -0.025470 Long Closed
9 9 (entries/exits, TXN) 57.392237 2023-08-23 158.933008 0.0 2023-10-03 149.099301 0.0 564.378442 0.061873 Short Closed
10 10 (entries/exits, TXN) 57.222270 2023-10-03 147.258965 0.0 2023-11-20 146.960953 0.0 -17.052928 -0.002024 Long Closed
11 11 (entries/exits, TXN) 51.994701 2023-11-20 147.691852 0.0 2023-11-30 145.096831 0.0 134.927307 0.017571 Short Closed
12 12 (entries/exits, TXN) 52.389371 2023-11-30 145.128781 0.0 2023-12-14 160.045047 0.0 781.453779 0.102780 Long Closed
13 13 (entries/exits, TXN) 56.301263 2023-12-14 160.103499 0.0 2024-01-12 156.982325 0.0 175.725996 0.019495 Short Closed
14 14 (entries/exits, TXN) 52.206995 2024-01-12 156.627481 0.0 2024-01-19 164.898276 0.0 431.793305 0.052806 Long Closed
15 15 (entries/exits, TXN) 54.381213 2024-01-19 164.708656 0.0 2024-01-26 155.969872 0.0 475.225692 0.053056 Short Closed
16 16 (entries/exits, TXN) 58.272026 2024-01-26 155.780941 0.0 2024-03-01 162.974469 0.0 419.181480 0.046177 Long Closed
17 17 (entries/exits, TXN) 64.162439 2024-03-01 163.609234 0.0 2024-04-05 161.252903 0.0 151.187984 0.014402 Short Closed
18 18 (entries/exits, TXN) 56.423022 2024-04-05 160.333473 0.0 2024-04-29 171.161651 0.0 610.958521 0.067535 Long Closed
19 19 (entries/exits, TXN) 60.735642 2024-04-29 173.304377 0.0 2024-06-20 185.679672 0.0 -751.621497 -0.071408 Short Closed
20 20 (entries/exits, TXN) 47.138093 2024-06-20 185.931897 0.0 2024-06-28 187.631938 0.0 80.136669 0.009143 Long Closed
21 21 (entries/exits, TXN) 52.021455 2024-06-28 188.149239 0.0 2024-07-23 192.043988 0.0 -202.610491 -0.020700 Short Closed
22 22 (entries/exits, TXN) 47.358132 2024-07-23 191.307679 0.0 2024-07-31 197.804891 0.0 307.695848 0.033962 Long Closed
23 23 (entries/exits, TXN) 50.308438 2024-07-31 197.024225 0.0 2024-08-02 181.987595 0.0 756.469404 0.076319 Short Closed
24 24 (entries/exits, TXN) 54.456664 2024-08-02 181.877648 0.0 2024-08-15 195.586682 0.0 746.548298 0.075375 Long Closed
25 25 (entries/exits, TXN) 62.022509 2024-08-15 196.090087 0.0 2024-09-12 192.415267 0.0 227.921561 0.018740 Short Closed
26 26 (entries/exits, TXN) 57.540236 2024-09-12 190.582614 0.0 2024-10-24 200.409381 0.0 565.434477 0.051562 Long Closed
27 27 (entries/exits, TXN) 67.015677 2024-10-24 200.518295 0.0 2024-11-20 196.301870 0.0 282.566559 0.021028 Short Open
28 28 (entries/exits stock two, XYL) 33.529830 2023-01-03 107.071857 0.0 2023-01-06 107.663170 0.0 -19.826619 -0.005523 Short Closed
29 29 (entries/exits stock two, XYL) 40.983381 2023-01-06 106.738770 0.0 2023-02-17 103.883707 0.0 -117.010128 -0.026748 Long Closed
30 30 (entries/exits stock two, XYL) 36.347936 2023-02-17 103.476035 0.0 2023-03-08 98.819777 0.0 169.245391 0.044998 Short Closed
31 31 (entries/exits stock two, XYL) 42.000333 2023-03-08 98.376661 0.0 2023-04-12 99.937951 0.0 65.574672 0.015871 Long Closed
32 32 (entries/exits stock two, XYL) 38.776562 2023-04-12 100.536538 0.0 2023-05-22 101.356592 0.0 -31.798887 -0.008157 Short Closed
33 33 (entries/exits stock two, XYL) 36.712697 2023-05-22 101.301166 0.0 2023-06-21 109.602479 0.0 304.763595 0.081947 Long Closed
34 34 (entries/exits stock two, XYL) 34.268778 2023-06-21 110.457430 0.0 2023-07-03 108.901769 0.0 53.310627 0.014084 Short Closed
35 35 (entries/exits stock two, XYL) 36.213163 2023-07-03 108.803666 0.0 2023-07-26 110.705096 0.0 68.856792 0.017476 Long Closed
36 36 (entries/exits stock two, XYL) 41.344614 2023-07-26 109.489154 0.0 2023-08-23 98.250416 0.0 464.661265 0.102647 Short Closed
37 37 (entries/exits stock two, XYL) 47.924476 2023-08-23 97.069884 0.0 2023-10-03 88.637371 0.0 -404.123746 -0.086871 Long Closed
38 38 (entries/exits stock two, XYL) 50.425958 2023-10-03 88.374053 0.0 2023-11-20 96.676120 0.0 -418.639707 -0.093942 Short Closed
39 39 (entries/exits stock two, XYL) 38.998787 2023-11-20 98.244221 0.0 2023-11-30 102.997164 0.0 185.358980 0.048379 Long Closed
40 40 (entries/exits stock two, XYL) 38.693086 2023-11-30 103.067820 0.0 2023-12-14 108.598833 0.0 -214.011981 -0.053664 Short Closed
41 41 (entries/exits stock two, XYL) 40.997426 2023-12-14 108.769835 0.0 2024-01-12 109.584042 0.0 33.380365 0.007486 Long Closed
42 42 (entries/exits stock two, XYL) 38.587477 2024-01-12 109.491399 0.0 2024-01-19 109.650322 0.0 -6.132423 -0.001451 Short Closed
43 43 (entries/exits stock two, XYL) 40.509315 2024-01-19 109.649834 0.0 2024-01-26 110.174105 0.0 21.237858 0.004781 Long Closed
44 44 (entries/exits stock two, XYL) 43.538250 2024-01-26 110.703868 0.0 2024-03-01 124.237818 0.0 -589.244541 -0.122254 Short Closed
45 45 (entries/exits stock two, XYL) 39.444688 2024-03-01 125.734467 0.0 2024-04-05 126.121513 0.0 15.266882 0.003078 Long Closed
46 46 (entries/exits stock two, XYL) 38.387440 2024-04-05 126.147808 0.0 2024-04-29 130.034233 0.0 -149.189906 -0.030809 Short Closed
47 47 (entries/exits stock two, XYL) 41.203034 2024-04-29 131.122735 0.0 2024-06-20 137.505601 0.0 262.993438 0.048679 Long Closed
48 48 (entries/exits stock two, XYL) 33.636152 2024-06-20 137.175058 0.0 2024-06-28 133.683402 0.0 117.445888 0.025454 Short Closed
49 49 (entries/exits stock two, XYL) 36.529472 2024-06-28 133.698076 0.0 2024-07-23 138.305315 0.0 168.300001 0.034460 Long Closed
50 50 (entries/exits stock two, XYL) 36.431464 2024-07-23 138.056339 0.0 2024-07-31 131.783375 0.0 228.533265 0.045438 Short Closed
51 51 (entries/exits stock two, XYL) 37.000568 2024-07-31 131.571952 0.0 2024-08-02 128.275833 0.0 -121.958282 -0.025052 Long Closed
52 52 (entries/exits stock two, XYL) 40.518424 2024-08-02 128.124074 0.0 2024-08-15 131.175029 0.0 -123.619876 -0.023813 Short Closed
53 53 (entries/exits stock two, XYL) 44.776371 2024-08-15 131.032764 0.0 2024-09-12 129.840204 0.0 -53.398534 -0.009101 Long Closed
54 54 (entries/exits stock two, XYL) 46.064429 2024-09-12 129.758719 0.0 2024-10-24 129.645817 0.0 5.200783 0.000870 Short Closed
55 55 (entries/exits stock two, XYL) 49.118643 2024-10-24 127.958273 0.0 2024-11-20 121.495950 0.0 -317.420541 -0.050503 Long Open