group
Start 2024-06-03 15:30:00+00:00
End 2024-09-16 14:30:00+00:00
Period 20 days 20:00:00
Start Value 500.0
End Value 584.636769
Total Return [%] 16.927354
Max Gross Exposure [%] 112.23358
Total Fees Paid 0.0
Max Drawdown [%] 9.84574
Max Drawdown Duration 4 days 21:00:00
Profit Factor 2.903086
Expectancy 7.57011
Sharpe Ratio 4.003548
Calmar Ratio 147.111943
Omega Ratio 1.147961
Sortino Ratio 5.912746
Skew -0.068463
Kurtosis 9.763019
Tail Ratio 1.201676
Common Sense Ratio 18.607056
Value at Risk -0.010409
Alpha 21.085564
Beta -0.051093
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
LII 1.000000 2024-06-10 18:30:00+00:00 505.910004 0.0 2024-06-21 13:30:00+00:00 532.000000 0.0 -26.089996 -0.051570 Short Closed
LII 0.890808 2024-06-21 13:30:00+00:00 532.000000 0.0 2024-06-24 13:30:00+00:00 548.289978 0.0 14.511247 0.030620 Long Closed
LII 1.000000 2024-06-24 13:30:00+00:00 548.289978 0.0 2024-07-01 13:30:00+00:00 525.895020 0.0 22.394958 0.040845 Short Closed
LII 0.971327 2024-07-01 13:30:00+00:00 525.895020 0.0 2024-07-03 13:30:00+00:00 545.200012 0.0 18.751467 0.036709 Long Closed
LII 1.000000 2024-07-03 13:30:00+00:00 545.200012 0.0 2024-07-17 19:30:00+00:00 551.479980 0.0 -6.279968 -0.011519 Short Closed
LII 0.948879 2024-07-17 19:30:00+00:00 551.479980 0.0 2024-07-22 19:30:00+00:00 560.950012 0.0 8.985913 0.017172 Long Closed
LII 1.000000 2024-07-22 19:30:00+00:00 560.950012 0.0 2024-07-24 18:30:00+00:00 541.640015 0.0 19.309998 0.034424 Short Closed
LII 1.000000 2024-07-24 18:30:00+00:00 541.640015 0.0 2024-07-30 13:30:00+00:00 574.200012 0.0 32.559998 0.060114 Long Closed
LII 1.000000 2024-07-30 13:30:00+00:00 574.200012 0.0 2024-08-01 16:30:00+00:00 561.609985 0.0 12.590027 0.021926 Short Closed
LII 1.000000 2024-08-01 16:30:00+00:00 561.609985 0.0 2024-08-07 14:30:00+00:00 556.260010 0.0 -5.349976 -0.009526 Long Closed
LII 1.000000 2024-08-07 14:30:00+00:00 556.260010 0.0 2024-08-28 14:30:00+00:00 576.809998 0.0 -20.549988 -0.036943 Short Closed
LII 0.989639 2024-08-28 14:30:00+00:00 576.809998 0.0 2024-08-29 16:30:00+00:00 586.159973 0.0 9.253101 0.016210 Long Closed
LII 1.000000 2024-08-29 16:30:00+00:00 586.159973 0.0 2024-08-29 19:30:00+00:00 574.719971 0.0 11.440002 0.019517 Short Closed
LII 1.000000 2024-08-29 19:30:00+00:00 574.719971 0.0 2024-08-30 18:30:00+00:00 588.219971 0.0 13.500000 0.023490 Long Closed
LII 1.000000 2024-08-30 18:30:00+00:00 588.219971 0.0 2024-09-03 13:30:00+00:00 566.750000 0.0 21.469971 0.036500 Short Closed
LII 1.000000 2024-09-03 13:30:00+00:00 566.750000 0.0 2024-09-10 14:30:00+00:00 561.375000 0.0 -5.375000 -0.009484 Long Closed
LII 1.000000 2024-09-10 14:30:00+00:00 561.375000 0.0 2024-09-16 14:30:00+00:00 597.859985 0.0 -36.484985 -0.064992 Short Open
group
Start 2024-06-03 15:30:00+00:00
End 2024-09-16 14:30:00+00:00
Period 20 days 20:00:00
Start Value 500.0
End Value 516.557606
Total Return [%] 3.311521
Max Gross Exposure [%] 7.597254
Total Fees Paid 0.0
Max Drawdown [%] 2.261513
Max Drawdown Duration 9 days 03:00:00
Profit Factor 3.198575
Expectancy 0.925137
Sharpe Ratio 6.896461
Calmar Ratio 34.03232
Omega Ratio 1.286065
Sortino Ratio 10.473529
Skew -0.187499
Kurtosis 13.664963
Tail Ratio 1.252666
Common Sense Ratio 2.216774
Value at Risk -0.001016
Alpha 0.631407
Beta 0.068513
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
CZR 1.0 2024-06-11 13:30:00+00:00 35.900002 0.0 2024-06-12 13:30:00+00:00 39.160000 0.0 3.259998 0.090808 Long Closed
CZR 1.0 2024-06-12 13:30:00+00:00 39.160000 0.0 2024-06-14 13:30:00+00:00 36.590000 0.0 2.570000 0.065628 Short Closed
CZR 1.0 2024-06-14 13:30:00+00:00 36.590000 0.0 2024-06-20 13:30:00+00:00 38.689999 0.0 2.099998 0.057393 Long Closed
CZR 1.0 2024-06-20 13:30:00+00:00 38.689999 0.0 2024-07-05 13:30:00+00:00 37.160000 0.0 1.529999 0.039545 Short Closed
CZR 1.0 2024-07-05 13:30:00+00:00 37.160000 0.0 2024-07-11 13:30:00+00:00 38.570000 0.0 1.410000 0.037944 Long Closed
CZR 1.0 2024-07-11 13:30:00+00:00 38.570000 0.0 2024-07-18 13:30:00+00:00 38.794998 0.0 -0.224998 -0.005834 Short Closed
CZR 1.0 2024-07-18 13:30:00+00:00 38.794998 0.0 2024-07-26 13:30:00+00:00 34.770000 0.0 -4.024998 -0.103750 Long Closed
CZR 1.0 2024-07-26 13:30:00+00:00 34.770000 0.0 2024-08-01 14:30:00+00:00 37.330002 0.0 -2.560001 -0.073627 Short Closed
CZR 1.0 2024-08-01 14:30:00+00:00 37.330002 0.0 2024-08-08 13:30:00+00:00 36.145000 0.0 -1.185001 -0.031744 Long Closed
CZR 1.0 2024-08-08 13:30:00+00:00 36.145000 0.0 2024-08-12 17:30:00+00:00 35.529999 0.0 0.615002 0.017015 Short Closed
CZR 1.0 2024-08-12 17:30:00+00:00 35.529999 0.0 2024-08-15 13:30:00+00:00 36.269600 0.0 0.739601 0.020816 Long Closed
CZR 1.0 2024-08-15 13:30:00+00:00 36.269600 0.0 2024-08-22 13:30:00+00:00 35.820000 0.0 0.449600 0.012396 Short Closed
CZR 1.0 2024-08-22 13:30:00+00:00 35.820000 0.0 2024-08-23 13:30:00+00:00 38.180000 0.0 2.360001 0.065885 Long Closed
CZR 1.0 2024-08-23 13:30:00+00:00 38.180000 0.0 2024-08-28 13:30:00+00:00 36.709999 0.0 1.470001 0.038502 Short Closed
CZR 1.0 2024-08-28 13:30:00+00:00 36.709999 0.0 2024-08-29 15:30:00+00:00 38.079201 0.0 1.369202 0.037298 Long Closed
CZR 1.0 2024-08-29 15:30:00+00:00 38.079201 0.0 2024-09-03 16:30:00+00:00 36.509998 0.0 1.569202 0.041209 Short Closed
CZR 1.0 2024-09-03 16:30:00+00:00 36.509998 0.0 2024-09-09 13:30:00+00:00 37.384998 0.0 0.875000 0.023966 Long Closed
CZR 1.0 2024-09-09 13:30:00+00:00 37.384998 0.0 2024-09-11 13:30:00+00:00 35.259998 0.0 2.125000 0.056841 Short Closed
CZR 1.0 2024-09-11 13:30:00+00:00 35.259998 0.0 2024-09-13 13:30:00+00:00 38.389999 0.0 3.130001 0.088769 Long Closed
CZR 1.0 2024-09-13 13:30:00+00:00 38.389999 0.0 2024-09-16 14:30:00+00:00 39.410000 0.0 -1.020000 -0.026569 Short Open
group
Start 2024-06-03 15:30:00+00:00
End 2024-09-16 14:30:00+00:00
Period 20 days 20:00:00
Start Value 500.0
End Value 505.350414
Total Return [%] 1.070083
Max Gross Exposure [%] 10.868536
Total Fees Paid 0.0
Max Drawdown [%] 3.240549
Max Drawdown Duration 7 days 11:00:00
Profit Factor 1.700497
Expectancy 0.348607
Sharpe Ratio 1.213413
Calmar Ratio 6.326198
Omega Ratio 1.04353
Sortino Ratio 1.664557
Skew -0.767151
Kurtosis 11.975837
Tail Ratio 1.097542
Common Sense Ratio 1.322542
Value at Risk -0.002296
Alpha 0.15376
Beta 0.045782
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
CZR 2.0 2024-06-06 15:30:00+00:00 37.049999 0.0 2024-06-14 13:30:00+00:00 36.590000 0.0 0.919998 0.012416 Short Closed
KDP 1.0 2024-06-06 15:30:00+00:00 34.750000 0.0 2024-06-14 13:30:00+00:00 34.044998 0.0 -0.705002 -0.020288 Long Closed
CZR 2.0 2024-06-14 13:30:00+00:00 36.590000 0.0 2024-06-18 18:30:00+00:00 37.689999 0.0 2.199997 0.030063 Long Closed
KDP 1.0 2024-06-14 13:30:00+00:00 34.044998 0.0 2024-06-18 18:30:00+00:00 34.494999 0.0 -0.450001 -0.013218 Short Closed
KDP 1.0 2024-06-18 18:30:00+00:00 34.494999 0.0 2024-06-24 19:30:00+00:00 34.680000 0.0 0.185001 0.005363 Long Closed
CZR 2.0 2024-06-18 18:30:00+00:00 37.689999 0.0 2024-06-24 19:30:00+00:00 39.009998 0.0 -2.639999 -0.035023 Short Closed
CZR 2.0 2024-06-24 19:30:00+00:00 39.009998 0.0 2024-06-27 14:30:00+00:00 39.115002 0.0 0.210007 0.002692 Long Closed
KDP 1.0 2024-06-24 19:30:00+00:00 34.680000 0.0 2024-06-27 14:30:00+00:00 34.224998 0.0 0.455002 0.013120 Short Closed
KDP 1.0 2024-06-27 14:30:00+00:00 34.224998 0.0 2024-07-15 18:30:00+00:00 32.830002 0.0 -1.394997 -0.040760 Long Closed
CZR 2.0 2024-06-27 14:30:00+00:00 39.115002 0.0 2024-07-15 18:30:00+00:00 39.490002 0.0 -0.750000 -0.009587 Short Closed
CZR 2.0 2024-07-15 18:30:00+00:00 39.490002 0.0 2024-07-23 18:30:00+00:00 36.755001 0.0 -5.470001 -0.069258 Long Closed
KDP 1.0 2024-07-15 18:30:00+00:00 32.830002 0.0 2024-07-23 18:30:00+00:00 32.755001 0.0 0.075001 0.002285 Short Closed
CZR 2.0 2024-07-23 18:30:00+00:00 36.755001 0.0 2024-07-24 15:30:00+00:00 35.060001 0.0 3.389999 0.046116 Short Closed
KDP 1.0 2024-07-23 18:30:00+00:00 32.755001 0.0 2024-07-24 15:30:00+00:00 32.555000 0.0 -0.200001 -0.006106 Long Closed
CZR 2.0 2024-07-24 15:30:00+00:00 35.060001 0.0 2024-07-29 19:30:00+00:00 36.509998 0.0 2.899994 0.041358 Long Closed
KDP 1.0 2024-07-24 15:30:00+00:00 32.555000 0.0 2024-07-29 19:30:00+00:00 34.139999 0.0 -1.584999 -0.048687 Short Closed
CZR 2.0 2024-07-29 19:30:00+00:00 36.509998 0.0 2024-08-02 13:30:00+00:00 35.650002 0.0 1.719994 0.023555 Short Closed
KDP 1.0 2024-07-29 19:30:00+00:00 34.139999 0.0 2024-08-02 13:30:00+00:00 35.009998 0.0 0.869999 0.025483 Long Closed
KDP 1.0 2024-08-02 13:30:00+00:00 35.009998 0.0 2024-08-08 13:30:00+00:00 34.637299 0.0 0.372700 0.010646 Short Closed
CZR 2.0 2024-08-02 13:30:00+00:00 35.650002 0.0 2024-08-08 13:30:00+00:00 36.145000 0.0 0.989998 0.013885 Long Closed
KDP 1.0 2024-08-08 13:30:00+00:00 34.637299 0.0 2024-08-12 17:30:00+00:00 34.700001 0.0 0.062702 0.001810 Long Closed
CZR 2.0 2024-08-08 13:30:00+00:00 36.145000 0.0 2024-08-12 17:30:00+00:00 35.529999 0.0 1.230003 0.017015 Short Closed
CZR 2.0 2024-08-12 17:30:00+00:00 35.529999 0.0 2024-08-16 13:30:00+00:00 37.525002 0.0 3.990005 0.056150 Long Closed
KDP 1.0 2024-08-12 17:30:00+00:00 34.700001 0.0 2024-08-16 13:30:00+00:00 35.320000 0.0 -0.619999 -0.017867 Short Closed
KDP 1.0 2024-08-16 13:30:00+00:00 35.320000 0.0 2024-08-19 19:30:00+00:00 35.619999 0.0 0.299999 0.008494 Long Closed
CZR 2.0 2024-08-16 13:30:00+00:00 37.525002 0.0 2024-08-19 19:30:00+00:00 36.799999 0.0 1.450005 0.019321 Short Closed
KDP 1.0 2024-08-19 19:30:00+00:00 35.619999 0.0 2024-08-23 13:30:00+00:00 35.634998 0.0 -0.014999 -0.000421 Short Closed
CZR 2.0 2024-08-19 19:30:00+00:00 36.799999 0.0 2024-08-23 13:30:00+00:00 38.180000 0.0 2.760002 0.037500 Long Closed
KDP 1.0 2024-08-23 13:30:00+00:00 35.634998 0.0 2024-08-30 14:30:00+00:00 36.494999 0.0 0.860001 0.024134 Long Closed
CZR 2.0 2024-08-23 13:30:00+00:00 38.180000 0.0 2024-08-30 14:30:00+00:00 37.110001 0.0 2.139999 0.028025 Short Closed
KDP 1.0 2024-08-30 14:30:00+00:00 36.494999 0.0 2024-09-11 19:30:00+00:00 37.029999 0.0 -0.535000 -0.014660 Short Closed
CZR 2.0 2024-08-30 14:30:00+00:00 37.110001 0.0 2024-09-11 19:30:00+00:00 36.330002 0.0 -1.559998 -0.021019 Long Closed
CZR 2.0 2024-09-11 19:30:00+00:00 36.330002 0.0 2024-09-16 14:30:00+00:00 39.410000 0.0 -6.159996 -0.084778 Short Open
KDP 1.0 2024-09-11 19:30:00+00:00 37.029999 0.0 2024-09-16 14:30:00+00:00 37.384998 0.0 0.355000 0.009587 Long Open
group
Start 2024-06-03 15:30:00+00:00
End 2024-09-16 14:30:00+00:00
Period 20 days 20:00:00
Start Value 500.0
End Value 521.774597
Total Return [%] 4.354919
Max Gross Exposure [%] 4.635539
Total Fees Paid 0.0
Max Drawdown [%] 1.538205
Max Drawdown Duration 6 days 05:00:00
Profit Factor 4.987367
Expectancy 0.552377
Sharpe Ratio 9.299221
Calmar Ratio 72.182239
Omega Ratio 1.38758
Sortino Ratio 15.477057
Skew 0.733345
Kurtosis 12.657866
Tail Ratio 1.190023
Common Sense Ratio 2.51132
Value at Risk -0.000984
Alpha 1.19186
Beta -0.02644
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
CZR 1.0 2024-06-06 15:30:00+00:00 37.049999 0.0 2024-06-07 16:30:00+00:00 35.730000 0.0 1.320000 0.035628 Short Closed
PCG 1.0 2024-06-06 15:30:00+00:00 18.250000 0.0 2024-06-07 16:30:00+00:00 18.160000 0.0 -0.090000 -0.004932 Long Closed
CZR 1.0 2024-06-07 16:30:00+00:00 35.730000 0.0 2024-06-12 13:30:00+00:00 39.160000 0.0 3.430000 0.095998 Long Closed
PCG 1.0 2024-06-07 16:30:00+00:00 18.160000 0.0 2024-06-12 13:30:00+00:00 18.200001 0.0 -0.040001 -0.002203 Short Closed
CZR 1.0 2024-06-12 13:30:00+00:00 39.160000 0.0 2024-06-14 14:30:00+00:00 36.040001 0.0 3.119999 0.079673 Short Closed
PCG 1.0 2024-06-12 13:30:00+00:00 18.200001 0.0 2024-06-14 14:30:00+00:00 18.254999 0.0 0.054998 0.003022 Long Closed
CZR 1.0 2024-06-14 14:30:00+00:00 36.040001 0.0 2024-06-18 18:30:00+00:00 37.689999 0.0 1.649998 0.045782 Long Closed
PCG 1.0 2024-06-14 14:30:00+00:00 18.254999 0.0 2024-06-18 18:30:00+00:00 17.705000 0.0 0.549999 0.030129 Short Closed
CZR 1.0 2024-06-18 18:30:00+00:00 37.689999 0.0 2024-06-25 13:30:00+00:00 38.580002 0.0 -0.890003 -0.023614 Short Closed
PCG 1.0 2024-06-18 18:30:00+00:00 17.705000 0.0 2024-06-25 13:30:00+00:00 17.535000 0.0 -0.170000 -0.009602 Long Closed
CZR 1.0 2024-06-25 13:30:00+00:00 38.580002 0.0 2024-06-27 15:30:00+00:00 39.455002 0.0 0.875000 0.022680 Long Closed
PCG 1.0 2024-06-25 13:30:00+00:00 17.535000 0.0 2024-06-27 15:30:00+00:00 17.510000 0.0 0.025000 0.001426 Short Closed
CZR 1.0 2024-06-27 15:30:00+00:00 39.455002 0.0 2024-07-01 15:30:00+00:00 38.060001 0.0 1.395000 0.035357 Short Closed
PCG 1.0 2024-06-27 15:30:00+00:00 17.510000 0.0 2024-07-01 15:30:00+00:00 17.235001 0.0 -0.275000 -0.015705 Long Closed
CZR 1.0 2024-07-01 15:30:00+00:00 38.060001 0.0 2024-07-11 13:30:00+00:00 38.570000 0.0 0.509998 0.013400 Long Closed
PCG 1.0 2024-07-01 15:30:00+00:00 17.235001 0.0 2024-07-11 13:30:00+00:00 17.965000 0.0 -0.730000 -0.042356 Short Closed
PCG 1.0 2024-07-11 13:30:00+00:00 17.965000 0.0 2024-07-16 13:30:00+00:00 17.735001 0.0 -0.230000 -0.012803 Long Closed
CZR 1.0 2024-07-11 13:30:00+00:00 38.570000 0.0 2024-07-16 13:30:00+00:00 38.910000 0.0 -0.340000 -0.008815 Short Closed
PCG 1.0 2024-07-16 13:30:00+00:00 17.735001 0.0 2024-07-23 17:30:00+00:00 18.209999 0.0 -0.474998 -0.026783 Short Closed
CZR 1.0 2024-07-16 13:30:00+00:00 38.910000 0.0 2024-07-23 17:30:00+00:00 36.825001 0.0 -2.084999 -0.053585 Long Closed
PCG 1.0 2024-07-23 17:30:00+00:00 18.209999 0.0 2024-07-24 13:30:00+00:00 18.264999 0.0 0.055000 0.003020 Long Closed
CZR 1.0 2024-07-23 17:30:00+00:00 36.825001 0.0 2024-07-24 13:30:00+00:00 35.459999 0.0 1.365002 0.037067 Short Closed
PCG 1.0 2024-07-24 13:30:00+00:00 18.264999 0.0 2024-07-29 13:30:00+00:00 18.235001 0.0 0.029999 0.001642 Short Closed
CZR 1.0 2024-07-24 13:30:00+00:00 35.459999 0.0 2024-07-29 13:30:00+00:00 35.779999 0.0 0.320000 0.009024 Long Closed
PCG 1.0 2024-07-29 13:30:00+00:00 18.235001 0.0 2024-08-05 13:30:00+00:00 18.010000 0.0 -0.225000 -0.012339 Long Closed
CZR 1.0 2024-07-29 13:30:00+00:00 35.779999 0.0 2024-08-05 13:30:00+00:00 32.664799 0.0 3.115200 0.087065 Short Closed
PCG 1.0 2024-08-05 13:30:00+00:00 18.010000 0.0 2024-08-08 13:30:00+00:00 18.065001 0.0 -0.055000 -0.003054 Short Closed
CZR 1.0 2024-08-05 13:30:00+00:00 32.664799 0.0 2024-08-08 13:30:00+00:00 36.145000 0.0 3.480202 0.106543 Long Closed
CZR 1.0 2024-08-08 13:30:00+00:00 36.145000 0.0 2024-08-13 18:30:00+00:00 35.150002 0.0 0.994999 0.027528 Short Closed
PCG 1.0 2024-08-08 13:30:00+00:00 18.065001 0.0 2024-08-13 18:30:00+00:00 18.305000 0.0 0.240000 0.013285 Long Closed
PCG 1.0 2024-08-13 18:30:00+00:00 18.305000 0.0 2024-08-15 13:30:00+00:00 18.365000 0.0 -0.059999 -0.003278 Short Closed
CZR 1.0 2024-08-13 18:30:00+00:00 35.150002 0.0 2024-08-15 13:30:00+00:00 36.269600 0.0 1.119598 0.031852 Long Closed
PCG 1.0 2024-08-15 13:30:00+00:00 18.365000 0.0 2024-08-20 13:30:00+00:00 18.735001 0.0 0.370001 0.020147 Long Closed
CZR 1.0 2024-08-15 13:30:00+00:00 36.269600 0.0 2024-08-20 13:30:00+00:00 36.369999 0.0 -0.100399 -0.002768 Short Closed
CZR 1.0 2024-08-20 13:30:00+00:00 36.369999 0.0 2024-08-23 13:30:00+00:00 38.180000 0.0 1.810001 0.049766 Long Closed
PCG 1.0 2024-08-20 13:30:00+00:00 18.735001 0.0 2024-08-23 13:30:00+00:00 18.815001 0.0 -0.080000 -0.004270 Short Closed
PCG 1.0 2024-08-23 13:30:00+00:00 18.815001 0.0 2024-08-28 13:30:00+00:00 18.924999 0.0 0.109999 0.005846 Long Closed
CZR 1.0 2024-08-23 13:30:00+00:00 38.180000 0.0 2024-08-28 13:30:00+00:00 36.709999 0.0 1.470001 0.038502 Short Closed
PCG 1.0 2024-08-28 13:30:00+00:00 18.924999 0.0 2024-08-29 13:30:00+00:00 19.174999 0.0 -0.250000 -0.013210 Short Closed
CZR 1.0 2024-08-28 13:30:00+00:00 36.709999 0.0 2024-08-29 13:30:00+00:00 37.810001 0.0 1.100002 0.029965 Long Closed
PCG 1.0 2024-08-29 13:30:00+00:00 19.174999 0.0 2024-09-09 14:30:00+00:00 19.780001 0.0 0.605001 0.031552 Long Closed
CZR 1.0 2024-08-29 13:30:00+00:00 37.810001 0.0 2024-09-09 14:30:00+00:00 36.630001 0.0 1.180000 0.031209 Short Closed
PCG 1.0 2024-09-09 14:30:00+00:00 19.780001 0.0 2024-09-12 18:30:00+00:00 19.705000 0.0 0.075001 0.003792 Short Closed
CZR 1.0 2024-09-09 14:30:00+00:00 36.630001 0.0 2024-09-12 18:30:00+00:00 36.660000 0.0 0.029999 0.000819 Long Closed
CZR 1.0 2024-09-12 18:30:00+00:00 36.660000 0.0 2024-09-16 14:30:00+00:00 39.410000 0.0 -2.750000 -0.075014 Short Open
PCG 1.0 2024-09-12 18:30:00+00:00 19.705000 0.0 2024-09-16 14:30:00+00:00 19.924999 0.0 0.219999 0.011165 Long Open
group
Start 2024-06-03 15:30:00+00:00
End 2024-09-16 14:30:00+00:00
Period 20 days 20:00:00
Start Value 500.0
End Value 522.729691
Total Return [%] 4.545938
Max Gross Exposure [%] 1.977538
Total Fees Paid 0.0
Max Drawdown [%] 1.287743
Max Drawdown Duration 3 days 11:00:00
Profit Factor 2.805424
Expectancy 0.486995
Sharpe Ratio 9.768038
Calmar Ratio 91.55723
Omega Ratio 1.412047
Sortino Ratio 15.708715
Skew 0.219637
Kurtosis 13.730832
Tail Ratio 1.380233
Common Sense Ratio 3.007557
Value at Risk -0.001031
Alpha 1.231531
Beta -0.015184
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
CZR 1.0 2024-06-06 15:30:00+00:00 37.049999 0.0 2024-06-10 13:30:00+00:00 35.669998 0.0 1.380001 0.037247 Short Closed
IBKR 1.0 2024-06-06 15:30:00+00:00 31.108749 0.0 2024-06-10 13:30:00+00:00 31.112499 0.0 0.003750 0.000121 Long Closed
IBKR 1.0 2024-06-10 13:30:00+00:00 31.112499 0.0 2024-06-11 17:30:00+00:00 30.826250 0.0 0.286249 0.009200 Short Closed
CZR 1.0 2024-06-10 13:30:00+00:00 35.669998 0.0 2024-06-11 17:30:00+00:00 36.549999 0.0 0.880001 0.024671 Long Closed
CZR 1.0 2024-06-11 17:30:00+00:00 36.549999 0.0 2024-06-14 15:30:00+00:00 35.625000 0.0 0.924999 0.025308 Short Closed
IBKR 1.0 2024-06-11 17:30:00+00:00 30.826250 0.0 2024-06-14 15:30:00+00:00 30.022499 0.0 -0.803751 -0.026074 Long Closed
CZR 1.0 2024-06-14 15:30:00+00:00 35.625000 0.0 2024-06-18 16:30:00+00:00 37.380001 0.0 1.755001 0.049263 Long Closed
IBKR 1.0 2024-06-14 15:30:00+00:00 30.022499 0.0 2024-06-18 16:30:00+00:00 30.097500 0.0 -0.075001 -0.002498 Short Closed
CZR 1.0 2024-06-18 16:30:00+00:00 37.380001 0.0 2024-06-25 13:30:00+00:00 38.580002 0.0 -1.200001 -0.032103 Short Closed
IBKR 1.0 2024-06-18 16:30:00+00:00 30.097500 0.0 2024-06-25 13:30:00+00:00 30.559999 0.0 0.462500 0.015367 Long Closed
CZR 1.0 2024-06-25 13:30:00+00:00 38.580002 0.0 2024-06-27 16:30:00+00:00 39.650002 0.0 1.070000 0.027735 Long Closed
IBKR 1.0 2024-06-25 13:30:00+00:00 30.559999 0.0 2024-06-27 16:30:00+00:00 30.770000 0.0 -0.210001 -0.006872 Short Closed
CZR 1.0 2024-06-27 16:30:00+00:00 39.650002 0.0 2024-07-01 14:30:00+00:00 38.419998 0.0 1.230003 0.031022 Short Closed
IBKR 1.0 2024-06-27 16:30:00+00:00 30.770000 0.0 2024-07-01 14:30:00+00:00 31.044575 0.0 0.274574 0.008923 Long Closed
CZR 1.0 2024-07-01 14:30:00+00:00 38.419998 0.0 2024-07-08 13:30:00+00:00 37.750000 0.0 -0.669998 -0.017439 Long Closed
IBKR 1.0 2024-07-01 14:30:00+00:00 31.044575 0.0 2024-07-08 13:30:00+00:00 30.917500 0.0 0.127075 0.004093 Short Closed
IBKR 1.0 2024-07-08 13:30:00+00:00 30.917500 0.0 2024-07-09 15:30:00+00:00 31.485001 0.0 0.567501 0.018355 Long Closed
CZR 1.0 2024-07-08 13:30:00+00:00 37.750000 0.0 2024-07-09 15:30:00+00:00 37.320000 0.0 0.430000 0.011391 Short Closed
IBKR 1.0 2024-07-09 15:30:00+00:00 31.485001 0.0 2024-07-11 13:30:00+00:00 30.420000 0.0 1.065001 0.033826 Short Closed
CZR 1.0 2024-07-09 15:30:00+00:00 37.320000 0.0 2024-07-11 13:30:00+00:00 38.570000 0.0 1.250000 0.033494 Long Closed
IBKR 1.0 2024-07-11 13:30:00+00:00 30.420000 0.0 2024-07-15 19:30:00+00:00 31.160000 0.0 0.740000 0.024326 Long Closed
CZR 1.0 2024-07-11 13:30:00+00:00 38.570000 0.0 2024-07-15 19:30:00+00:00 39.209999 0.0 -0.639999 -0.016593 Short Closed
IBKR 1.0 2024-07-15 19:30:00+00:00 31.160000 0.0 2024-07-17 13:30:00+00:00 30.001249 0.0 1.158751 0.037187 Short Closed
CZR 1.0 2024-07-15 19:30:00+00:00 39.209999 0.0 2024-07-17 13:30:00+00:00 40.049999 0.0 0.840000 0.021423 Long Closed
IBKR 1.0 2024-07-17 13:30:00+00:00 30.001249 0.0 2024-07-18 15:30:00+00:00 30.477501 0.0 0.476252 0.015874 Long Closed
CZR 1.0 2024-07-17 13:30:00+00:00 40.049999 0.0 2024-07-18 15:30:00+00:00 37.880001 0.0 2.169998 0.054182 Short Closed
IBKR 1.0 2024-07-18 15:30:00+00:00 30.477501 0.0 2024-07-29 13:30:00+00:00 29.590000 0.0 0.887501 0.029120 Short Closed
CZR 1.0 2024-07-18 15:30:00+00:00 37.880001 0.0 2024-07-29 13:30:00+00:00 35.779999 0.0 -2.100002 -0.055438 Long Closed
CZR 1.0 2024-07-29 13:30:00+00:00 35.779999 0.0 2024-08-05 13:30:00+00:00 32.664799 0.0 3.115200 0.087065 Short Closed
IBKR 1.0 2024-07-29 13:30:00+00:00 29.590000 0.0 2024-08-05 13:30:00+00:00 26.767500 0.0 -2.822500 -0.095387 Long Closed
IBKR 1.0 2024-08-05 13:30:00+00:00 26.767500 0.0 2024-08-08 13:30:00+00:00 28.688749 0.0 -1.921249 -0.071775 Short Closed
CZR 1.0 2024-08-05 13:30:00+00:00 32.664799 0.0 2024-08-08 13:30:00+00:00 36.145000 0.0 3.480202 0.106543 Long Closed
IBKR 1.0 2024-08-08 13:30:00+00:00 28.688749 0.0 2024-08-09 14:30:00+00:00 29.002501 0.0 0.313751 0.010936 Long Closed
CZR 1.0 2024-08-08 13:30:00+00:00 36.145000 0.0 2024-08-09 14:30:00+00:00 35.389999 0.0 0.755001 0.020888 Short Closed
IBKR 1.0 2024-08-09 14:30:00+00:00 29.002501 0.0 2024-08-15 15:30:00+00:00 30.188749 0.0 -1.186249 -0.040902 Short Closed
CZR 1.0 2024-08-09 14:30:00+00:00 35.389999 0.0 2024-08-15 15:30:00+00:00 37.020000 0.0 1.630001 0.046058 Long Closed
IBKR 1.0 2024-08-15 15:30:00+00:00 30.188749 0.0 2024-08-19 19:30:00+00:00 30.502501 0.0 0.313751 0.010393 Long Closed
CZR 1.0 2024-08-15 15:30:00+00:00 37.020000 0.0 2024-08-19 19:30:00+00:00 36.799999 0.0 0.220001 0.005943 Short Closed
CZR 1.0 2024-08-19 19:30:00+00:00 36.799999 0.0 2024-08-23 13:30:00+00:00 38.180000 0.0 1.380001 0.037500 Long Closed
IBKR 1.0 2024-08-19 19:30:00+00:00 30.502501 0.0 2024-08-23 13:30:00+00:00 30.681250 0.0 -0.178749 -0.005860 Short Closed
IBKR 1.0 2024-08-23 13:30:00+00:00 30.681250 0.0 2024-08-30 14:30:00+00:00 32.020000 0.0 1.338751 0.043634 Long Closed
CZR 1.0 2024-08-23 13:30:00+00:00 38.180000 0.0 2024-08-30 14:30:00+00:00 37.110001 0.0 1.070000 0.028025 Short Closed
IBKR 1.0 2024-08-30 14:30:00+00:00 32.020000 0.0 2024-09-04 14:30:00+00:00 31.532524 0.0 0.487476 0.015224 Short Closed
CZR 1.0 2024-08-30 14:30:00+00:00 37.110001 0.0 2024-09-04 14:30:00+00:00 37.590000 0.0 0.480000 0.012935 Long Closed
IBKR 1.0 2024-09-04 14:30:00+00:00 31.532524 0.0 2024-09-09 17:30:00+00:00 31.190001 0.0 -0.342524 -0.010863 Long Closed
CZR 1.0 2024-09-04 14:30:00+00:00 37.590000 0.0 2024-09-09 17:30:00+00:00 36.110001 0.0 1.480000 0.039372 Short Closed
IBKR 1.0 2024-09-09 17:30:00+00:00 31.190001 0.0 2024-09-13 13:30:00+00:00 31.987499 0.0 -0.797499 -0.025569 Short Closed
CZR 1.0 2024-09-09 17:30:00+00:00 36.110001 0.0 2024-09-13 13:30:00+00:00 38.389999 0.0 2.279999 0.063140 Long Closed
CZR 1.0 2024-09-13 13:30:00+00:00 38.389999 0.0 2024-09-16 14:30:00+00:00 39.410000 0.0 -1.020000 -0.026569 Short Open
IBKR 1.0 2024-09-13 13:30:00+00:00 31.987499 0.0 2024-09-16 14:30:00+00:00 32.361423 0.0 0.373924 0.011690 Long Open
group
Start 2024-06-03 15:30:00+00:00
End 2024-09-16 14:30:00+00:00
Period 20 days 20:00:00
Start Value 500.0
End Value 506.214252
Total Return [%] 1.24285
Max Gross Exposure [%] 17.560919
Total Fees Paid 0.0
Max Drawdown [%] 0.688056
Max Drawdown Duration 3 days 13:00:00
Profit Factor 1.544035
Expectancy 0.142937
Sharpe Ratio 3.553027
Calmar Ratio 35.114228
Omega Ratio 1.117472
Sortino Ratio 5.712281
Skew 1.081334
Kurtosis 6.502113
Tail Ratio 1.169475
Common Sense Ratio 1.452027
Value at Risk -0.000924
Alpha 0.319085
Beta -0.046404
Column Size Entry Timestamp Avg Entry Price Entry Fees Exit Timestamp Avg Exit Price Exit Fees PnL Return Direction Status
KMI 1.0 2024-06-06 17:30:00+00:00 19.785000 0.0 2024-06-14 13:30:00+00:00 19.610001 0.0 0.174999 0.008845 Short Closed
NI 3.0 2024-06-06 17:30:00+00:00 28.559999 0.0 2024-06-14 13:30:00+00:00 28.065001 0.0 -1.484997 -0.017332 Long Closed
KMI 1.0 2024-06-14 13:30:00+00:00 19.610001 0.0 2024-06-18 13:30:00+00:00 19.825001 0.0 0.215000 0.010964 Long Closed
NI 3.0 2024-06-14 13:30:00+00:00 28.065001 0.0 2024-06-18 13:30:00+00:00 27.865000 0.0 0.600002 0.007126 Short Closed
KMI 1.0 2024-06-18 13:30:00+00:00 19.825001 0.0 2024-06-21 13:30:00+00:00 19.795000 0.0 0.030001 0.001513 Short Closed
NI 3.0 2024-06-18 13:30:00+00:00 27.865000 0.0 2024-06-21 13:30:00+00:00 28.440001 0.0 1.725002 0.020635 Long Closed
KMI 1.0 2024-06-21 13:30:00+00:00 19.795000 0.0 2024-06-24 15:30:00+00:00 20.145000 0.0 0.350000 0.017681 Long Closed
NI 3.0 2024-06-21 13:30:00+00:00 28.440001 0.0 2024-06-24 15:30:00+00:00 28.838499 0.0 -1.195496 -0.014012 Short Closed
KMI 1.0 2024-06-24 15:30:00+00:00 20.145000 0.0 2024-06-26 15:30:00+00:00 19.840000 0.0 0.305000 0.015140 Short Closed
NI 3.0 2024-06-24 15:30:00+00:00 28.838499 0.0 2024-06-26 15:30:00+00:00 28.799999 0.0 -0.115499 -0.001335 Long Closed
KMI 1.0 2024-06-26 15:30:00+00:00 19.840000 0.0 2024-07-03 13:30:00+00:00 19.970600 0.0 0.130600 0.006583 Long Closed
NI 3.0 2024-06-26 15:30:00+00:00 28.799999 0.0 2024-07-03 13:30:00+00:00 28.900000 0.0 -0.300001 -0.003472 Short Closed
KMI 1.0 2024-07-03 13:30:00+00:00 19.970600 0.0 2024-07-11 13:30:00+00:00 20.120001 0.0 -0.149401 -0.007481 Short Closed
NI 3.0 2024-07-03 13:30:00+00:00 28.900000 0.0 2024-07-11 13:30:00+00:00 29.815001 0.0 2.745003 0.031661 Long Closed
KMI 1.0 2024-07-11 13:30:00+00:00 20.120001 0.0 2024-07-15 16:30:00+00:00 20.285000 0.0 0.164999 0.008201 Long Closed
NI 3.0 2024-07-11 13:30:00+00:00 29.815001 0.0 2024-07-15 16:30:00+00:00 29.770000 0.0 0.135000 0.001509 Short Closed
NI 3.0 2024-07-15 16:30:00+00:00 29.770000 0.0 2024-07-24 13:30:00+00:00 30.740000 0.0 2.909998 0.032583 Long Closed
KMI 1.0 2024-07-15 16:30:00+00:00 20.285000 0.0 2024-07-24 13:30:00+00:00 21.430000 0.0 -1.145000 -0.056446 Short Closed
NI 3.0 2024-07-24 13:30:00+00:00 30.740000 0.0 2024-07-30 13:30:00+00:00 31.290001 0.0 -1.650003 -0.017892 Short Closed
KMI 1.0 2024-07-24 13:30:00+00:00 21.430000 0.0 2024-07-30 13:30:00+00:00 21.410000 0.0 -0.020000 -0.000933 Long Closed
NI 3.0 2024-07-30 13:30:00+00:00 31.290001 0.0 2024-08-01 16:30:00+00:00 31.610001 0.0 0.959999 0.010227 Long Closed
KMI 1.0 2024-07-30 13:30:00+00:00 21.410000 0.0 2024-08-01 16:30:00+00:00 21.059999 0.0 0.350000 0.016348 Short Closed
NI 3.0 2024-08-01 16:30:00+00:00 31.610001 0.0 2024-08-06 18:30:00+00:00 31.184999 0.0 1.275003 0.013445 Short Closed
KMI 1.0 2024-08-01 16:30:00+00:00 21.059999 0.0 2024-08-06 18:30:00+00:00 20.815001 0.0 -0.244999 -0.011633 Long Closed
NI 3.0 2024-08-06 18:30:00+00:00 31.184999 0.0 2024-08-12 13:30:00+00:00 31.530001 0.0 1.035004 0.011063 Long Closed
KMI 1.0 2024-08-06 18:30:00+00:00 20.815001 0.0 2024-08-12 13:30:00+00:00 20.965000 0.0 -0.150000 -0.007206 Short Closed
NI 3.0 2024-08-12 13:30:00+00:00 31.530001 0.0 2024-08-15 13:30:00+00:00 31.535000 0.0 -0.014997 -0.000159 Short Closed
KMI 1.0 2024-08-12 13:30:00+00:00 20.965000 0.0 2024-08-15 13:30:00+00:00 20.980000 0.0 0.014999 0.000715 Long Closed
KMI 1.0 2024-08-15 13:30:00+00:00 20.980000 0.0 2024-08-20 14:30:00+00:00 21.014999 0.0 -0.035000 -0.001668 Short Closed
NI 3.0 2024-08-15 13:30:00+00:00 31.535000 0.0 2024-08-20 14:30:00+00:00 32.125000 0.0 1.770000 0.018709 Long Closed
NI 3.0 2024-08-20 14:30:00+00:00 32.125000 0.0 2024-08-23 15:30:00+00:00 32.584999 0.0 -1.379997 -0.014319 Short Closed
KMI 1.0 2024-08-20 14:30:00+00:00 21.014999 0.0 2024-08-23 15:30:00+00:00 21.260000 0.0 0.245001 0.011658 Long Closed
NI 3.0 2024-08-23 15:30:00+00:00 32.584999 0.0 2024-08-28 13:30:00+00:00 32.935001 0.0 1.050007 0.010741 Long Closed
KMI 1.0 2024-08-23 15:30:00+00:00 21.260000 0.0 2024-08-28 13:30:00+00:00 21.250000 0.0 0.010000 0.000470 Short Closed
KMI 1.0 2024-08-28 13:30:00+00:00 21.250000 0.0 2024-08-30 19:30:00+00:00 21.559999 0.0 0.309999 0.014588 Long Closed
NI 3.0 2024-08-28 13:30:00+00:00 32.935001 0.0 2024-08-30 19:30:00+00:00 33.055000 0.0 -0.359997 -0.003644 Short Closed
NI 3.0 2024-08-30 19:30:00+00:00 33.055000 0.0 2024-09-03 13:30:00+00:00 33.125000 0.0 0.209999 0.002118 Long Closed
KMI 1.0 2024-08-30 19:30:00+00:00 21.559999 0.0 2024-09-03 13:30:00+00:00 21.263000 0.0 0.296999 0.013775 Short Closed
NI 3.0 2024-09-03 13:30:00+00:00 33.125000 0.0 2024-09-03 18:30:00+00:00 33.189999 0.0 -0.194996 -0.001962 Short Closed
KMI 1.0 2024-09-03 13:30:00+00:00 21.263000 0.0 2024-09-03 18:30:00+00:00 21.650000 0.0 0.386999 0.018201 Long Closed
NI 3.0 2024-09-03 18:30:00+00:00 33.189999 0.0 2024-09-04 18:30:00+00:00 33.220001 0.0 0.090008 0.000904 Long Closed
KMI 1.0 2024-09-03 18:30:00+00:00 21.650000 0.0 2024-09-04 18:30:00+00:00 21.334999 0.0 0.315001 0.014550 Short Closed
NI 3.0 2024-09-04 18:30:00+00:00 33.220001 0.0 2024-09-16 13:30:00+00:00 34.259998 0.0 -3.119991 -0.031306 Short Closed
KMI 1.0 2024-09-04 18:30:00+00:00 21.334999 0.0 2024-09-16 13:30:00+00:00 21.379999 0.0 0.045000 0.002109 Long Closed
KMI 1.0 2024-09-16 13:30:00+00:00 21.379999 0.0 2024-09-16 14:30:00+00:00 21.365000 0.0 0.014999 0.000702 Short Open
NI 3.0 2024-09-16 13:30:00+00:00 34.259998 0.0 2024-09-16 14:30:00+00:00 34.230000 0.0 -0.089996 -0.000876 Long Open