Run the cell below to create your tear sheet.
bt = get_backtest('5cb6ab8d19572752f9237e29')
bt.create_full_tear_sheet(round_trips=True , hide_positions=True)
100% Time: 0:00:08|###########################################################|
Start date | 2017-01-05 |
---|---|
End date | 2019-04-15 |
Total months | 27 |
Backtest | |
Annual return | 7.6% |
Cumulative returns | 18.1% |
Annual volatility | 6.0% |
Sharpe ratio | 1.24 |
Calmar ratio | 1.49 |
Stability | 0.83 |
Max drawdown | -5.1% |
Omega ratio | 1.23 |
Sortino ratio | 1.95 |
Skew | 0.74 |
Kurtosis | 5.46 |
Tail ratio | 1.04 |
Daily value at risk | -0.7% |
Gross leverage | 0.98 |
Daily turnover | 9.2% |
Alpha | 0.07 |
Beta | 0.04 |
Worst drawdown periods | Net drawdown in % | Peak date | Valley date | Recovery date | Duration |
---|---|---|---|---|---|
0 | 5.11 | 2018-12-11 | 2019-02-25 | NaT | NaN |
1 | 4.40 | 2017-06-07 | 2017-07-03 | 2017-09-11 | 69 |
2 | 4.20 | 2018-03-20 | 2018-07-31 | 2018-11-30 | 184 |
3 | 2.38 | 2017-03-14 | 2017-04-10 | 2017-05-25 | 53 |
4 | 1.74 | 2018-01-31 | 2018-02-08 | 2018-02-15 | 12 |
Stress Events | mean | min | max |
---|---|---|---|
New Normal | 0.03% | -1.38% | 2.78% |
Summary stats | All trades | Short trades | Long trades |
---|---|---|---|
Total number of round_trips | 10214.00 | 5763.00 | 4451.00 |
Percent profitable | 0.57 | 0.49 | 0.68 |
Winning round_trips | 5867.00 | 2825.00 | 3042.00 |
Losing round_trips | 4347.00 | 2938.00 | 1409.00 |
Even round_trips | 0.00 | 0.00 | 0.00 |
PnL stats | All trades | Short trades | Long trades |
---|---|---|---|
Total profit | $1753831.55 | $-106128.84 | $1859960.39 |
Gross profit | $9604247.03 | $4873780.61 | $4730466.42 |
Gross loss | $-7850415.48 | $-4979909.45 | $-2870506.03 |
Profit factor | $1.22 | $0.98 | $1.65 |
Avg. trade net profit | $171.71 | $-18.42 | $417.87 |
Avg. winning trade | $1636.99 | $1725.23 | $1555.05 |
Avg. losing trade | $-1805.94 | $-1695.00 | $-2037.26 |
Ratio Avg. Win:Avg. Loss | $0.91 | $1.02 | $0.76 |
Largest winning trade | $199284.92 | $199284.92 | $198151.91 |
Largest losing trade | $-111238.50 | $-111238.50 | $-54167.15 |
Duration stats | All trades | Short trades | Long trades |
---|---|---|---|
Avg duration | 63 days 05:40:56.835715 | 50 days 11:46:21.694429 | 79 days 17:45:49.587733 |
Median duration | 33 days 00:00:00 | 27 days 00:00:00 | 45 days 00:00:00 |
Longest duration | 450 days 23:00:00 | 364 days 00:00:00 | 450 days 23:00:00 |
Shortest duration | 0 days 14:30:59 | 0 days 14:30:59 | 0 days 14:30:59 |
Return stats | All trades | Short trades | Long trades |
---|---|---|---|
Avg returns all round_trips | 0.00% | -0.00% | 0.00% |
Avg returns winning | 0.01% | 0.02% | 0.01% |
Avg returns losing | -0.02% | -0.02% | -0.02% |
Median returns all round_trips | 0.00% | -0.00% | 0.00% |
Median returns winning | 0.00% | 0.00% | 0.00% |
Median returns losing | -0.00% | -0.00% | -0.00% |
Largest winning trade | 1.85% | 1.75% | 1.85% |
Largest losing trade | -0.97% | -0.97% | -0.48% |
Symbol stats | A-24757 | AAL-45971 | AAOI-45503 | AAPL-24 | AAXN-22846 | ABBV-43694 | ACAD-26322 | ADBE-114 | ADI-122 | ADM-128 | ADP-630 | ADSK-67 | AET-168 | AGEN-21104 | AGI-44156 | AGN-8572 | AKAO-46528 | AKS-10897 | ALNY-26335 | ALXN-14328 | AMAT-337 | AMBA-43495 | AMC-46027 | AMD-351 | AMGN-368 | AMP-27676 | AMZN-16841 | ANF-15622 | APH-465 | ARAV-46582 | ARIA-11880 | ARNA-21724 | ARRY-22192 | ARWR-10417 | ATHN-34692 | ATVI-9883 | AUPH-47621 | AVGO-38650 | AXGT-49107 | AXP-679 | B-697 | BA-698 | BAC-700 | BANC-23943 | BB-19831 | BBBY-739 | BBY-754 | BCC-44089 | BCO-24884 | BCRX-10905 | BHC-10908 | BIIB-3806 | BKNG-19917 | BLDP-13798 | BLK-20689 | BLUE-44935 | BMY-980 | BOX-48486 | BRX-45755 | BTG-44884 | C-1335 | CAR-17991 | CARA-46283 | CAT-1267 | CBI-1287 | CELG-1406 | CGC-52038 | CHK-8461 | CHTR-39095 | CIEN-16453 | CL-1582 | CLDR-50810 | CLF-1595 | CLVS-42166 | CMCS_A-1637 | CMG-28016 | COP-23998 | COST-1787 | COTY-44909 | CRM-26401 | CRON-51806 | CSCO-1900 | CSIQ-32856 | CSX-1937 | CTL-1960 | CVS-4799 | CVX-23112 | CYH-21608 | CZR-42461 | DAL-33729 | DAR-11908 | DB-23113 | DCT-33026 | DDD-12959 | DERM-47845 | DFS-34011 | DIS-2190 | DKS-24070 | DLTR-12652 | DNR-15789 | DOW-2263 | DPZ-26466 | DRYS-26994 | DVAX-25972 | DYN-43462 | EA-2602 | EBAY-24819 | ECA-23021 | EFX-2465 | ELF-50320 | ENDP-21750 | ENPH-42749 | ES-5484 | ESPR-44989 | ETH-8633 | ETN-2633 | ETSY-48934 | EXAS-22364 | EXEL-21383 | EXP-11120 | F-2673 | FAST-2696 | FB-42950 | FCAU-47888 | FCX-13197 | FDX-2765 | FET-42784 | FEYE-45451 | FGEN-48088 | FINL-2845 | FIT-49139 | FL-8383 | FLO-2876 | FLXN-46344 | FNSR-20866 | FOSL-8816 | FSLR-32902 | FTR-2069 | GBT-49335 | GBX-11645 | GE-3149 | GEO-11710 | GILD-3212 | GLUU-33566 | GM-40430 | GME-23438 | GNC-41182 | GOLD-64 | GOOG_L-26578 | GOOS-50713 | GPRO-47208 | GRMN-22316 | GRPN-42118 | GRUB-46693 | GS-20088 | GSAT-32819 | GT-3384 | H-38909 | HALO-26766 | HBI-32497 | HD-3496 | HIIQ-44113 | HLF-26892 | HOG-3499 | HTZ-50070 | I-44539 | IBM-3766 | ICPT-43505 | INCY-10187 | INO-3150 | INSM-21778 | INSY-44665 | INTC-3951 | ISRG-25339 | IT-9930 | JCP-4118 | JNJ-4151 | JPM-25006 | JUNO-48317 | JWN-5382 | KATE-4479 | KERX-21789 | KEY-4221 | KHC-49229 | KITE-47169 | KO-4283 | KR-4297 | KSS-4313 | LB-4564 | LL-35036 | LLY-4487 | LMT-12691 | LOW-4521 | LRCX-4537 | LTC-4561 | LULU-34395 | LUV-4589 | LVS-26882 | M-2754 | MA-32146 | MACK-42735 | MAN-4654 | MAT-4668 | MBLY-47430 | MCD-4707 | MCO-22139 | MDB-51314 | MDT-4758 | MDXG-34049 | MED-4766 | MGM-4831 | MMM-4922 | MNK-44917 | MNKD-26524 | MNST-3450 | MO-4954 | MOD-4958 | MRK-5029 | MS-17080 | MSFT-5061 | MTCH-49608 | MTH-16385 | MU-5121 | MYL-5166 | NAK-26776 | NANO-5188 | NAV-5199 | NBEV-47346 | NEM-5261 | NEO-30301 | NFLX-23709 | NG-25781 | NKE-5328 | NKTR-24572 | NOW-43127 | NRG-26143 | NTNX-50338 | NVAX-14112 | NVDA-19725 | O-12087 | OCLR-21366 | OCN-15697 | OMER-38827 | ONCE-48547 | OPK-23120 | ORCL-5692 | ORLY-8857 | OSTK-23714 | P-41579 | PANW-43202 | PAY-27206 | PAYX-5767 | PBYI-42689 | PCG-5792 | PEP-5885 | PFE-5923 | PG-5938 | PGNX-17908 | PLAY-47884 | PLD-24785 | PLUG-20776 | POT-6109 | PPC-39111 | PTC-6064 | PYPL-49242 | PZZA-9252 | QCOM-6295 | R-6326 | RAD-6330 | RDN-20276 | REGN-6413 | RH-43599 | RHT-20541 | RIG-9038 | ROKU-51231 | RPD-49275 | RPM-6557 | RTN-6583 | S-2938 | SALT-45996 | SBUX-6683 | SC-46215 | SDRL-39495 | SEDG-48823 | SFIX-51467 | SFM-45199 | SGMO-21447 | SGYP-32331 | SHLD-26169 | SHOP-49060 | SIRI-11901 | SKX-20284 | SNAP-50683 | SNCR-32234 | SPN-14141 | SPR-32921 | SPWR-27817 | SQ-49610 | SRNE-33062 | SRPT-16999 | STMP-26286 | STZ-24873 | SWN-7244 | SYMC-7272 | T-6653 | TEL-34014 | TEUM-29314 | TFCF_A-12213 | TGT-21090 | TGTX-13984 | THC-5343 | TIF-7447 | TK-13289 | TLRY-52211 | TMUS-33698 | TNDM-45852 | TPR-22099 | TRIP-42230 | TROX-40530 | TRUE-46929 | TRXC-29042 | TSCO-10869 | TSLA-39840 | TSN-7684 | TSRO-43124 | TTD-50288 | TTWO-16820 | TWLO-50077 | TWTR-45815 | TXMD-28966 | TXN-7671 | UAA-27822 | UAL-28051 | UBNT-42027 | ULTA-34953 | UNH-7792 | UNIT-48962 | UPS-20940 | URBN-10303 | UTX-7883 | V-35920 | VCEL-16437 | VET-44278 | VKTX-48997 | VLO-7990 | VRTX-8045 | VSTM-42426 | VTR-18821 | VZ-21839 | W-47833 | WATT-46650 | WBA-8089 | WDAY-43510 | WDC-8132 | WFC-8151 | WFM-8158 | WFT-19336 | WLL-25707 | WMT-8229 | WPM-27437 | WTW-23269 | WYNN-24124 | X-8329 | XEL-21964 | XLNX-8344 | XOM-8347 | XON-45239 | XPO-26287 | XXII-32588 | YELP-42596 | YUM-17787 | ZEN-46918 | ZNGA-42277 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Avg returns all round_trips | 0.00% | -0.01% | -0.01% | -0.01% | -0.01% | 0.01% | -0.04% | -0.00% | -0.00% | 0.00% | -0.00% | 0.02% | -0.02% | 0.00% | -0.00% | 0.01% | 0.00% | -0.01% | 0.00% | -0.04% | -0.01% | 0.06% | 0.01% | 0.00% | 0.00% | -0.01% | 0.00% | 0.02% | -0.00% | -0.00% | 0.00% | -0.01% | 0.00% | -0.03% | 0.00% | -0.00% | 0.02% | -0.01% | 0.00% | 0.00% | 0.00% | 0.01% | -0.01% | 0.00% | -0.00% | -0.01% | 0.01% | 0.00% | -0.00% | 0.00% | 0.01% | -0.00% | 0.00% | 0.01% | 0.01% | -0.00% | 0.00% | 0.00% | 0.01% | 0.00% | -0.00% | 0.00% | 0.07% | 0.01% | -0.08% | -0.01% | 0.00% | -0.00% | 0.07% | 0.05% | -0.00% | -0.02% | 0.00% | 0.04% | -0.00% | 0.00% | -0.01% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.01% | 0.01% | -0.01% | 0.01% | -0.01% | -0.07% | -0.01% | -0.00% | -0.00% | -0.01% | 0.00% | -0.01% | 0.01% | 0.00% | 0.00% | -0.00% | -0.00% | -0.03% | -0.00% | -0.00% | -0.01% | -0.02% | -0.09% | 0.00% | -0.01% | 0.00% | 0.11% | 0.01% | -0.01% | 0.03% | 0.00% | -0.01% | -0.00% | -0.00% | 0.02% | -0.01% | -0.02% | 0.00% | -0.00% | -0.05% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | 0.00% | 0.05% | -0.00% | -0.00% | 0.01% | 0.00% | -0.04% | -0.00% | 0.00% | 0.01% | 0.19% | 0.00% | 0.00% | 0.01% | 0.00% | -0.00% | 0.00% | -0.00% | 0.02% | 0.21% | 0.01% | 0.01% | -0.02% | 0.00% | 0.01% | -0.04% | 0.01% | 0.00% | 0.04% | -0.00% | -0.00% | -0.03% | 0.02% | 0.00% | 0.05% | 0.00% | -0.02% | 0.02% | 0.00% | -0.00% | -0.00% | -0.02% | -0.01% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.02% | 0.00% | -0.00% | 0.02% | 0.00% | -0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | -0.00% | 0.01% | -0.01% | -0.00% | -0.01% | -0.01% | 0.00% | 0.00% | -0.00% | -0.00% | -0.01% | 0.08% | -0.00% | 0.02% | 0.03% | 0.01% | -0.01% | -0.05% | 0.00% | -0.00% | 0.03% | 0.00% | -0.00% | -0.00% | 0.00% | 0.01% | -0.03% | -0.11% | -0.00% | -0.01% | 0.02% | 0.00% | -0.00% | 0.00% | 0.02% | 0.02% | 0.00% | -0.02% | 0.02% | 0.01% | 0.01% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.01% | 0.04% | 0.02% | 0.00% | -0.01% | 0.04% | 0.02% | -0.00% | -0.00% | -0.01% | -0.02% | -0.00% | 0.00% | 0.01% | -0.06% | 0.01% | -0.01% | -0.01% | -0.02% | 0.01% | 0.00% | 0.08% | 0.01% | -0.00% | 0.00% | 0.02% | -0.00% | -0.01% | 0.01% | 0.21% | 0.01% | 0.01% | 0.01% | -0.03% | -0.01% | 0.00% | 0.03% | 0.00% | 0.01% | -0.02% | -0.01% | -0.03% | -0.05% | -0.00% | -0.00% | -0.00% | 0.00% | 0.01% | -0.00% | -0.00% | 0.02% | -0.00% | -0.03% | 0.02% | -0.01% | 0.03% | 0.02% | 0.01% | -0.00% | 0.01% | 0.01% | 0.01% | 0.01% | -0.00% | -0.02% | 0.01% | 0.00% | 0.00% | -0.03% | 0.00% | 0.02% | 0.00% | -0.00% | 0.00% | 0.18% | 0.00% | -0.00% | -0.02% | 0.02% | -0.01% | 0.00% | 0.00% | 0.00% | -0.02% | -0.00% | -0.04% | 0.00% | 0.00% | -0.01% | -0.00% | -0.00% | 0.03% | 0.01% | 0.02% | -0.00% | 0.02% | -0.01% | -0.03% | -0.01% | -0.01% | 0.04% | 0.02% | -0.00% | 0.00% | -0.02% | 0.00% | -0.00% | -0.02% | 0.01% | -0.00% | 0.01% | -0.00% | 0.01% | -0.02% | 0.00% | 0.02% | -0.00% | -0.02% | 0.02% | -0.01% | -0.00% | -0.00% | -0.00% | 0.01% | -0.06% | 0.02% | -0.00% | -0.01% | -0.00% | -0.00% | 0.01% | -0.00% | 0.04% | 0.00% | -0.04% | -0.01% | 0.01% | 0.01% | 0.02% | 0.03% | -0.01% |
Avg returns winning | 0.00% | 0.01% | 0.05% | 0.01% | 0.03% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | nan% | 0.02% | nan% | 0.00% | 0.00% | 0.02% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.06% | 0.03% | 0.02% | 0.00% | 0.00% | 0.01% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | nan% | 0.00% | 0.01% | 0.04% | 0.01% | 0.00% | 0.01% | 0.02% | 0.01% | 0.00% | 0.00% | 0.02% | 0.04% | 0.02% | 0.02% | nan% | 0.00% | 0.02% | 0.00% | 0.01% | 0.01% | 0.03% | 0.04% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.07% | 0.02% | nan% | 0.01% | 0.00% | 0.02% | 0.07% | 0.05% | 0.00% | 0.00% | 0.02% | 0.07% | 0.01% | 0.02% | 0.03% | 0.02% | 0.00% | 0.01% | 0.00% | 0.01% | nan% | 0.01% | 0.04% | 0.02% | 0.00% | nan% | nan% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.02% | 0.01% | 0.00% | nan% | 0.01% | 0.00% | nan% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.05% | 0.11% | 0.03% | 0.01% | 0.03% | 0.01% | nan% | 0.01% | 0.01% | 0.06% | 0.01% | 0.00% | 0.02% | 0.01% | nan% | 0.01% | nan% | 0.01% | 0.01% | nan% | 0.02% | 0.05% | nan% | 0.01% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 0.19% | 0.04% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.09% | 0.21% | 0.03% | 0.01% | 0.01% | 0.02% | 0.01% | 0.01% | 0.01% | 0.01% | 0.09% | 0.00% | 0.00% | nan% | 0.02% | 0.01% | 0.08% | 0.01% | 0.01% | 0.02% | 0.02% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.01% | 0.01% | 0.00% | 0.03% | 0.01% | nan% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.01% | 0.06% | nan% | 0.01% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.01% | 0.08% | 0.02% | 0.03% | 0.04% | 0.01% | nan% | nan% | 0.01% | 0.01% | 0.03% | 0.00% | 0.04% | 0.00% | 0.00% | 0.01% | nan% | 0.01% | 0.00% | 0.00% | 0.05% | 0.01% | 0.02% | 0.01% | 0.02% | 0.04% | 0.01% | 0.00% | 0.05% | 0.01% | 0.02% | 0.02% | 0.00% | 0.09% | 0.01% | 0.00% | 0.01% | 0.08% | 0.02% | 0.00% | 0.00% | 0.09% | 0.02% | nan% | 0.00% | 0.00% | 0.02% | 0.01% | 0.07% | 0.01% | nan% | 0.03% | 0.01% | 0.00% | 0.00% | 0.01% | 0.02% | 0.09% | 0.02% | 0.02% | 0.01% | 0.02% | nan% | nan% | 0.03% | 0.21% | 0.01% | 0.01% | 0.02% | 0.00% | 0.01% | 0.00% | 0.07% | 0.01% | 0.01% | 0.00% | nan% | nan% | 0.00% | nan% | 0.02% | 0.00% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.01% | nan% | 0.02% | 0.00% | 0.04% | 0.08% | 0.01% | 0.01% | 0.02% | 0.03% | 0.02% | 0.02% | 0.00% | 0.01% | 0.02% | 0.00% | 0.02% | nan% | 0.08% | 0.02% | 0.00% | 0.00% | 0.01% | 0.18% | 0.00% | 0.02% | nan% | 0.05% | nan% | 0.01% | 0.00% | 0.01% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | 0.02% | nan% | 0.01% | 0.03% | 0.02% | 0.02% | 0.01% | 0.03% | 0.01% | 0.01% | nan% | 0.04% | 0.04% | 0.02% | 0.00% | 0.00% | nan% | 0.01% | nan% | nan% | 0.01% | 0.00% | 0.02% | 0.01% | 0.01% | nan% | 0.00% | 0.03% | 0.01% | nan% | 0.03% | 0.00% | nan% | 0.01% | 0.00% | 0.02% | nan% | 0.05% | 0.01% | 0.01% | 0.00% | 0.01% | 0.02% | 0.00% | 0.04% | 0.01% | 0.00% | nan% | 0.01% | 0.03% | 0.04% | 0.06% | 0.01% |
Avg returns losing | -0.00% | -0.01% | -0.04% | -0.03% | -0.08% | -0.00% | -0.10% | -0.01% | -0.01% | nan% | -0.00% | nan% | -0.02% | nan% | -0.00% | -0.01% | nan% | -0.03% | -0.00% | -0.08% | -0.02% | nan% | -0.00% | -0.03% | -0.00% | -0.04% | -0.02% | -0.00% | -0.01% | -0.01% | nan% | -0.02% | -0.02% | -0.03% | nan% | -0.02% | -0.01% | -0.01% | nan% | -0.00% | -0.02% | -0.02% | -0.02% | nan% | -0.02% | -0.02% | -0.01% | -0.02% | -0.00% | nan% | -0.03% | -0.01% | -0.03% | -0.00% | -0.02% | -0.02% | -0.01% | -0.00% | -0.00% | -0.01% | -0.01% | nan% | nan% | -0.01% | -0.08% | -0.02% | -0.00% | -0.03% | nan% | nan% | -0.01% | -0.03% | -0.04% | -0.01% | -0.01% | -0.01% | -0.04% | -0.01% | -0.00% | -0.02% | nan% | -0.01% | -0.01% | nan% | -0.15% | -0.02% | -0.02% | -0.07% | -0.01% | -0.01% | -0.00% | -0.04% | -0.00% | -0.01% | nan% | -0.00% | -0.01% | -0.01% | -0.00% | -0.04% | -0.00% | -0.00% | -0.03% | -0.02% | -0.16% | -0.01% | -0.01% | -0.02% | nan% | -0.02% | -0.02% | nan% | -0.00% | -0.01% | -0.02% | -0.03% | -0.01% | -0.03% | -0.03% | -0.01% | -0.01% | -0.05% | -0.02% | -0.00% | -0.04% | -0.01% | -0.00% | -0.01% | nan% | -0.00% | -0.02% | -0.01% | nan% | -0.08% | -0.01% | nan% | -0.02% | nan% | -0.02% | nan% | -0.03% | -0.00% | -0.01% | -0.01% | -0.01% | -0.01% | nan% | -0.02% | -0.01% | -0.05% | -0.01% | nan% | -0.05% | -0.00% | -0.01% | -0.01% | -0.00% | -0.01% | -0.03% | nan% | -0.01% | -0.00% | -0.02% | -0.09% | nan% | -0.02% | -0.01% | -0.03% | -0.05% | -0.01% | -0.00% | -0.01% | -0.01% | -0.00% | nan% | -0.03% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | nan% | -0.00% | nan% | -0.02% | -0.01% | -0.04% | -0.00% | -0.04% | -0.00% | -0.02% | -0.01% | -0.00% | -0.01% | -0.02% | -0.01% | -0.03% | nan% | -0.02% | -0.00% | -0.00% | nan% | -0.01% | -0.05% | -0.02% | -0.01% | nan% | -0.02% | -0.08% | -0.00% | nan% | nan% | -0.03% | -0.17% | -0.01% | -0.14% | -0.03% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.02% | -0.02% | -0.01% | -0.01% | -0.02% | -0.00% | -0.00% | -0.03% | -0.02% | -0.00% | -0.01% | -0.00% | nan% | nan% | -0.02% | -0.01% | -0.01% | -0.00% | -0.01% | -0.02% | -0.05% | -0.00% | -0.06% | -0.01% | -0.06% | -0.02% | -0.02% | -0.01% | -0.05% | nan% | -0.06% | -0.00% | -0.01% | -0.01% | -0.01% | nan% | -0.00% | -0.01% | -0.01% | nan% | nan% | -0.00% | -0.00% | -0.14% | -0.03% | -0.00% | -0.01% | -0.00% | -0.02% | -0.04% | -0.01% | -0.03% | -0.06% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | -0.00% | -0.01% | -0.03% | nan% | -0.04% | -0.01% | -0.07% | -0.02% | -0.00% | -0.00% | -0.03% | -0.00% | -0.00% | -0.00% | -0.03% | -0.01% | nan% | -0.02% | -0.03% | -0.01% | nan% | nan% | -0.01% | -0.01% | nan% | nan% | -0.01% | -0.02% | -0.03% | -0.01% | -0.00% | nan% | -0.01% | -0.02% | -0.03% | -0.05% | -0.00% | nan% | -0.03% | -0.00% | -0.02% | nan% | -0.01% | nan% | -0.02% | -0.00% | -0.02% | -0.04% | -0.01% | -0.02% | nan% | nan% | -0.01% | -0.00% | -0.02% | -0.01% | -0.00% | -0.02% | -0.00% | -0.01% | -0.01% | -0.02% | nan% | -0.02% | nan% | -0.00% | -0.00% | -0.02% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | -0.01% | -0.06% | -0.02% | -0.01% | -0.02% | -0.03% | -0.01% | -0.02% | -0.01% | nan% | -0.01% | -0.16% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% |
Median returns all round_trips | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.04% | -0.00% | 0.06% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.03% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.01% | 0.00% | -0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.07% | 0.00% | -0.02% | 0.00% | 0.00% | 0.00% | 0.07% | 0.05% | 0.00% | -0.00% | 0.00% | 0.01% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.01% | 0.01% | 0.00% | 0.00% | 0.00% | -0.07% | -0.01% | -0.00% | -0.00% | 0.00% | 0.00% | -0.01% | 0.01% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.02% | -0.00% | -0.01% | -0.00% | 0.11% | 0.00% | -0.00% | 0.03% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.05% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.19% | -0.00% | 0.00% | 0.01% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.21% | -0.00% | 0.00% | -0.02% | 0.00% | 0.01% | -0.02% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.03% | 0.02% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.01% | -0.02% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.08% | -0.00% | 0.00% | 0.00% | 0.01% | -0.01% | -0.05% | 0.00% | -0.00% | 0.03% | 0.00% | 0.00% | -0.00% | 0.00% | 0.01% | -0.03% | -0.02% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.01% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | -0.00% | -0.02% | 0.00% | 0.00% | -0.00% | -0.00% | 0.02% | 0.00% | -0.00% | -0.00% | 0.01% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.06% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | -0.00% | 0.00% | 0.02% | -0.00% | -0.01% | 0.00% | 0.00% | 0.01% | -0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.02% | -0.00% | -0.01% | -0.03% | -0.01% | -0.00% | -0.01% | -0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.01% | -0.01% | -0.03% | 0.02% | 0.00% | 0.01% | 0.00% | 0.00% | -0.00% | 0.01% | 0.00% | 0.01% | -0.00% | -0.00% | -0.00% | 0.01% | 0.00% | 0.00% | -0.03% | -0.00% | 0.01% | 0.00% | -0.00% | 0.00% | 0.18% | 0.00% | -0.00% | -0.02% | 0.00% | -0.01% | 0.00% | 0.00% | 0.00% | -0.02% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | 0.03% | 0.00% | 0.02% | 0.00% | 0.00% | -0.00% | -0.00% | -0.01% | -0.00% | 0.00% | 0.02% | -0.00% | 0.00% | -0.02% | 0.00% | -0.00% | -0.02% | 0.00% | -0.00% | 0.00% | 0.00% | 0.01% | -0.02% | 0.00% | 0.01% | -0.00% | -0.02% | 0.00% | -0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.01% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.00% | -0.00% | 0.02% | 0.00% | -0.00% |
Median returns winning | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | nan% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.06% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.07% | 0.05% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.01% | 0.00% | 0.00% | 0.00% | nan% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.02% | 0.00% | 0.00% | nan% | 0.01% | 0.00% | nan% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.11% | 0.00% | 0.00% | 0.03% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | nan% | 0.00% | 0.01% | nan% | 0.00% | 0.00% | nan% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.19% | 0.04% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.09% | 0.21% | 0.01% | 0.00% | 0.01% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.09% | 0.00% | 0.00% | nan% | 0.02% | 0.00% | 0.08% | 0.00% | 0.01% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.01% | nan% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.03% | nan% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.01% | 0.08% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | nan% | 0.00% | 0.00% | 0.03% | 0.00% | 0.02% | 0.00% | 0.00% | 0.01% | nan% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.02% | 0.00% | 0.09% | 0.01% | 0.00% | 0.00% | 0.08% | 0.02% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.00% | 0.02% | 0.01% | 0.07% | 0.00% | nan% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.02% | nan% | nan% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | nan% | nan% | 0.00% | nan% | 0.02% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | nan% | 0.02% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.02% | 0.02% | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | nan% | 0.08% | 0.01% | 0.00% | 0.00% | 0.00% | 0.18% | 0.00% | 0.00% | nan% | 0.01% | nan% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.03% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.05% | 0.00% | 0.02% | 0.00% | 0.00% | nan% | 0.01% | nan% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.01% | 0.00% | nan% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.01% | 0.01% | 0.04% | 0.00% | 0.01% |
Median returns losing | -0.00% | -0.00% | -0.01% | -0.00% | -0.08% | -0.00% | -0.03% | -0.00% | -0.01% | nan% | -0.00% | nan% | -0.00% | nan% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.08% | -0.01% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.01% | -0.00% | -0.03% | nan% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | nan% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | nan% | -0.00% | -0.02% | -0.01% | -0.00% | -0.00% | nan% | nan% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.04% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.01% | nan% | -0.15% | -0.00% | -0.00% | -0.07% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.03% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.01% | nan% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.03% | -0.00% | -0.00% | -0.00% | -0.05% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | nan% | -0.03% | -0.01% | nan% | -0.01% | nan% | -0.02% | nan% | -0.03% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.00% | -0.00% | -0.05% | -0.00% | nan% | -0.03% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.03% | nan% | -0.00% | -0.00% | -0.00% | -0.09% | nan% | -0.00% | -0.00% | -0.01% | -0.05% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | nan% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | nan% | -0.00% | nan% | -0.00% | -0.00% | -0.05% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | nan% | -0.01% | -0.05% | -0.01% | -0.00% | nan% | -0.00% | -0.03% | -0.00% | nan% | nan% | -0.03% | -0.17% | -0.01% | -0.14% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.03% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.06% | -0.00% | -0.06% | -0.01% | -0.00% | -0.00% | -0.00% | nan% | -0.06% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.00% | -0.01% | -0.00% | nan% | nan% | -0.00% | -0.00% | -0.14% | -0.00% | -0.00% | -0.01% | -0.00% | -0.02% | -0.04% | -0.01% | -0.03% | -0.02% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.03% | nan% | -0.02% | -0.00% | -0.03% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | nan% | -0.01% | -0.03% | -0.00% | nan% | nan% | -0.00% | -0.00% | nan% | nan% | -0.00% | -0.02% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.02% | -0.03% | -0.03% | -0.00% | nan% | -0.01% | -0.00% | -0.00% | nan% | -0.01% | nan% | -0.02% | -0.00% | -0.01% | -0.01% | -0.01% | -0.00% | nan% | nan% | -0.00% | -0.01% | -0.02% | -0.01% | -0.00% | -0.02% | -0.00% | -0.01% | -0.00% | -0.01% | nan% | -0.02% | nan% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.00% | -0.01% | -0.02% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.16% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% |
Largest winning trade | 0.00% | 0.03% | 0.20% | 0.19% | 0.10% | 0.04% | 0.04% | 0.05% | 0.00% | 0.01% | -0.00% | 0.05% | -0.00% | 0.00% | 0.00% | 0.34% | 0.00% | 0.13% | 0.02% | 0.00% | 0.01% | 0.12% | 0.03% | 0.41% | 0.10% | 0.02% | 0.17% | 0.11% | 0.01% | 0.00% | 0.00% | 0.01% | 0.34% | -0.03% | 0.00% | 0.18% | 0.30% | 0.08% | 0.00% | 0.03% | 0.09% | 0.46% | 0.05% | 0.00% | 0.22% | 0.18% | 0.05% | 0.37% | -0.00% | 0.00% | 0.21% | 0.01% | 0.11% | 0.02% | 0.16% | 0.13% | 0.16% | 0.02% | 0.07% | 0.11% | 0.09% | 0.00% | 0.14% | 0.27% | -0.02% | 0.09% | 0.00% | 0.55% | 0.07% | 0.10% | 0.01% | 0.00% | 0.38% | 0.49% | 0.08% | 0.18% | 0.03% | 0.21% | 0.01% | 0.28% | 0.00% | 0.05% | -0.01% | 0.01% | 0.11% | 0.30% | 0.00% | -0.07% | -0.00% | 0.03% | 0.01% | 0.07% | 0.01% | 0.00% | 0.01% | 0.04% | 0.31% | 0.00% | -0.00% | 0.03% | 0.00% | -0.00% | 0.01% | -0.00% | 0.00% | 0.09% | 0.00% | 0.21% | 0.11% | 0.58% | 0.04% | 0.05% | 0.20% | -0.00% | 0.13% | 0.10% | 0.16% | 0.02% | 0.00% | 0.12% | 0.11% | -0.05% | 0.12% | -0.00% | 0.14% | 0.05% | -0.00% | 0.10% | 0.14% | -0.00% | 0.06% | 0.04% | 0.01% | 0.01% | 0.00% | 0.00% | 0.30% | 0.19% | 0.04% | 0.00% | 0.13% | 0.05% | 0.10% | 0.02% | 0.15% | 0.19% | 0.21% | 0.35% | 0.10% | 0.02% | 0.26% | 0.01% | 0.01% | 0.03% | 0.18% | 0.18% | 0.00% | 0.01% | -0.03% | 0.02% | 0.20% | 0.15% | 0.08% | 0.02% | 0.21% | 0.09% | 0.10% | 0.24% | 0.01% | 0.00% | 0.00% | 0.00% | 0.09% | -0.00% | 0.01% | 0.08% | 0.09% | 0.01% | 0.11% | 0.02% | -0.00% | 0.03% | 0.02% | 0.02% | 0.08% | 0.05% | 0.09% | 0.03% | 0.17% | -0.00% | 0.02% | 0.01% | 0.05% | 0.03% | 0.14% | 0.04% | 0.01% | 0.08% | 0.16% | 0.14% | 0.17% | 0.01% | -0.01% | -0.02% | 0.20% | 0.05% | 0.03% | 0.02% | 0.17% | 0.00% | 0.00% | 0.02% | -0.02% | 0.01% | 0.00% | 0.00% | 0.39% | 0.22% | 0.12% | 0.09% | 0.05% | 0.18% | 0.08% | 0.00% | 0.31% | 0.22% | 0.32% | 0.02% | 0.00% | 0.09% | 0.37% | 0.00% | 0.07% | 0.17% | 0.02% | 0.00% | 0.00% | 1.39% | 0.43% | -0.00% | 0.04% | 0.01% | 0.05% | 0.01% | 0.07% | 0.11% | -0.06% | 0.47% | 0.05% | 0.00% | 0.01% | 0.02% | 0.04% | 0.50% | 0.11% | 0.20% | 0.07% | 0.03% | -0.00% | -0.01% | 0.32% | 1.85% | 0.03% | 0.02% | 0.11% | 0.00% | 0.05% | 0.00% | 0.79% | 0.06% | 0.02% | 0.02% | -0.01% | -0.03% | 0.01% | -0.00% | 0.02% | 0.00% | 0.06% | 0.25% | 0.20% | 0.21% | 0.06% | 0.01% | -0.03% | 0.02% | 0.05% | 1.75% | 0.36% | 0.23% | 0.05% | 0.02% | 0.23% | 0.02% | 0.06% | 0.00% | 0.02% | 0.15% | 0.00% | 0.25% | -0.00% | 0.17% | 0.06% | 0.00% | 0.09% | 0.25% | 0.18% | 0.00% | 0.16% | -0.02% | 0.84% | -0.01% | 0.03% | 0.00% | 0.04% | -0.00% | 0.01% | 0.01% | 0.03% | 0.00% | 0.16% | -0.00% | 0.03% | 0.03% | 0.08% | 0.03% | 0.02% | 0.46% | 0.38% | 0.02% | -0.00% | 0.07% | 0.10% | 0.02% | 0.00% | 0.01% | -0.02% | 0.01% | -0.00% | -0.02% | 0.30% | 0.00% | 0.19% | 0.04% | 0.01% | -0.02% | 0.00% | 0.10% | 0.05% | -0.02% | 0.30% | 0.01% | -0.00% | 0.04% | 0.06% | 0.06% | -0.00% | 0.29% | 0.08% | 0.02% | 0.01% | 0.09% | 0.46% | 0.01% | 0.13% | 0.25% | 0.00% | -0.00% | 0.03% | 0.13% | 0.04% | 0.32% | 0.01% |
Largest losing trade | -0.00% | -0.13% | -0.36% | -0.46% | -0.13% | -0.01% | -0.33% | -0.06% | -0.01% | 0.00% | -0.00% | 0.00% | -0.05% | 0.00% | -0.01% | -0.02% | 0.00% | -0.42% | -0.00% | -0.08% | -0.10% | 0.00% | -0.00% | -0.48% | -0.00% | -0.14% | -0.28% | -0.01% | -0.03% | -0.01% | 0.00% | -0.07% | -0.32% | -0.03% | 0.00% | -0.17% | -0.05% | -0.14% | 0.00% | -0.01% | -0.16% | -0.09% | -0.29% | 0.00% | -0.54% | -0.17% | -0.01% | -0.12% | -0.00% | 0.00% | -0.32% | -0.05% | -0.14% | -0.00% | -0.10% | -0.08% | -0.03% | -0.01% | -0.00% | -0.26% | -0.31% | 0.00% | 0.00% | -0.07% | -0.20% | -0.15% | -0.00% | -0.63% | 0.07% | 0.00% | -0.01% | -0.09% | -0.27% | -0.07% | -0.17% | -0.07% | -0.07% | -0.04% | -0.00% | -0.22% | 0.00% | -0.06% | -0.01% | 0.01% | -0.15% | -0.04% | -0.16% | -0.07% | -0.01% | -0.08% | -0.01% | -0.31% | -0.01% | -0.01% | 0.01% | -0.03% | -0.07% | -0.01% | -0.00% | -0.33% | -0.00% | -0.00% | -0.12% | -0.04% | -0.42% | -0.02% | -0.04% | -0.06% | 0.11% | -0.40% | -0.06% | 0.01% | -0.02% | -0.01% | -0.41% | -0.12% | -0.02% | -0.05% | -0.09% | -0.11% | -0.18% | -0.05% | -0.30% | -0.00% | -0.27% | -0.05% | -0.00% | -0.06% | 0.00% | -0.00% | -0.21% | -0.02% | 0.00% | -0.22% | -0.01% | 0.00% | -0.11% | 0.19% | -0.03% | 0.00% | -0.06% | -0.00% | -0.09% | -0.02% | -0.20% | -0.02% | 0.21% | -0.15% | -0.09% | -0.06% | -0.10% | 0.01% | -0.12% | -0.00% | -0.11% | -0.01% | -0.00% | -0.07% | -0.03% | 0.02% | -0.07% | -0.00% | -0.07% | -0.09% | 0.00% | -0.11% | -0.10% | -0.10% | -0.06% | -0.04% | -0.00% | -0.02% | -0.08% | -0.00% | 0.00% | -0.21% | -0.07% | -0.10% | -0.01% | -0.01% | -0.00% | 0.00% | -0.01% | 0.00% | -0.05% | -0.06% | -0.06% | -0.00% | -0.22% | -0.00% | -0.04% | -0.08% | -0.04% | -0.07% | -0.48% | -0.04% | -0.08% | 0.08% | -0.15% | -0.00% | -0.00% | 0.01% | -0.01% | -0.08% | -0.06% | -0.05% | 0.03% | -0.05% | -0.47% | -0.00% | 0.00% | 0.00% | -0.04% | -0.32% | -0.02% | -0.14% | -0.28% | -0.04% | -0.09% | -0.11% | -0.00% | -0.01% | -0.17% | -0.06% | -0.05% | -0.03% | -0.15% | -0.00% | -0.00% | -0.05% | -0.37% | -0.00% | -0.21% | -0.01% | 0.02% | 0.00% | -0.12% | -0.07% | -0.18% | -0.00% | -0.07% | -0.14% | -0.35% | -0.01% | -0.06% | -0.02% | -0.06% | -0.09% | -0.19% | -0.07% | -0.48% | 0.00% | -0.06% | -0.00% | -0.03% | -0.11% | -0.02% | 0.01% | -0.00% | -0.01% | -0.18% | 0.00% | 0.00% | -0.00% | -0.04% | -0.14% | -0.34% | -0.00% | -0.03% | -0.01% | -0.02% | -0.09% | -0.01% | -0.03% | -0.97% | -0.00% | -0.02% | -0.00% | -0.05% | -0.01% | -0.10% | -0.10% | -0.00% | -0.01% | -0.03% | 0.02% | -0.23% | -0.11% | -0.17% | -0.13% | -0.03% | -0.00% | -0.54% | -0.00% | -0.00% | -0.01% | -0.11% | -0.02% | 0.00% | -0.29% | -0.06% | -0.07% | 0.00% | 0.00% | -0.14% | -0.06% | 0.18% | 0.00% | -0.10% | -0.02% | -0.55% | -0.01% | -0.01% | 0.00% | -0.02% | -0.04% | -0.03% | -0.14% | -0.01% | 0.00% | -0.20% | -0.00% | -0.25% | 0.03% | -0.02% | 0.01% | -0.03% | -0.01% | -0.38% | -0.48% | -0.01% | -0.16% | 0.00% | 0.02% | -0.01% | -0.01% | -0.02% | -0.01% | -0.00% | -0.02% | -0.00% | -0.01% | -0.10% | -0.06% | 0.01% | -0.02% | 0.00% | -0.00% | -0.08% | -0.02% | -0.01% | -0.05% | -0.01% | -0.03% | -0.10% | -0.01% | -0.34% | -0.04% | -0.15% | -0.07% | -0.06% | -0.06% | -0.17% | -0.06% | 0.00% | -0.06% | -0.16% | -0.04% | -0.01% | -0.01% | -0.00% | -0.00% | -0.06% |
Profitability (PnL / PnL total) per name | |
---|---|
SGYP-32331 | 21.44% |
POT-6109 | 19.73% |
GE-3149 | 13.10% |
SQ-49610 | 12.01% |
NVDA-19725 | 11.19% |
NVAX-14112 | 9.17% |
BA-698 | 8.94% |
THC-5343 | 6.80% |
SHOP-49060 | 5.60% |
NAK-26776 | 5.28% |
BHC-10908 | 5.14% |
V-35920 | 5.13% |
RAD-6330 | 4.70% |
TWLO-50077 | 4.43% |
X-8329 | 4.29% |
PCG-5792 | 4.15% |
OSTK-23714 | 3.97% |
NAV-5199 | 3.81% |
CLVS-42166 | 3.78% |
VET-44278 | 3.66% |
SALT-45996 | 3.65% |
PLUG-20776 | 3.65% |
GOOG_L-26578 | 3.54% |
AGN-8572 | 2.85% |
CAT-1267 | 2.74% |
AMD-351 | 2.70% |
NANO-5188 | 2.69% |
MOD-4958 | 2.63% |
SNAP-50683 | 2.40% |
ELF-50320 | 2.35% |
DIS-2190 | 2.29% |
ZEN-46918 | 2.17% |
S-2938 | 2.09% |
WATT-46650 | 2.09% |
CMG-28016 | 2.05% |
GPRO-47208 | 2.03% |
INTC-3951 | 1.99% |
PYPL-49242 | 1.96% |
ARRY-22192 | 1.93% |
MRK-5029 | 1.92% |
VTR-18821 | 1.89% |
CARA-46283 | 1.69% |
MSFT-5061 | 1.68% |
AUPH-47621 | 1.64% |
CVS-4799 | 1.59% |
BCC-44089 | 1.54% |
GOLD-64 | 1.53% |
ORCL-5692 | 1.52% |
ES-5484 | 1.51% |
SHLD-26169 | 1.47% |
COST-1787 | 1.47% |
BMY-980 | 1.39% |
GS-20088 | 1.39% |
SWN-7244 | 1.37% |
MTH-16385 | 1.32% |
HTZ-50070 | 1.32% |
NFLX-23709 | 1.30% |
MA-32146 | 1.30% |
AMGN-368 | 1.26% |
TEL-34014 | 1.24% |
YELP-42596 | 1.24% |
TEUM-29314 | 1.21% |
MU-5121 | 1.21% |
GNC-41182 | 1.20% |
MACK-42735 | 1.18% |
WLL-25707 | 1.16% |
FTR-2069 | 1.09% |
NKTR-24572 | 1.04% |
FSLR-32902 | 1.04% |
GSAT-32819 | 0.99% |
GME-23438 | 0.98% |
HIIQ-44113 | 0.98% |
JUNO-48317 | 0.97% |
ETSY-48934 | 0.92% |
BRX-45755 | 0.88% |
MCD-4707 | 0.86% |
BLK-20689 | 0.85% |
XLNX-8344 | 0.85% |
FGEN-48088 | 0.84% |
AMBA-43495 | 0.82% |
SRPT-16999 | 0.80% |
JNJ-4151 | 0.72% |
ANF-15622 | 0.69% |
EFX-2465 | 0.68% |
AMZN-16841 | 0.66% |
CIEN-16453 | 0.65% |
ABBV-43694 | 0.64% |
PEP-5885 | 0.64% |
UAL-28051 | 0.62% |
FLO-2876 | 0.59% |
BBY-754 | 0.57% |
SDRL-39495 | 0.57% |
MTCH-49608 | 0.54% |
LOW-4521 | 0.52% |
TROX-40530 | 0.51% |
BTG-44884 | 0.51% |
TSRO-43124 | 0.49% |
PPC-39111 | 0.48% |
LVS-26882 | 0.46% |
CHTR-39095 | 0.43% |
GEO-11710 | 0.42% |
FEYE-45451 | 0.42% |
XXII-32588 | 0.41% |
TMUS-33698 | 0.41% |
HD-3496 | 0.40% |
ENPH-42749 | 0.40% |
ADSK-67 | 0.38% |
RDN-20276 | 0.35% |
SPN-14141 | 0.35% |
KEY-4221 | 0.35% |
KITE-47169 | 0.34% |
KSS-4313 | 0.33% |
BKNG-19917 | 0.33% |
WFM-8158 | 0.32% |
GRUB-46693 | 0.32% |
TTD-50288 | 0.28% |
EA-2602 | 0.27% |
YUM-17787 | 0.27% |
FL-8383 | 0.26% |
BLDP-13798 | 0.25% |
HLF-26892 | 0.24% |
PGNX-17908 | 0.24% |
MDB-51314 | 0.22% |
KERX-21789 | 0.22% |
TSN-7684 | 0.22% |
REGN-6413 | 0.21% |
PG-5938 | 0.20% |
XOM-8347 | 0.19% |
PTC-6064 | 0.18% |
DFS-34011 | 0.17% |
CRM-26401 | 0.17% |
STZ-24873 | 0.15% |
PAYX-5767 | 0.14% |
AMC-46027 | 0.14% |
TK-13289 | 0.13% |
KHC-49229 | 0.13% |
NOW-43127 | 0.13% |
AXP-679 | 0.13% |
ALNY-26335 | 0.12% |
HBI-32497 | 0.12% |
MDT-4758 | 0.11% |
MMM-4922 | 0.11% |
ECA-23021 | 0.10% |
SFM-45199 | 0.10% |
SKX-20284 | 0.10% |
SNCR-32234 | 0.09% |
ADM-128 | 0.09% |
UBNT-42027 | 0.09% |
JWN-5382 | 0.09% |
EXP-11120 | 0.09% |
NBEV-47346 | 0.08% |
MAN-4654 | 0.07% |
GBT-49335 | 0.07% |
COTY-44909 | 0.07% |
DCT-33026 | 0.06% |
CRON-51806 | 0.05% |
BOX-48486 | 0.05% |
IT-9930 | 0.05% |
DERM-47845 | 0.04% |
GRMN-22316 | 0.04% |
R-6326 | 0.04% |
CSX-1937 | 0.04% |
GBX-11645 | 0.04% |
AXGT-49107 | 0.04% |
VLO-7990 | 0.03% |
PBYI-42689 | 0.03% |
B-697 | 0.03% |
SYMC-7272 | 0.03% |
I-44539 | 0.02% |
TRUE-46929 | 0.02% |
UPS-20940 | 0.02% |
UNH-7792 | 0.02% |
LRCX-4537 | 0.02% |
CAR-17991 | 0.02% |
TLRY-52211 | 0.02% |
AKAO-46528 | 0.02% |
BCRX-10905 | 0.01% |
FOSL-8816 | 0.01% |
TFCF_A-12213 | 0.01% |
NG-25781 | 0.01% |
INSM-21778 | 0.01% |
SRNE-33062 | 0.01% |
VSTM-42426 | 0.01% |
A-24757 | 0.01% |
KO-4283 | 0.00% |
ATHN-34692 | 0.00% |
BANC-23943 | 0.00% |
OPK-23120 | 0.00% |
CGC-52038 | 0.00% |
NRG-26143 | 0.00% |
AGEN-21104 | 0.00% |
MGM-4831 | 0.00% |
ARIA-11880 | 0.00% |
ADP-630 | -0.00% |
DPZ-26466 | -0.00% |
RTN-6583 | -0.00% |
GT-3384 | -0.00% |
DLTR-12652 | -0.00% |
DOW-2263 | -0.00% |
KATE-4479 | -0.00% |
GLUU-33566 | -0.00% |
FET-42784 | -0.00% |
FCAU-47888 | -0.00% |
ISRG-25339 | -0.00% |
O-12087 | -0.01% |
URBN-10303 | -0.01% |
RPM-6557 | -0.01% |
MED-4766 | -0.01% |
TSCO-10869 | -0.01% |
NEM-5261 | -0.01% |
ETN-2633 | -0.02% |
LL-35036 | -0.02% |
WYNN-24124 | -0.02% |
ONCE-48547 | -0.02% |
RPD-49275 | -0.02% |
FINL-2845 | -0.02% |
PLAY-47884 | -0.03% |
BCO-24884 | -0.03% |
VCEL-16437 | -0.03% |
SIRI-11901 | -0.03% |
SEDG-48823 | -0.04% |
LULU-34395 | -0.04% |
AGI-44156 | -0.05% |
ADI-122 | -0.05% |
ARAV-46582 | -0.05% |
KR-4297 | -0.05% |
SPR-32921 | -0.06% |
CL-1582 | -0.06% |
PLD-24785 | -0.06% |
TGT-21090 | -0.06% |
TTWO-16820 | -0.06% |
PFE-5923 | -0.07% |
WDAY-43510 | -0.07% |
MAT-4668 | -0.08% |
DDD-12959 | -0.08% |
TPR-22099 | -0.08% |
TXN-7671 | -0.08% |
DKS-24070 | -0.08% |
CZR-42461 | -0.09% |
TIF-7447 | -0.09% |
UTX-7883 | -0.09% |
CSIQ-32856 | -0.09% |
MNST-3450 | -0.09% |
UNIT-48962 | -0.10% |
ATVI-9883 | -0.10% |
FNSR-20866 | -0.10% |
ESPR-44989 | -0.10% |
NEO-30301 | -0.11% |
APH-465 | -0.12% |
RHT-20541 | -0.13% |
TGTX-13984 | -0.13% |
W-47833 | -0.14% |
VRTX-8045 | -0.14% |
HALO-26766 | -0.16% |
OCLR-21366 | -0.16% |
ARWR-10417 | -0.16% |
GM-40430 | -0.18% |
RIG-9038 | -0.18% |
EXAS-22364 | -0.18% |
ULTA-34953 | -0.18% |
DAR-11908 | -0.19% |
SFIX-51467 | -0.21% |
INSY-44665 | -0.22% |
XPO-26287 | -0.25% |
LLY-4487 | -0.25% |
TNDM-45852 | -0.26% |
BIIB-3806 | -0.28% |
AET-168 | -0.29% |
DVAX-25972 | -0.30% |
MNK-44917 | -0.30% |
CTL-1960 | -0.30% |
AAXN-22846 | -0.30% |
COP-23998 | -0.31% |
FAST-2696 | -0.31% |
ORLY-8857 | -0.33% |
WDC-8132 | -0.33% |
SBUX-6683 | -0.34% |
BLUE-44935 | -0.35% |
VKTX-48997 | -0.35% |
INO-3150 | -0.36% |
FDX-2765 | -0.36% |
XEL-21964 | -0.38% |
SC-46215 | -0.39% |
CYH-21608 | -0.40% |
WTW-23269 | -0.43% |
CLF-1595 | -0.43% |
ALXN-14328 | -0.44% |
LMT-12691 | -0.44% |
LUV-4589 | -0.44% |
HOG-3499 | -0.45% |
DAL-33729 | -0.47% |
WPM-27437 | -0.48% |
EXEL-21383 | -0.49% |
M-2754 | -0.49% |
PANW-43202 | -0.50% |
ICPT-43505 | -0.52% |
ARNA-21724 | -0.56% |
GOOS-50713 | -0.57% |
INCY-10187 | -0.57% |
MBLY-47430 | -0.58% |
WBA-8089 | -0.60% |
MCO-22139 | -0.62% |
ENDP-21750 | -0.64% |
ADBE-114 | -0.65% |
MYL-5166 | -0.69% |
SPWR-27817 | -0.71% |
MS-17080 | -0.72% |
H-38909 | -0.73% |
AMP-27676 | -0.75% |
CSCO-1900 | -0.75% |
MO-4954 | -0.82% |
VZ-21839 | -0.83% |
PZZA-9252 | -0.85% |
STMP-26286 | -0.92% |
BB-19831 | -0.97% |
LB-4564 | -0.98% |
FCX-13197 | -0.99% |
RH-43599 | -0.99% |
CMCS_A-1637 | -0.99% |
XON-45239 | -1.00% |
TRXC-29042 | -1.02% |
AMAT-337 | -1.02% |
P-41579 | -1.10% |
IBM-3766 | -1.13% |
EBAY-24819 | -1.24% |
GRPN-42118 | -1.26% |
MDXG-34049 | -1.26% |
LTC-4561 | -1.27% |
DRYS-26994 | -1.28% |
TRIP-42230 | -1.34% |
NTNX-50338 | -1.38% |
GILD-3212 | -1.39% |
CBI-1287 | -1.41% |
CLDR-50810 | -1.41% |
AAL-45971 | -1.43% |
FLXN-46344 | -1.43% |
UAA-27822 | -1.49% |
CVX-23112 | -1.49% |
F-2673 | -1.50% |
OCN-15697 | -1.70% |
ZNGA-42277 | -1.74% |
AVGO-38650 | -1.78% |
WMT-8229 | -1.81% |
ACAD-26322 | -1.99% |
MNKD-26524 | -2.00% |
BBBY-739 | -2.01% |
AAOI-45503 | -2.05% |
DB-23113 | -2.16% |
QCOM-6295 | -2.37% |
FIT-49139 | -2.52% |
WFT-19336 | -2.62% |
FB-42950 | -2.77% |
T-6653 | -2.80% |
DYN-43462 | -2.80% |
JPM-25006 | -2.81% |
OMER-38827 | -2.85% |
NKE-5328 | -2.96% |
C-1335 | -3.10% |
DNR-15789 | -3.21% |
TXMD-28966 | -3.49% |
WFC-8151 | -3.51% |
CELG-1406 | -3.65% |
ETH-8633 | -3.72% |
CHK-8461 | -3.76% |
SGMO-21447 | -4.02% |
AAPL-24 | -4.46% |
PAY-27206 | -4.67% |
AKS-10897 | -4.78% |
BAC-700 | -5.23% |
TSLA-39840 | -5.23% |
JCP-4118 | -5.50% |
TWTR-45815 | -9.05% |
ROKU-51231 | -10.30% |
Summary Statistics | |
---|---|
Annualized Specific Return | 6.60% |
Annualized Common Return | 0.73% |
Annualized Total Return | 7.37% |
Specific Sharpe Ratio | 1.30 |
Exposures Summary | Average Risk Factor Exposure | Annualized Return | Cumulative Return |
---|---|---|---|
basic_materials | -0.02 | -0.73% | -1.66% |
consumer_cyclical | 0.01 | -0.46% | -1.05% |
financial_services | -0.01 | -0.81% | -1.83% |
real_estate | 0.01 | 0.21% | 0.47% |
consumer_defensive | 0.01 | -0.27% | -0.62% |
health_care | -0.03 | -1.07% | -2.41% |
utilities | 0.00 | 0.01% | 0.02% |
communication_services | -0.01 | 0.04% | 0.09% |
energy | -0.04 | -0.48% | -1.09% |
industrials | -0.02 | 0.61% | 1.40% |
technology | 0.08 | 2.28% | 5.27% |
momentum | 0.25 | 0.26% | 0.60% |
size | 0.29 | 0.36% | 0.81% |
value | -0.14 | 0.15% | 0.34% |
short_term_reversal | -0.14 | -0.18% | -0.42% |
volatility | -0.23 | 0.85% | 1.95% |