Run the cell below to create your tear sheet.
In [1]:
bt = get_backtest('5b26053023939d4449c3341f')
bt.create_full_tear_sheet(round_trips = True)
100% Time: 0:00:19|###########################################################|
| Start date | 2015-01-06 |
|---|---|
| End date | 2017-11-06 |
| Total months | 34 |
| Backtest | |
| Annual return | 13.2% |
| Cumulative returns | 42.1% |
| Annual volatility | 9.8% |
| Sharpe ratio | 1.32 |
| Calmar ratio | 0.92 |
| Stability | 0.66 |
| Max drawdown | -14.3% |
| Omega ratio | 1.25 |
| Sortino ratio | 1.98 |
| Skew | 0.00 |
| Kurtosis | 2.17 |
| Tail ratio | 1.09 |
| Daily value at risk | -1.2% |
| Gross leverage | 1.00 |
| Daily turnover | 11.4% |
| Alpha | 0.12 |
| Beta | 0.04 |
| Worst drawdown periods | Net drawdown in % | Peak date | Valley date | Recovery date | Duration |
|---|---|---|---|---|---|
| 0 | 14.26 | 2015-08-10 | 2016-03-21 | 2017-01-31 | 387 |
| 1 | 5.45 | 2017-07-28 | 2017-08-24 | 2017-11-01 | 69 |
| 2 | 4.31 | 2015-02-20 | 2015-03-10 | 2015-03-27 | 26 |
| 3 | 4.25 | 2017-03-17 | 2017-05-10 | 2017-06-05 | 57 |
| 4 | 3.21 | 2017-01-31 | 2017-02-23 | 2017-03-14 | 31 |
/usr/local/lib/python2.7/dist-packages/numpy/lib/function_base.py:3834: RuntimeWarning: Invalid value encountered in percentile RuntimeWarning)
| Stress Events | mean | min | max |
|---|---|---|---|
| Fall2015 | -0.03% | -1.90% | 2.37% |
| New Normal | 0.05% | -2.42% | 2.76% |
| Top 10 long positions of all time | max |
|---|---|
| SRPT-16999 | 5.19% |
| PBYI-42689 | 4.34% |
| JUNO-48317 | 4.05% |
| ICPT-43505 | 4.03% |
| CPE-12011 | 4.02% |
| DEPO-18010 | 4.02% |
| ALNY-26335 | 4.01% |
| HRTX-22651 | 3.95% |
| IMGN-3885 | 3.94% |
| ELGX-23769 | 3.93% |
| Top 10 short positions of all time | max |
|---|---|
| ZIOP-31341 | -4.13% |
| PACB-40319 | -4.01% |
| EPZM-44830 | -3.99% |
| SGMO-21447 | -3.89% |
| LXRX-21413 | -3.89% |
| KITE-47169 | -3.88% |
| MNKD-26524 | -3.87% |
| CLDX-19187 | -3.87% |
| ALDR-46869 | -3.85% |
| IDRA-14255 | -3.85% |
| Top 10 positions of all time | max |
|---|---|
| SRPT-16999 | 5.19% |
| PBYI-42689 | 4.34% |
| ZIOP-31341 | 4.13% |
| JUNO-48317 | 4.05% |
| ICPT-43505 | 4.03% |
| CPE-12011 | 4.02% |
| DEPO-18010 | 4.02% |
| ALNY-26335 | 4.01% |
| PACB-40319 | 4.01% |
| EPZM-44830 | 3.99% |
| All positions ever held | max |
|---|---|
| SRPT-16999 | 5.19% |
| PBYI-42689 | 4.34% |
| ZIOP-31341 | 4.13% |
| JUNO-48317 | 4.05% |
| ICPT-43505 | 4.03% |
| CPE-12011 | 4.02% |
| DEPO-18010 | 4.02% |
| ALNY-26335 | 4.01% |
| PACB-40319 | 4.01% |
| EPZM-44830 | 3.99% |
| HRTX-22651 | 3.95% |
| IMGN-3885 | 3.94% |
| ELGX-23769 | 3.93% |
| BLUE-44935 | 3.90% |
| EGRX-46354 | 3.89% |
| EDIT-49736 | 3.89% |
| SGMO-21447 | 3.89% |
| LXRX-21413 | 3.89% |
| HZNP-41766 | 3.88% |
| AAC-47842 | 3.88% |
| KITE-47169 | 3.88% |
| MNKD-26524 | 3.87% |
| CLDX-19187 | 3.87% |
| FOLD-33949 | 3.86% |
| ALDR-46869 | 3.85% |
| IDRA-14255 | 3.85% |
| AGIO-45143 | 3.85% |
| NVCR-49460 | 3.85% |
| RMTI-18196 | 3.84% |
| ANAC-40442 | 3.84% |
| RCAP-44863 | 3.82% |
| TECK-31886 | 3.82% |
| ATRA-47901 | 3.82% |
| CWEI-8941 | 3.81% |
| ITCI-46053 | 3.80% |
| BNFT-45428 | 3.80% |
| OMER-38827 | 3.80% |
| SA-26203 | 3.80% |
| MLNT-42455 | 3.79% |
| NPTN-40807 | 3.79% |
| KPTI-45799 | 3.79% |
| OCUL-47383 | 3.79% |
| SGYP-32331 | 3.79% |
| AERI-45733 | 3.78% |
| FMI-45499 | 3.78% |
| OAS-39797 | 3.78% |
| PRTA-43730 | 3.78% |
| OTIC-47495 | 3.78% |
| RGLS-43472 | 3.78% |
| SRNE-33062 | 3.77% |
| X-8329 | 3.77% |
| XON-45239 | 3.77% |
| CLF-1595 | 3.76% |
| IG-3835 | 3.76% |
| CLVS-42166 | 3.76% |
| QURE-46310 | 3.75% |
| ESPR-44989 | 3.75% |
| RTRX-41663 | 3.74% |
| CNX-24758 | 3.74% |
| DYAX-21870 | 3.73% |
| TROX-40530 | 3.72% |
| EXAS-22364 | 3.72% |
| ARRY-22192 | 3.71% |
| LJPC-11512 | 3.71% |
| LPI-42263 | 3.71% |
| NVAX-14112 | 3.70% |
| OVAS-43478 | 3.70% |
| RPTP-21364 | 3.69% |
| ACHN-32790 | 3.69% |
| CFMS-49211 | 3.68% |
| SEDG-48823 | 3.68% |
| FMSA-47848 | 3.68% |
| NHTC-18595 | 3.68% |
| ICON-6856 | 3.68% |
| CSLT-46551 | 3.68% |
| TMST-47162 | 3.67% |
| EXK-33236 | 3.67% |
| ADVM-47422 | 3.67% |
| TREE-36742 | 3.66% |
| FTK-27496 | 3.66% |
| CDE-1374 | 3.66% |
| TPLM-31903 | 3.66% |
| RARE-46285 | 3.66% |
| EYES-48113 | 3.65% |
| WPX-42251 | 3.65% |
| EXEL-21383 | 3.65% |
| DVAX-25972 | 3.65% |
| PI-50138 | 3.65% |
| CALA-47830 | 3.64% |
| ANGI-42175 | 3.64% |
| ADXS-40992 | 3.64% |
| SALT-45996 | 3.64% |
| CARA-46283 | 3.63% |
| GPRO-47208 | 3.63% |
| ARIA-11880 | 3.63% |
| RCPT-44689 | 3.63% |
| LNTH-49189 | 3.62% |
| CYH-21608 | 3.62% |
| ASPS-38633 | 3.62% |
| MCRB-49195 | 3.62% |
| UNT-7806 | 3.61% |
| NTLA-49934 | 3.61% |
| FPRX-45430 | 3.61% |
| RH-43599 | 3.61% |
| ADRO-48925 | 3.60% |
| BLCM-48304 | 3.59% |
| KERX-21789 | 3.59% |
| RDUS-46871 | 3.58% |
| EROS-45867 | 3.58% |
| SAGE-47332 | 3.58% |
| RYAM-47128 | 3.58% |
| SPPI-24517 | 3.58% |
| AXDX-15934 | 3.57% |
| LOCK-43467 | 3.57% |
| SSRM-15591 | 3.57% |
| FEYE-45451 | 3.56% |
| HLX-17180 | 3.56% |
| IAG-24491 | 3.55% |
| MRTX-45080 | 3.55% |
| OREX-33742 | 3.55% |
| QUOT-46497 | 3.55% |
| INSY-44665 | 3.55% |
| CENX-14484 | 3.55% |
| BRS-5645 | 3.54% |
| PVAC-6258 | 3.53% |
| AVXS-49751 | 3.53% |
| CC-49210 | 3.53% |
| ARWR-10417 | 3.53% |
| FLXN-46344 | 3.52% |
| SCMP-34477 | 3.51% |
| GIMO-44892 | 3.51% |
| TXMD-28966 | 3.51% |
| ECA-23021 | 3.51% |
| MACK-42735 | 3.50% |
| MSG-49458 | 3.50% |
| CSTM-44780 | 3.50% |
| ONCE-48547 | 3.50% |
| SM-4664 | 3.49% |
| GBT-49335 | 3.49% |
| MUX-7845 | 3.48% |
| MSGN-39171 | 3.47% |
| TLRD-7203 | 3.47% |
| BCRX-10905 | 3.47% |
| TRGP-40547 | 3.47% |
| ACIA-33321 | 3.47% |
| AXLL-3189 | 3.46% |
| AG-40607 | 3.46% |
| AMD-351 | 3.45% |
| AEGR-40294 | 3.44% |
| ENPH-42749 | 3.44% |
| ATI-24840 | 3.44% |
| ECOM-44779 | 3.44% |
| BTG-44884 | 3.43% |
| FGEN-48088 | 3.43% |
| INFI-21744 | 3.41% |
| TUBE-47333 | 3.41% |
| VRX-10908 | 3.41% |
| AVP-660 | 3.40% |
| ASPX-46308 | 3.40% |
| HIIQ-44113 | 3.39% |
| TTPH-44314 | 3.38% |
| CMRX-44453 | 3.38% |
| RLYP-45851 | 3.37% |
| RDNT-6047 | 3.35% |
| AROC-34575 | 3.35% |
| AXON-49107 | 3.35% |
| SDLP-43539 | 3.32% |
| WLL-25707 | 3.31% |
| WTW-23269 | 3.29% |
| SNCR-32234 | 3.29% |
| UNIS-39227 | 3.23% |
| CSIQ-32856 | 3.22% |
| AKS-10897 | 3.21% |
| TTI-7633 | 3.21% |
| ENDP-21750 | 3.18% |
| NAK-26776 | 3.17% |
| IMPV-42131 | 3.17% |
| PLUG-20776 | 3.17% |
| IONS-4031 | 3.12% |
| ARNA-21724 | 3.09% |
| NKTR-24572 | 3.08% |
| CYBR-47779 | 3.07% |
| CHRS-48026 | 3.07% |
| OSPN-21457 | 3.06% |
| SN-42264 | 3.04% |
| WWE-20818 | 3.02% |
| PTCT-44955 | 3.00% |
| RUN-49321 | 3.00% |
| NLNK-42147 | 2.98% |
| HDP-48257 | 2.95% |
| GRPN-42118 | 2.95% |
| WFT-19336 | 2.94% |
| LOCO-47382 | 2.93% |
| SUNE-13306 | 2.91% |
| DNR-15789 | 2.91% |
| ATW-624 | 2.90% |
| VRNS-46453 | 2.87% |
| AUPH-47621 | 2.85% |
| CONN-25646 | 2.82% |
| CRC-48073 | 2.82% |
| NTNX-50338 | 2.81% |
| INSM-21778 | 2.76% |
| FCX-13197 | 2.75% |
| XOMA-8346 | 2.72% |
| HPR-26865 | 2.71% |
| VNDA-28326 | 2.66% |
| TWLO-50077 | 2.63% |
| UAA-27822 | 2.62% |
| AKAO-46528 | 2.60% |
| MDR-4752 | 2.58% |
| INO-3150 | 2.56% |
| RXDX-44685 | 2.56% |
| CZR-42461 | 2.51% |
| IMMU-3891 | 2.50% |
| HOMB-32302 | 2.49% |
| ERII-36518 | 2.49% |
| TRUE-46929 | 2.45% |
| AAMC-45415 | 2.42% |
| RYI-47464 | 2.41% |
| OCN-15697 | 2.40% |
| FIT-49139 | 2.36% |
| DXPE-17196 | 2.34% |
| MHR-32541 | 2.33% |
| SHLD-26169 | 2.33% |
| IPI-36093 | 2.32% |
| ECR-47168 | 2.32% |
| TGTX-13984 | 2.29% |
| MDCA-12800 | 2.26% |
| BTE-28232 | 2.25% |
| NK-49298 | 2.23% |
| PES-22551 | 2.20% |
| ADPT-47191 | 2.20% |
| NE-5249 | 2.19% |
| TRVN-46272 | 2.19% |
| IPXL-37849 | 2.13% |
| WMB-8214 | 2.11% |
| BDSI-23846 | 2.10% |
| BLOX-42821 | 2.07% |
| LL-35036 | 2.06% |
| ANTH-39270 | 2.03% |
| CRAY-21374 | 2.01% |
| ACRX-40827 | 1.99% |
| TELL-4982 | 1.94% |
| MGNX-45643 | 1.93% |
| PTX-16489 | 1.93% |
| TSRO-43124 | 1.90% |
| EPE-46191 | 1.86% |
| SGRY-49456 | 1.86% |
| AGI-44156 | 1.84% |
| GNW-26323 | 1.84% |
| RUBI-46671 | 1.83% |
| ESV-2621 | 1.82% |
| FSM-41915 | 1.81% |
| SPXC-7086 | 1.79% |
| STRP-45130 | 1.79% |
| TTD-50288 | 1.79% |
| HK-31032 | 1.79% |
| CLD-38971 | 1.78% |
| GLUU-33566 | 1.77% |
| SRCI-35051 | 1.77% |
| SD-35006 | 1.73% |
| NAV-5199 | 1.70% |
| XCO-28083 | 1.70% |
| YRCW-8370 | 1.67% |
| ZFGN-47165 | 1.64% |
| XENT-47373 | 1.63% |
| NMBL-46002 | 1.62% |
| BCEI-42272 | 1.60% |
| SDRL-39495 | 1.59% |
| PDCE-5907 | 1.56% |
| LC-48220 | 1.54% |
| GLNG-24489 | 1.54% |
| TK-13289 | 1.50% |
| BLDR-27369 | 1.50% |
| CRBP-47955 | 1.48% |
| VNR-34931 | 1.48% |
| SEMG-39358 | 1.46% |
| CXRX-46079 | 1.46% |
| VSLR-47820 | 1.43% |
| RRTS-39628 | 1.43% |
| XLRN-45431 | 1.42% |
| ZGNX-40461 | 1.41% |
| CIE-39073 | 1.40% |
| RVNC-46315 | 1.39% |
| SGY-9458 | 1.38% |
| TGH-34810 | 1.38% |
| SXC-41733 | 1.37% |
| AAOI-45503 | 1.36% |
| RIC-16681 | 1.30% |
| PGNX-17908 | 1.29% |
| ANW-33014 | 1.22% |
| BPT-1068 | 1.21% |
| SBLK-28112 | 1.21% |
| BTU-22660 | 1.17% |
| REN-34800 | 1.16% |
| SREV-41142 | 1.14% |
| TAHO-39938 | 1.13% |
| CTIC-16607 | 1.12% |
| ERF-22215 | 1.12% |
| TLM-17767 | 1.12% |
| SWN-7244 | 1.11% |
| CHK-8461 | 1.08% |
| KNDI-32972 | 1.07% |
| SPWR-27817 | 1.04% |
| ABUS-40410 | 1.04% |
| OMED-45095 | 1.04% |
| PTLA-44770 | 1.01% |
| CBI-1287 | 1.00% |
| HTZ-50070 | 0.99% |
| ONVO-41829 | 0.98% |
| AGEN-21104 | 0.98% |
| LOXO-47432 | 0.97% |
| NPSP-11356 | 0.96% |
| CTRL-45212 | 0.94% |
| WRLD-8268 | 0.94% |
| TERP-47334 | 0.93% |
| OPHT-45498 | 0.92% |
| OBE-32293 | 0.92% |
| SLCA-42436 | 0.91% |
| PLSE-49957 | 0.91% |
| RJET-26331 | 0.90% |
| AXTI-18661 | 0.90% |
| GSAT-32819 | 0.88% |
| ADMS-46722 | 0.88% |
| AKRX-270 | 0.88% |
| NADL-46262 | 0.87% |
| VRAY-48015 | 0.86% |
| NBIX-14972 | 0.86% |
| EXXI-34443 | 0.84% |
| CLNE-33924 | 0.84% |
| ETSY-48934 | 0.81% |
| ZU-45866 | 0.81% |
| DRYS-26994 | 0.78% |
| COLL-49016 | 0.71% |
| SAND-43329 | 0.70% |
| THC-5343 | 0.67% |
| BAS-27886 | 0.65% |
| DYN-43462 | 0.64% |
| AXAS-677 | 0.63% |
| EFII-2460 | 0.63% |
| WTI-26986 | 0.62% |
| SGMS-22637 | 0.62% |
| EHTH-32726 | 0.60% |
| JONE-45141 | 0.57% |
| PIR-6000 | 0.55% |
| FUEL-45452 | 0.55% |
| EGO-24547 | 0.54% |
| PETX-45011 | 0.53% |
| CRR-14700 | 0.53% |
| ACOR-28077 | 0.52% |
| ONDK-48290 | 0.50% |
| NDRM-48090 | 0.50% |
| LNCO-43513 | 0.50% |
| AKG-35382 | 0.47% |
| AMPE-35897 | 0.45% |
| GLBL-49312 | 0.44% |
| FRTA-50398 | 0.39% |
| MNOCF-41823 | 0.39% |
| AMAG-659 | 0.34% |
| FTR-2069 | 0.32% |
| AUY-25714 | 0.31% |
| VHC-30464 | 0.30% |
| KND-23221 | 0.29% |
| ASNA-2105 | 0.28% |
| MMYT-40028 | 0.26% |
| NOG-35961 | 0.26% |
| VSAR-46582 | 0.26% |
| TDW-7364 | 0.25% |
| ANFI-43493 | 0.25% |
| CVEO-46939 | 0.24% |
| ZQK-6317 | 0.23% |
| LINE-27993 | 0.23% |
| CJES-48821 | 0.22% |
| ORIG-41919 | 0.21% |
| AKBA-46583 | 0.20% |
| W-47833 | 0.19% |
| SALE-45114 | 0.19% |
| PGH-32443 | 0.18% |
| PACD-42151 | 0.17% |
| KEM-4265 | 0.16% |
| KEG-29964 | 0.15% |
| BW-49208 | 0.15% |
| CCC-1331 | 0.15% |
| GLYC-46135 | 0.15% |
| GTE-31619 | 0.15% |
| CAI-33864 | 0.14% |
| YELP-42596 | 0.14% |
| WPRT-36763 | 0.13% |
| MFRM-42184 | 0.11% |
| WAC-18431 | 0.10% |
| EGL-43151 | 0.07% |
| RGNX-49409 | 0.05% |
| ZLTQ-42037 | 0.05% |
| UPL-22406 | 0.04% |
| ACI-88 | 0.04% |
| NWBO-23322 | 0.03% |
| SCTY-43721 | 0.02% |
| JCP-4118 | 0.02% |
| GPT-26520 | 0.01% |
| CXW-22102 | 0.01% |
| GNC-41182 | 0.01% |
| FCEL-24853 | 0.01% |
| HLF-26892 | 0.01% |
| FRO-22983 | 0.01% |
| RAD-6330 | 0.01% |
/usr/local/lib/python2.7/dist-packages/pyfolio/round_trips.py:213: UserWarning: Negative price detected, ignoring forround-trip.
warnings.warn('Negative price detected, ignoring for'
| Summary stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Total number of round_trips | 24058.00 | 14013.00 | 10045.00 |
| Percent profitable | 0.54 | 0.49 | 0.60 |
| Winning round_trips | 12896.00 | 6837.00 | 6059.00 |
| Losing round_trips | 11162.00 | 7176.00 | 3986.00 |
| Even round_trips | 0.00 | 0.00 | 0.00 |
| PnL stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Total profit | $4259728.07 | $1935072.93 | $2324655.14 |
| Gross profit | $33407833.21 | $17272350.28 | $16135482.93 |
| Gross loss | $-29148105.14 | $-15337277.35 | $-13810827.79 |
| Profit factor | $1.15 | $1.13 | $1.17 |
| Avg. trade net profit | $177.06 | $138.09 | $231.42 |
| Avg. winning trade | $2590.56 | $2526.31 | $2663.06 |
| Avg. losing trade | $-2611.37 | $-2137.30 | $-3464.83 |
| Ratio Avg. Win:Avg. Loss | $0.99 | $1.18 | $0.77 |
| Largest winning trade | $190060.62 | $190060.62 | $175025.97 |
| Largest losing trade | $-213033.92 | $-151150.09 | $-213033.92 |
| Duration stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Avg duration | 33 days 18:23:00.009809 | 31 days 01:26:22.867480 | 37 days 12:58:52.260228 |
| Median duration | 22 days 00:01:00 | 20 days 23:59:00 | 27 days 00:00:00 |
| Longest duration | 194 days 23:00:00 | 194 days 23:00:00 | 180 days 23:00:00 |
| Shortest duration | 0 days 14:33:59 | 0 days 14:33:59 | 0 days 14:33:59 |
| Return stats | All trades | Short trades | Long trades |
|---|---|---|---|
| Avg returns all round_trips | 0.00% | 0.00% | 0.00% |
| Avg returns winning | 0.02% | 0.02% | 0.02% |
| Avg returns losing | -0.02% | -0.02% | -0.03% |
| Median returns all round_trips | 0.00% | -0.00% | 0.00% |
| Median returns winning | 0.00% | 0.00% | 0.01% |
| Median returns losing | -0.00% | -0.00% | -0.00% |
| Largest winning trade | 1.48% | 1.48% | 1.40% |
| Largest losing trade | -1.57% | -1.13% | -1.57% |
| Symbol stats | AAC-47842 | AAMC-45415 | AAOI-45503 | ABUS-40410 | ACHN-32790 | ACI-88 | ACIA-33321 | ACOR-28077 | ACRX-40827 | ADMS-46722 | ADPT-47191 | ADRO-48925 | ADVM-47422 | ADXS-40992 | AEGR-40294 | AERI-45733 | AG-40607 | AGEN-21104 | AGI-44156 | AGIO-45143 | AKAO-46528 | AKBA-46583 | AKG-35382 | AKRX-270 | AKS-10897 | ALDR-46869 | ALNY-26335 | AMAG-659 | AMD-351 | AMPE-35897 | ANAC-40442 | ANFI-43493 | ANGI-42175 | ANTH-39270 | ANW-33014 | ARIA-11880 | ARNA-21724 | AROC-34575 | ARRY-22192 | ARWR-10417 | ASNA-2105 | ASPS-38633 | ASPX-46308 | ATI-24840 | ATRA-47901 | ATW-624 | AUPH-47621 | AUY-25714 | AVP-660 | AVXS-49751 | AXAS-677 | AXDX-15934 | AXLL-3189 | AXON-49107 | AXTI-18661 | BAS-27886 | BCEI-42272 | BCRX-10905 | BDSI-23846 | BLCM-48304 | BLDR-27369 | BLOX-42821 | BLUE-44935 | BNFT-45428 | BPT-1068 | BRS-5645 | BTE-28232 | BTG-44884 | BTU-22660 | BW-49208 | CAI-33864 | CALA-47830 | CARA-46283 | CBI-1287 | CC-49210 | CCC-1331 | CDE-1374 | CENX-14484 | CFMS-49211 | CHK-8461 | CHRS-48026 | CIE-39073 | CJES-48821 | CLD-38971 | CLDX-19187 | CLF-1595 | CLNE-33924 | CLVS-42166 | CMRX-44453 | CNX-24758 | COLL-49016 | CONN-25646 | CPE-12011 | CRAY-21374 | CRBP-47955 | CRC-48073 | CRR-14700 | CSIQ-32856 | CSLT-46551 | CSTM-44780 | CTIC-16607 | CTRL-45212 | CVEO-46939 | CWEI-8941 | CXRX-46079 | CXW-22102 | CYBR-47779 | CYH-21608 | CZR-42461 | DEPO-18010 | DNR-15789 | DRYS-26994 | DVAX-25972 | DXPE-17196 | DYAX-21870 | DYN-43462 | ECA-23021 | ECOM-44779 | ECR-47168 | EDIT-49736 | EFII-2460 | EGL-43151 | EGO-24547 | EGRX-46354 | EHTH-32726 | ELGX-23769 | ENDP-21750 | ENPH-42749 | EPE-46191 | EPZM-44830 | ERF-22215 | ERII-36518 | EROS-45867 | ESPR-44989 | ESV-2621 | ETSY-48934 | EXAS-22364 | EXEL-21383 | EXK-33236 | EXXI-34443 | EYES-48113 | FCEL-24853 | FCX-13197 | FEYE-45451 | FGEN-48088 | FIT-49139 | FLXN-46344 | FMI-45499 | FMSA-47848 | FOLD-33949 | FPRX-45430 | FRO-22983 | FRTA-50398 | FSM-41915 | FTK-27496 | FTR-2069 | FUEL-45452 | GBT-49335 | GIMO-44892 | GLBL-49312 | GLNG-24489 | GLUU-33566 | GLYC-46135 | GNC-41182 | GNW-26323 | GPRO-47208 | GPT-26520 | GRPN-42118 | GSAT-32819 | GTE-31619 | HDP-48257 | HIIQ-44113 | HK-31032 | HLF-26892 | HLX-17180 | HOMB-32302 | HPR-26865 | HRTX-22651 | HTZ-50070 | HZNP-41766 | IAG-24491 | ICON-6856 | ICPT-43505 | IDRA-14255 | IG-3835 | IMGN-3885 | IMMU-3891 | IMPV-42131 | INFI-21744 | INO-3150 | INSM-21778 | INSY-44665 | IONS-4031 | IPI-36093 | IPXL-37849 | ITCI-46053 | JCP-4118 | JONE-45141 | JUNO-48317 | KEG-29964 | KEM-4265 | KERX-21789 | KITE-47169 | KND-23221 | KNDI-32972 | KPTI-45799 | LC-48220 | LINE-27993 | LJPC-11512 | LL-35036 | LNCO-43513 | LNTH-49189 | LOCK-43467 | LOCO-47382 | LOXO-47432 | LPI-42263 | LXRX-21413 | MACK-42735 | MCRB-49195 | MDCA-12800 | MDR-4752 | MFRM-42184 | MGNX-45643 | MHR-32541 | MLNT-42455 | MMYT-40028 | MNKD-26524 | MNOCF-41823 | MRTX-45080 | MSG-49458 | MSGN-39171 | MUX-7845 | NADL-46262 | NAK-26776 | NAV-5199 | NBIX-14972 | NDRM-48090 | NE-5249 | NHTC-18595 | NK-49298 | NKTR-24572 | NLNK-42147 | NMBL-46002 | NOG-35961 | NPSP-11356 | NPTN-40807 | NTLA-49934 | NTNX-50338 | NVAX-14112 | NVCR-49460 | NWBO-23322 | OAS-39797 | OBE-32293 | OCN-15697 | OCUL-47383 | OMED-45095 | OMER-38827 | ONCE-48547 | ONDK-48290 | ONVO-41829 | OPHT-45498 | OREX-33742 | ORIG-41919 | OSPN-21457 | OTIC-47495 | OVAS-43478 | PACB-40319 | PACD-42151 | PBYI-42689 | PDCE-5907 | PES-22551 | PETX-45011 | PGH-32443 | PGNX-17908 | PI-50138 | PIR-6000 | PLSE-49957 | PLUG-20776 | PRTA-43730 | PTCT-44955 | PTLA-44770 | PTX-16489 | PVAC-6258 | QUOT-46497 | QURE-46310 | RAD-6330 | RARE-46285 | RCAP-44863 | RCPT-44689 | RDNT-6047 | RDUS-46871 | REN-34800 | RGLS-43472 | RGNX-49409 | RH-43599 | RIC-16681 | RJET-26331 | RLYP-45851 | RMTI-18196 | RPTP-21364 | RRTS-39628 | RTRX-41663 | RUBI-46671 | RUN-49321 | RVNC-46315 | RXDX-44685 | RYAM-47128 | RYI-47464 | SA-26203 | SAGE-47332 | SALE-45114 | SALT-45996 | SAND-43329 | SBLK-28112 | SCMP-34477 | SCTY-43721 | SD-35006 | SDLP-43539 | SDRL-39495 | SEDG-48823 | SEMG-39358 | SGMO-21447 | SGMS-22637 | SGRY-49456 | SGY-9458 | SGYP-32331 | SHLD-26169 | SLCA-42436 | SM-4664 | SN-42264 | SNCR-32234 | SPPI-24517 | SPWR-27817 | SPXC-7086 | SRCI-35051 | SREV-41142 | SRNE-33062 | SRPT-16999 | SSRM-15591 | STRP-45130 | SUNE-13306 | SWN-7244 | SXC-41733 | TAHO-39938 | TDW-7364 | TECK-31886 | TELL-4982 | TERP-47334 | TGH-34810 | TGTX-13984 | THC-5343 | TK-13289 | TLM-17767 | TLRD-7203 | TMST-47162 | TPLM-31903 | TREE-36742 | TRGP-40547 | TROX-40530 | TRUE-46929 | TRVN-46272 | TSRO-43124 | TTD-50288 | TTI-7633 | TTPH-44314 | TUBE-47333 | TWLO-50077 | TXMD-28966 | UAA-27822 | UNIS-39227 | UNT-7806 | UPL-22406 | VHC-30464 | VNDA-28326 | VNR-34931 | VRAY-48015 | VRNS-46453 | VRX-10908 | VSAR-46582 | VSLR-47820 | W-47833 | WAC-18431 | WFT-19336 | WLL-25707 | WMB-8214 | WPRT-36763 | WPX-42251 | WRLD-8268 | WTI-26986 | WTW-23269 | WWE-20818 | X-8329 | XCO-28083 | XENT-47373 | XLRN-45431 | XOMA-8346 | XON-45239 | YELP-42596 | YRCW-8370 | ZFGN-47165 | ZGNX-40461 | ZIOP-31341 | ZLTQ-42037 | ZQK-6317 | ZU-45866 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg returns all round_trips | -0.00% | -0.00% | 0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -1.01% | 0.03% | -0.02% | -0.01% | -0.06% | 0.00% | -0.01% | -0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | -0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.03% | -0.00% | 0.01% | 0.04% | 0.02% | 0.01% | -0.00% | -0.11% | 0.07% | 0.06% | 0.01% | -0.00% | -0.00% | 0.01% | 0.00% | 0.01% | 0.10% | -0.01% | -0.01% | 0.01% | -0.00% | -0.00% | 0.00% | 0.01% | 0.01% | 0.01% | -0.01% | 0.01% | -0.01% | 0.00% | 0.01% | 0.00% | 0.05% | 0.00% | -0.01% | -0.01% | 0.01% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | 0.02% | -0.00% | -0.01% | -0.01% | -0.00% | 0.01% | -0.00% | 0.02% | 0.00% | -0.04% | -0.00% | -0.01% | 0.01% | 0.00% | -0.01% | 0.00% | 0.01% | 0.01% | 0.02% | 0.06% | 0.02% | 0.01% | -0.01% | 0.01% | -0.05% | 0.02% | -0.01% | 0.01% | 0.01% | 0.00% | -0.00% | -0.00% | 0.02% | -0.00% | -0.00% | 0.01% | -0.00% | -0.01% | 0.00% | -0.00% | -0.00% | 0.01% | 0.00% | 0.02% | 0.00% | 0.01% | -0.00% | 0.01% | 0.16% | -0.00% | 0.00% | 0.01% | 0.00% | -0.00% | -0.01% | -0.02% | 0.02% | 0.01% | -0.03% | 0.00% | 0.01% | -0.01% | 0.01% | -0.01% | -0.01% | 0.01% | 0.00% | -0.00% | 0.00% | -0.01% | -0.00% | 0.01% | 0.00% | -0.00% | 0.03% | 0.02% | -0.01% | 0.01% | 0.03% | -0.02% | 0.01% | 0.02% | -0.00% | 0.01% | -0.00% | -0.00% | -0.07% | 0.00% | -0.01% | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.01% | 0.02% | -0.00% | 0.01% | 0.00% | -0.00% | 0.01% | -0.06% | -0.00% | 0.00% | 0.00% | 0.01% | -0.00% | -0.01% | -0.01% | 0.00% | -0.01% | -0.01% | -0.03% | 0.03% | -0.01% | 0.01% | 0.01% | 0.00% | -0.02% | 0.02% | -0.01% | 0.01% | -0.01% | 0.00% | -0.01% | -0.01% | -0.00% | 0.00% | 0.01% | 0.00% | -0.01% | -0.00% | 0.01% | 0.00% | 0.01% | 0.02% | -0.00% | 0.01% | -0.02% | 0.00% | 0.00% | 0.01% | -0.00% | 0.00% | 0.00% | -0.00% | -0.02% | 0.01% | -0.00% | -0.01% | -0.01% | -0.00% | 0.00% | 0.02% | 0.01% | 0.00% | -0.02% | 0.00% | -0.01% | -0.02% | -0.00% | -0.01% | 0.01% | -0.00% | -0.00% | 0.19% | -0.05% | 0.01% | -0.01% | -0.00% | 0.00% | -0.01% | -0.01% | 0.00% | -0.09% | -0.01% | -0.02% | -0.02% | 0.01% | 0.00% | 0.00% | -0.00% | 0.00% | -0.01% | -0.03% | 0.01% | 0.00% | 0.01% | -0.01% | 0.01% | -0.01% | 0.03% | 0.00% | 0.00% | -0.03% | -0.02% | -0.01% | 0.00% | 0.02% | 0.01% | -0.00% | -0.00% | 0.00% | 0.03% | -0.01% | -0.00% | 0.00% | -0.01% | 0.03% | 0.02% | 0.00% | -0.05% | 0.02% | 0.02% | -0.01% | 0.00% | 0.03% | 0.04% | 0.02% | -0.02% | -0.00% | 0.00% | 0.03% | -0.00% | 0.00% | 0.00% | 0.05% | -0.00% | 0.01% | -0.02% | 0.01% | 0.01% | 0.00% | -0.00% | 0.00% | -0.06% | 0.00% | 0.02% | 0.06% | 0.00% | 0.00% | -0.00% | -0.00% | -0.01% | -0.01% | 0.00% | 0.01% | -0.05% | 0.01% | 0.02% | 0.01% | -0.00% | -0.00% | -0.00% | 0.00% | 0.02% | 0.01% | -0.01% | 0.01% | -0.00% | -0.02% | -0.02% | -0.01% | -0.00% | -0.00% | 0.04% | 0.04% | 0.02% | -0.02% | -0.01% | -0.04% | 0.00% | 0.00% | 0.00% | 0.00% | -0.02% | -0.01% | 0.00% | -0.02% | 0.01% | 0.00% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | 0.03% | 0.01% | -0.02% | 0.01% | 0.02% | 0.00% | -0.00% | -0.00% | 0.03% | 0.00% | -0.01% | -0.01% | 0.01% | -0.05% | -0.00% | 0.00% | 0.00% | 0.01% | 0.01% | -0.15% | 0.01% | 0.00% | 0.00% | -0.03% | -0.00% | 0.00% | 0.01% | -0.00% | -0.00% | 0.00% | -0.01% | -0.00% | 0.00% | 0.00% | -0.05% | 0.02% | 0.00% | -0.00% | -0.03% | 0.01% | -0.01% | -0.01% | 0.00% | -0.01% | 0.00% | 0.01% | -0.00% | 0.01% | 0.00% |
| Avg returns winning | 0.02% | 0.02% | 0.01% | 0.00% | 0.01% | nan% | 0.01% | 0.00% | nan% | 0.03% | 0.01% | 0.03% | 0.00% | 0.01% | 0.03% | 0.02% | 0.01% | 0.01% | 0.03% | 0.02% | 0.02% | 0.00% | 0.02% | 0.01% | 0.01% | 0.02% | 0.03% | 0.00% | 0.02% | 0.07% | 0.10% | 0.01% | 0.02% | 0.01% | 0.07% | 0.20% | 0.02% | 0.01% | 0.01% | 0.01% | 0.00% | 0.01% | 0.15% | 0.01% | 0.03% | 0.02% | 0.00% | 0.00% | 0.03% | 0.02% | 0.02% | 0.06% | 0.00% | 0.03% | nan% | 0.01% | 0.02% | 0.01% | 0.05% | 0.03% | 0.00% | nan% | 0.02% | 0.01% | 0.01% | 0.02% | 0.01% | 0.01% | 0.04% | 0.02% | nan% | 0.00% | 0.01% | 0.01% | 0.02% | nan% | 0.03% | 0.02% | 0.04% | 0.01% | 0.01% | 0.02% | 0.00% | 0.00% | 0.02% | 0.02% | 0.01% | 0.03% | 0.09% | 0.02% | 0.03% | 0.01% | 0.02% | nan% | 0.03% | 0.02% | 0.01% | 0.03% | 0.04% | 0.01% | nan% | 0.02% | 0.00% | 0.02% | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.07% | 0.02% | 0.01% | 0.00% | 0.02% | 0.16% | 0.01% | 0.02% | 0.01% | 0.00% | 0.01% | 0.01% | nan% | 0.04% | 0.02% | 0.00% | 0.01% | 0.03% | 0.00% | 0.02% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.03% | 0.02% | 0.01% | 0.04% | 0.00% | 0.01% | 0.03% | 0.03% | 0.01% | 0.02% | 0.04% | 0.01% | 0.03% | 0.03% | nan% | 0.07% | 0.00% | 0.02% | nan% | 0.00% | 0.01% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.02% | 0.00% | 0.03% | 0.00% | 0.00% | 0.03% | 0.02% | 0.00% | 0.00% | 0.02% | 0.02% | 0.01% | 0.04% | 0.00% | 0.03% | 0.01% | 0.01% | 0.00% | 0.05% | 0.01% | 0.05% | 0.02% | 0.05% | 0.01% | 0.03% | 0.01% | 0.03% | 0.00% | 0.01% | 0.01% | 0.01% | nan% | 0.04% | 0.05% | 0.00% | nan% | 0.01% | 0.03% | 0.00% | 0.01% | 0.04% | 0.00% | 0.01% | 0.03% | 0.00% | 0.01% | 0.03% | 0.00% | 0.01% | 0.00% | 0.02% | 0.03% | 0.02% | 0.01% | 0.00% | 0.02% | nan% | 0.01% | 0.04% | 0.03% | 0.00% | 0.02% | 0.00% | 0.03% | 0.00% | 0.01% | 0.01% | 0.02% | 0.01% | 0.01% | 0.19% | nan% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | nan% | 0.03% | 0.01% | nan% | 0.03% | 0.03% | 0.00% | 0.01% | 0.00% | 0.00% | 0.02% | 0.01% | 0.02% | 0.04% | 0.00% | 0.01% | 0.00% | 0.03% | 0.00% | 0.03% | 0.01% | 0.04% | 0.03% | 0.00% | 0.04% | 0.01% | 0.01% | 0.01% | 0.00% | 0.03% | 0.03% | 0.00% | 0.02% | 0.01% | 0.04% | 0.04% | 0.01% | 0.01% | 0.05% | 0.04% | 0.02% | 0.00% | 0.03% | 0.06% | 0.04% | 0.00% | 0.01% | 0.01% | 0.05% | nan% | 0.05% | 0.02% | 0.05% | 0.02% | 0.04% | 0.01% | 0.03% | 0.04% | 0.01% | 0.03% | 0.01% | nan% | 0.01% | 0.04% | 0.07% | 0.02% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.02% | 0.01% | 0.03% | 0.04% | 0.01% | 0.03% | 0.01% | 0.00% | 0.01% | 0.03% | 0.02% | 0.00% | 0.02% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.11% | 0.05% | 0.01% | 0.01% | 0.04% | 0.01% | 0.01% | 0.02% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.02% | 0.01% | 0.01% | 0.00% | 0.04% | 0.01% | 0.00% | 0.04% | 0.06% | 0.01% | 0.02% | 0.03% | 0.01% | 0.01% | 0.01% | 0.06% | 0.04% | 0.00% | 0.01% | 0.02% | nan% | 0.01% | 0.00% | 0.00% | 0.01% | 0.02% | nan% | 0.02% | 0.02% | 0.00% | 0.01% | nan% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.03% | 0.01% | 0.00% | 0.00% | 0.04% | 0.02% | nan% | 0.03% | 0.17% | 0.02% | 0.05% | nan% | 0.01% | 0.00% |
| Avg returns losing | -0.04% | -0.02% | -0.02% | -0.00% | -0.03% | -0.00% | -0.01% | -0.00% | -1.01% | nan% | -0.02% | -0.04% | -0.09% | -0.01% | -0.03% | -0.03% | -0.01% | -0.01% | -0.02% | -0.02% | -0.00% | -0.00% | -0.02% | -0.00% | -0.01% | -0.02% | -0.03% | -0.00% | -0.01% | -0.01% | -0.01% | nan% | -0.03% | -0.23% | nan% | -0.00% | -0.00% | -0.02% | -0.03% | -0.00% | -0.00% | -0.03% | -0.00% | -0.03% | -0.02% | -0.02% | -0.01% | -0.01% | -0.01% | -0.01% | -0.00% | -0.01% | -0.01% | -0.01% | -0.01% | -0.00% | -0.01% | -0.01% | nan% | -0.02% | -0.02% | -0.01% | -0.04% | -0.04% | -0.01% | -0.02% | -0.02% | -0.01% | -0.02% | nan% | -0.00% | -0.02% | -0.04% | -0.01% | -0.01% | -0.00% | -0.01% | -0.02% | -0.06% | -0.01% | -0.03% | -0.01% | nan% | -0.02% | -0.02% | -0.01% | -0.00% | -0.01% | -0.01% | -0.01% | -0.02% | -0.01% | -0.05% | -0.05% | -0.00% | -0.04% | -0.00% | -0.03% | -0.02% | -0.01% | -0.00% | nan% | -0.00% | -0.03% | -0.00% | -0.00% | -0.01% | -0.01% | -0.02% | -0.01% | -0.01% | -0.00% | -0.11% | -0.01% | -0.00% | -0.00% | -0.01% | nan% | -0.01% | -0.02% | nan% | -0.00% | -0.00% | -0.03% | -0.02% | -0.01% | -0.00% | -0.04% | -0.01% | -0.02% | -0.01% | -0.01% | -0.02% | -0.02% | -0.09% | -0.00% | -0.03% | -0.02% | -0.02% | -0.01% | -0.10% | -0.00% | -0.01% | -0.00% | -0.01% | -0.02% | -0.01% | -0.00% | -0.05% | -0.05% | -0.01% | -0.00% | -0.01% | -0.01% | -0.02% | -0.07% | -0.00% | -0.03% | -0.08% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.02% | -0.09% | -0.00% | -0.02% | -0.00% | -0.00% | -0.01% | -0.20% | -0.02% | -0.00% | -0.01% | -0.01% | -0.02% | -0.03% | -0.02% | -0.02% | -0.02% | -0.02% | -0.04% | -0.01% | -0.02% | -0.03% | -0.01% | -0.01% | -0.03% | -0.01% | -0.02% | -0.01% | -0.03% | -0.01% | -0.01% | -0.04% | -0.00% | -0.02% | -0.03% | nan% | -0.01% | -0.03% | -0.02% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.04% | -0.00% | -0.01% | -0.02% | -0.02% | -0.00% | -0.00% | -0.01% | -0.03% | -0.01% | -0.01% | -0.01% | -0.04% | -0.00% | -0.01% | -0.02% | -0.02% | nan% | -0.05% | -0.00% | -0.05% | -0.02% | -0.01% | -0.05% | -0.01% | -0.02% | -0.01% | nan% | -0.05% | -0.00% | -0.04% | -0.02% | -0.01% | -0.03% | -0.05% | -0.00% | -0.09% | -0.03% | -0.05% | -0.02% | -0.02% | -0.01% | nan% | -0.02% | -0.00% | -0.01% | -0.07% | -0.00% | -0.02% | -0.01% | -0.02% | -0.01% | -0.02% | -0.01% | -0.00% | -0.03% | -0.06% | -0.07% | -0.03% | -0.00% | -0.02% | -0.01% | -0.02% | -0.04% | -0.01% | nan% | -0.10% | -0.00% | -0.01% | -0.02% | -0.01% | -0.02% | -0.00% | -0.06% | -0.01% | -0.01% | -0.10% | -0.00% | nan% | -0.01% | -0.06% | -0.02% | -0.02% | -0.01% | -0.03% | -0.00% | -0.13% | -0.01% | nan% | -0.02% | -0.03% | -0.03% | -0.01% | -0.03% | -0.00% | -0.01% | -0.00% | -0.06% | -0.02% | -0.01% | -0.00% | -0.03% | nan% | -0.01% | -0.01% | -0.01% | -0.01% | -0.00% | -0.01% | -0.11% | -0.01% | -0.01% | -0.00% | -0.02% | -0.01% | -0.01% | -0.00% | -0.01% | -0.01% | -0.02% | -0.01% | -0.02% | -0.03% | -0.02% | -0.01% | -0.01% | -0.01% | nan% | -0.04% | -0.02% | -0.07% | -0.03% | -0.10% | -0.00% | -0.01% | -0.00% | -0.00% | -0.03% | -0.01% | -0.00% | -0.03% | -0.01% | -0.01% | -0.01% | -0.00% | -0.01% | -0.04% | -0.02% | -0.01% | -0.00% | -0.03% | -0.01% | -0.01% | -0.01% | -0.01% | -0.01% | -0.02% | -0.02% | -0.02% | -0.06% | -0.00% | -0.05% | -0.01% | -0.00% | -0.00% | -0.03% | -0.01% | -0.15% | -0.01% | -0.01% | nan% | -0.21% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.02% | -0.01% | -0.00% | -0.01% | -0.09% | -0.00% | -0.00% | -0.02% | -0.07% | -0.01% | -0.04% | -0.01% | -0.04% | -0.05% | -0.03% | -0.03% | -0.00% | -0.01% | -0.00% |
| Median returns all round_trips | 0.00% | -0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -1.01% | 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% | 0.01% | -0.00% | 0.00% | 0.00% | 0.02% | -0.00% | 0.00% | 0.01% | -0.00% | 0.01% | 0.00% | -0.11% | 0.07% | -0.00% | 0.00% | 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% | -0.00% | -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% | -0.01% | 0.01% | -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% | 0.01% | 0.00% | -0.00% | 0.01% | -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% | -0.00% | 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% | -0.01% | -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% | -0.00% | -0.00% | 0.01% | 0.00% | -0.00% | 0.01% | 0.01% | -0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.07% | 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% | -0.00% | -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% | -0.01% | 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% | 0.00% | -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% | -0.00% | -0.00% | 0.19% | -0.05% | 0.00% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.09% | -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% | 0.01% | 0.00% | -0.00% | 0.00% | 0.00% | 0.02% | 0.00% | -0.00% | -0.00% | -0.00% | 0.01% | 0.00% | -0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.00% | 0.01% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.01% | -0.00% | 0.01% | -0.00% | 0.05% | -0.00% | 0.00% | -0.00% | 0.01% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | 0.00% | 0.00% | 0.01% | 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% | -0.00% | -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% | 0.00% | 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% | 0.01% | -0.00% | -0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -0.00% | 0.00% | -0.00% | -0.00% | 0.00% | 0.00% | -0.01% | -0.00% | 0.00% | -0.00% | 0.01% | 0.00% | -0.15% | -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% | -0.03% | -0.00% | -0.00% | -0.01% | 0.00% | -0.02% | 0.00% | 0.00% | -0.00% | 0.00% | 0.00% |
| Median returns winning | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | nan% | 0.01% | 0.01% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.02% | 0.01% | 0.00% | 0.01% | 0.02% | 0.00% | 0.00% | 0.03% | 0.00% | 0.01% | 0.00% | 0.01% | 0.07% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | nan% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.01% | nan% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | nan% | 0.00% | 0.01% | 0.00% | 0.02% | 0.00% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.02% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.02% | 0.00% | 0.01% | 0.00% | nan% | 0.07% | 0.00% | 0.00% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.04% | 0.01% | 0.00% | nan% | 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% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | nan% | 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% | 0.19% | nan% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | nan% | 0.01% | 0.00% | nan% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.02% | 0.01% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | nan% | 0.02% | 0.00% | 0.05% | 0.00% | 0.01% | 0.00% | 0.03% | 0.02% | 0.01% | 0.01% | 0.00% | nan% | 0.00% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 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% | 0.01% | 0.01% | 0.00% | 0.00% | 0.02% | 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% | 0.01% | 0.06% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | 0.01% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | nan% | 0.00% | 0.00% | 0.00% | 0.01% | nan% | 0.01% | 0.01% | 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% | nan% | 0.00% | 0.17% | 0.00% | 0.01% | nan% | 0.00% | 0.00% |
| Median returns losing | -0.01% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -1.01% | nan% | -0.01% | -0.00% | -0.03% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.23% | nan% | -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% | -0.01% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | nan% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | -0.05% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | nan% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.09% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.10% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.07% | -0.00% | -0.01% | -0.04% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.06% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.02% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.02% | -0.00% | nan% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | nan% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | nan% | -0.05% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.09% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.00% | -0.00% | -0.03% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.02% | -0.00% | -0.00% | -0.01% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.04% | -0.01% | nan% | -0.01% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | nan% | -0.00% | -0.01% | -0.00% | -0.01% | -0.01% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | nan% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.03% | -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% | -0.01% | -0.00% | -0.00% | -0.01% | nan% | -0.01% | -0.01% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -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% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.01% | -0.00% | -0.00% | -0.00% | -0.00% | -0.00% | -0.15% | -0.00% | -0.01% | nan% | -0.25% | -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% | -0.01% | -0.07% | -0.00% | -0.01% | -0.01% | -0.00% | -0.04% | -0.03% | -0.01% | -0.00% | -0.01% | -0.00% |
| Largest winning trade | 0.37% | 0.16% | 0.12% | 0.00% | 0.21% | -0.00% | 0.04% | 0.00% | -1.01% | 0.10% | 0.01% | 0.18% | 0.01% | 0.19% | 0.28% | 0.95% | 0.28% | 0.12% | 0.07% | 0.35% | 0.39% | 0.00% | 0.03% | 0.01% | 0.55% | 0.39% | 0.58% | 0.00% | 0.58% | 0.23% | 1.40% | 0.01% | 0.41% | 0.01% | 0.12% | 0.49% | 0.19% | 0.25% | 0.63% | 0.18% | 0.04% | 0.18% | 0.99% | 0.02% | 0.60% | 0.47% | 0.01% | 0.01% | 0.23% | 0.13% | 0.08% | 0.75% | 0.00% | 0.22% | -0.01% | 0.08% | 0.19% | 0.09% | 0.23% | 0.71% | 0.01% | -0.00% | 0.58% | 0.09% | 0.09% | 0.28% | 0.16% | 0.04% | 0.09% | 0.04% | -0.00% | 0.01% | 0.11% | 0.02% | 0.39% | -0.00% | 0.35% | 0.16% | 0.12% | 0.03% | 0.13% | 0.34% | 0.00% | 0.01% | 0.25% | 0.27% | 0.09% | 0.86% | 1.01% | 0.18% | 0.10% | 0.11% | 0.25% | -0.05% | 0.32% | 0.19% | 0.07% | 0.20% | 0.51% | 0.10% | -0.00% | 0.05% | 0.00% | 0.13% | 0.15% | 0.00% | 0.02% | 0.16% | 0.14% | 0.34% | 0.08% | 0.04% | 1.33% | 0.14% | 0.14% | 0.01% | 0.14% | 0.62% | 0.07% | 0.28% | 0.03% | 0.00% | 0.02% | 0.14% | -0.00% | 0.94% | 0.44% | 0.02% | 0.19% | 0.93% | 0.00% | 0.18% | 0.07% | 0.08% | 0.19% | 0.04% | 0.18% | 0.42% | 0.27% | 0.03% | 0.12% | 0.00% | 0.07% | 0.50% | 0.60% | 0.02% | 0.26% | 0.18% | 0.13% | 0.65% | 1.27% | -0.00% | 0.07% | 0.02% | 0.50% | -0.07% | 0.03% | 0.05% | 0.31% | 0.01% | 0.04% | 0.00% | 0.00% | 0.00% | 0.05% | 0.15% | 0.00% | 0.39% | 0.05% | 0.01% | 0.21% | 0.11% | 0.04% | 0.00% | 0.35% | 0.84% | 0.04% | 0.45% | 0.01% | 0.42% | 0.25% | 0.03% | 0.02% | 0.58% | 0.11% | 0.63% | 0.20% | 0.15% | 0.06% | 0.27% | 0.16% | 0.59% | 0.03% | 0.12% | 0.04% | 0.13% | -0.00% | 0.04% | 1.06% | 0.01% | -0.00% | 0.12% | 0.45% | 0.01% | 0.11% | 0.78% | 0.02% | 0.06% | 0.22% | 0.03% | 0.06% | 0.65% | 0.02% | 0.06% | 0.02% | 0.63% | 0.13% | 0.32% | 0.08% | 0.02% | 0.22% | -0.00% | 0.03% | 0.66% | 0.50% | 0.01% | 0.28% | 0.01% | 0.14% | 0.00% | 0.08% | 0.06% | 0.10% | 0.08% | 0.09% | 0.19% | -0.00% | 0.25% | 0.04% | 0.07% | 0.09% | 0.11% | 0.04% | 0.01% | -0.00% | 0.20% | 0.05% | -0.00% | 0.53% | 0.51% | 0.00% | 0.46% | 0.03% | 0.02% | 0.08% | 0.02% | 0.30% | 0.38% | 0.00% | 0.08% | 0.00% | 0.92% | 0.00% | 0.13% | 0.06% | 0.29% | 0.56% | 0.01% | 0.56% | 0.08% | 0.06% | 0.02% | 0.01% | 0.06% | 0.23% | 0.00% | 0.06% | 0.08% | 0.61% | 0.83% | 0.09% | 0.01% | 0.34% | 0.49% | 0.41% | 0.00% | 0.15% | 0.45% | 0.72% | 0.00% | 0.31% | 0.05% | 0.72% | -0.00% | 0.42% | 0.09% | 0.05% | 0.23% | 0.61% | 0.07% | 0.03% | 0.41% | 0.01% | 0.15% | 0.11% | -0.00% | 0.14% | 0.65% | 0.54% | 0.25% | 0.01% | 0.07% | 0.00% | 0.03% | 0.03% | 0.00% | 0.24% | 0.07% | 0.28% | 0.41% | 0.23% | 0.47% | 0.02% | 0.01% | 0.08% | 1.22% | 0.16% | 0.00% | 0.39% | 0.10% | 0.03% | 0.00% | 0.01% | 0.01% | 0.00% | 0.23% | 0.82% | 1.39% | 0.03% | 0.04% | 0.26% | 0.09% | 0.06% | 0.09% | 0.01% | 0.25% | 0.01% | 0.03% | 0.01% | 0.65% | 0.06% | 0.10% | 0.01% | 0.40% | 0.18% | 0.01% | 0.31% | 0.11% | 0.05% | 0.61% | 0.36% | 0.09% | 0.05% | 0.03% | 1.48% | 0.30% | 0.01% | 0.06% | 0.39% | -0.00% | 0.48% | 0.00% | 0.00% | 0.03% | 0.17% | -0.15% | 0.26% | 0.36% | 0.01% | 0.08% | -0.00% | 0.01% | 0.08% | 0.05% | 0.05% | 0.01% | 0.06% | 0.00% | 0.02% | 0.19% | 0.03% | 0.74% | 0.04% | 0.01% | 0.00% | 0.33% | 0.41% | -0.01% | 0.21% | 0.17% | 0.05% | 0.65% | -0.00% | 0.04% | 0.01% |
| Largest losing trade | -0.37% | -0.05% | -0.26% | -0.00% | -0.91% | -0.00% | -0.12% | -0.01% | -1.01% | 0.00% | -0.09% | -0.41% | -0.76% | -0.13% | -0.48% | -0.74% | -0.06% | -0.06% | -0.04% | -0.22% | -0.01% | -0.00% | -0.02% | -0.00% | -0.15% | -0.32% | -0.12% | -0.00% | -0.07% | -0.02% | -0.08% | 0.01% | -0.40% | -0.23% | 0.01% | -0.00% | -0.05% | -0.27% | -0.94% | -0.03% | -0.02% | -0.31% | -0.00% | -0.35% | -0.54% | -0.39% | -0.29% | -0.04% | -0.04% | -0.03% | -0.00% | -0.15% | -0.10% | -0.09% | -0.02% | -0.02% | -0.07% | -0.21% | 0.00% | -0.48% | -0.24% | -0.05% | -0.30% | -0.60% | -0.26% | -0.62% | -0.53% | -0.12% | -0.05% | 0.01% | -0.00% | -0.13% | -0.36% | -0.02% | -0.11% | -0.00% | -0.03% | -0.30% | -0.53% | -0.18% | -0.43% | -0.02% | 0.00% | -0.07% | -0.16% | -0.14% | -0.01% | -0.59% | -0.07% | -0.07% | -0.03% | -0.23% | -0.38% | -0.05% | -0.01% | -0.76% | -0.01% | -0.27% | -0.32% | -0.09% | -0.00% | 0.00% | -0.00% | -0.65% | -0.01% | -0.00% | -0.03% | -0.11% | -0.28% | -0.10% | -0.07% | -0.01% | -0.91% | -0.12% | -0.02% | -0.02% | -0.06% | 0.00% | -0.14% | -0.28% | 0.00% | -0.00% | -0.01% | -0.34% | -0.05% | -0.02% | -0.02% | -0.60% | -0.08% | -0.69% | -0.06% | -0.10% | -0.33% | -0.37% | -0.17% | -0.01% | -0.56% | -0.36% | -0.69% | -0.06% | -0.14% | -0.00% | -0.07% | -0.00% | -0.01% | -0.19% | -0.13% | -0.01% | -1.57% | -0.90% | -0.21% | -0.00% | -0.01% | -0.03% | -0.55% | -0.07% | -0.01% | -1.05% | -0.20% | -0.01% | -0.05% | -0.07% | -0.00% | -0.00% | -0.12% | -0.21% | -0.00% | -0.16% | -0.01% | -0.01% | -0.11% | -1.22% | -0.66% | -0.00% | -0.10% | -0.08% | -0.48% | -0.57% | -0.13% | -0.51% | -0.39% | -0.34% | -0.37% | -0.08% | -0.10% | -0.78% | -0.08% | -0.02% | -0.60% | -0.03% | -0.42% | -0.15% | -0.30% | -0.09% | -0.12% | -1.23% | -0.00% | -0.03% | -0.66% | 0.00% | -0.01% | -0.48% | -0.27% | -0.00% | -0.00% | -0.07% | -0.04% | -0.01% | -1.05% | -0.02% | -0.02% | -0.31% | -0.09% | -0.01% | -0.01% | -0.28% | -0.47% | -0.02% | -0.18% | -0.17% | -0.23% | -0.00% | -0.02% | -0.17% | -0.46% | 0.00% | -0.68% | -0.02% | -0.74% | -0.21% | -0.19% | -0.51% | -0.04% | -0.20% | -0.08% | 0.19% | -0.10% | -0.04% | -0.53% | -0.11% | -0.03% | -0.22% | -0.22% | -0.00% | -0.19% | -0.18% | -0.67% | -0.33% | -0.26% | -0.12% | 0.00% | -0.75% | -0.03% | -0.21% | -0.42% | -0.00% | -0.34% | -0.11% | -0.05% | -0.03% | -0.03% | -0.01% | -0.00% | -0.11% | -1.05% | -1.32% | -1.13% | -0.00% | -0.19% | -0.02% | -0.30% | -0.04% | -0.02% | 0.00% | -1.07% | -0.01% | -0.02% | -0.55% | -0.05% | -0.31% | -0.04% | -0.60% | -0.05% | -0.08% | -1.33% | -0.00% | 0.00% | -0.06% | -0.37% | -0.13% | -0.30% | -0.06% | -0.27% | -0.00% | -0.97% | -0.05% | 0.05% | -0.24% | -0.25% | -0.73% | -0.01% | -0.27% | -0.00% | -0.16% | -0.02% | -0.36% | -0.08% | -0.06% | -0.00% | -0.21% | 0.00% | -0.25% | -0.03% | -0.12% | -0.08% | -0.00% | -0.05% | -0.95% | -0.05% | -0.03% | -0.02% | -0.42% | -0.01% | -0.04% | -0.04% | -0.16% | -0.13% | -0.05% | -0.06% | -0.75% | -0.38% | -0.07% | -0.06% | -0.06% | -0.01% | 0.00% | -0.31% | -0.38% | -0.57% | -0.17% | -0.96% | -0.06% | -0.05% | -0.02% | -0.00% | -0.51% | -0.14% | -0.01% | -0.23% | -0.05% | -0.02% | -0.07% | -0.01% | -0.10% | -0.73% | -0.12% | -0.02% | -0.01% | -0.67% | -0.10% | -0.03% | -0.08% | -0.06% | -0.05% | -0.11% | -0.23% | -0.14% | -0.42% | -0.01% | -0.16% | -0.09% | -0.00% | -0.00% | -0.12% | -0.02% | -0.15% | -0.04% | -0.15% | 0.00% | -0.39% | -0.01% | -0.00% | -0.02% | -0.19% | -0.11% | -0.00% | -0.30% | -0.02% | -0.02% | -0.15% | -0.30% | -0.04% | -0.01% | -0.09% | -0.07% | -0.12% | -0.57% | -0.01% | -0.19% | -0.11% | -0.05% | -0.98% | -0.00% | -0.01% | -0.01% |
| Profitability (PnL / PnL total) per name | |
|---|---|
| SRPT-16999 | 16.79% |
| PBYI-42689 | 15.64% |
| ALNY-26335 | 13.38% |
| X-8329 | 10.34% |
| PRTA-43730 | 10.09% |
| CLVS-42166 | 9.14% |
| SGYP-32331 | 8.28% |
| FPRX-45430 | 7.88% |
| RGLS-43472 | 7.28% |
| IMGN-3885 | 7.09% |
| FMI-45499 | 6.91% |
| OREX-33742 | 6.70% |
| IDRA-14255 | 6.66% |
| JUNO-48317 | 6.37% |
| CNX-24758 | 6.25% |
| KPTI-45799 | 5.81% |
| PTCT-44955 | 5.53% |
| AMD-351 | 5.29% |
| ONCE-48547 | 5.03% |
| IMMU-3891 | 4.97% |
| BLUE-44935 | 4.94% |
| ENDP-21750 | 4.94% |
| ANAC-40442 | 4.72% |
| FOLD-33949 | 4.36% |
| TTPH-44314 | 4.07% |
| RCAP-44863 | 4.02% |
| TRUE-46929 | 3.99% |
| SRNE-33062 | 3.84% |
| CDE-1374 | 3.78% |
| RYI-47464 | 3.77% |
| DNR-15789 | 3.61% |
| HOMB-32302 | 3.59% |
| ELGX-23769 | 3.48% |
| CMRX-44453 | 3.43% |
| AVXS-49751 | 3.39% |
| EPZM-44830 | 3.30% |
| QUOT-46497 | 3.30% |
| TREE-36742 | 3.18% |
| SM-4664 | 3.15% |
| CLF-1595 | 3.14% |
| ASPX-46308 | 3.07% |
| FGEN-48088 | 2.98% |
| ARNA-21724 | 2.89% |
| CPE-12011 | 2.85% |
| SA-26203 | 2.81% |
| SEDG-48823 | 2.78% |
| TGTX-13984 | 2.68% |
| ZIOP-31341 | 2.68% |
| CLDX-19187 | 2.66% |
| MLNT-42455 | 2.65% |
| FEYE-45451 | 2.58% |
| FLXN-46344 | 2.43% |
| SDRL-39495 | 2.41% |
| GPRO-47208 | 2.35% |
| ATW-624 | 2.34% |
| SHLD-26169 | 2.33% |
| AGIO-45143 | 2.31% |
| MHR-32541 | 2.24% |
| RCPT-44689 | 2.23% |
| CIE-39073 | 2.17% |
| PVAC-6258 | 2.14% |
| ASPS-38633 | 2.04% |
| WFT-19336 | 1.95% |
| ARWR-10417 | 1.89% |
| AKAO-46528 | 1.84% |
| UAA-27822 | 1.83% |
| RTRX-41663 | 1.79% |
| ARIA-11880 | 1.78% |
| AKS-10897 | 1.74% |
| VRX-10908 | 1.70% |
| INSY-44665 | 1.70% |
| BLCM-48304 | 1.67% |
| EPE-46191 | 1.65% |
| ECOM-44779 | 1.58% |
| AXDX-15934 | 1.58% |
| RARE-46285 | 1.52% |
| EDIT-49736 | 1.49% |
| MACK-42735 | 1.48% |
| CC-49210 | 1.46% |
| DVAX-25972 | 1.45% |
| RMTI-18196 | 1.41% |
| ADXS-40992 | 1.41% |
| CYH-21608 | 1.41% |
| GRPN-42118 | 1.38% |
| BCEI-42272 | 1.37% |
| NVAX-14112 | 1.30% |
| TRVN-46272 | 1.29% |
| WTW-23269 | 1.28% |
| EXEL-21383 | 1.27% |
| LNTH-49189 | 1.25% |
| ECA-23021 | 1.21% |
| NE-5249 | 1.17% |
| CSIQ-32856 | 1.16% |
| CRBP-47955 | 1.14% |
| HDP-48257 | 1.14% |
| VNR-34931 | 1.11% |
| CXRX-46079 | 1.10% |
| INO-3150 | 1.09% |
| AXON-49107 | 1.08% |
| NVCR-49460 | 1.05% |
| HLX-17180 | 1.02% |
| DYAX-21870 | 0.86% |
| AG-40607 | 0.85% |
| SEMG-39358 | 0.84% |
| ERII-36518 | 0.82% |
| SWN-7244 | 0.81% |
| KITE-47169 | 0.81% |
| SAGE-47332 | 0.79% |
| SGY-9458 | 0.75% |
| SD-35006 | 0.73% |
| AMPE-35897 | 0.70% |
| XOMA-8346 | 0.69% |
| TSRO-43124 | 0.68% |
| ESV-2621 | 0.68% |
| DXPE-17196 | 0.67% |
| OMER-38827 | 0.66% |
| KNDI-32972 | 0.65% |
| SXC-41733 | 0.65% |
| VRNS-46453 | 0.64% |
| OBE-32293 | 0.64% |
| SREV-41142 | 0.62% |
| CRR-14700 | 0.61% |
| REN-34800 | 0.61% |
| BDSI-23846 | 0.56% |
| BAS-27886 | 0.54% |
| LINE-27993 | 0.53% |
| CLNE-33924 | 0.53% |
| CSLT-46551 | 0.52% |
| ADMS-46722 | 0.51% |
| PGNX-17908 | 0.51% |
| AVP-660 | 0.48% |
| TUBE-47333 | 0.47% |
| EYES-48113 | 0.47% |
| VNDA-28326 | 0.45% |
| NBIX-14972 | 0.45% |
| ANW-33014 | 0.42% |
| XCO-28083 | 0.42% |
| NADL-46262 | 0.36% |
| LOXO-47432 | 0.35% |
| ALDR-46869 | 0.34% |
| RVNC-46315 | 0.34% |
| TRGP-40547 | 0.30% |
| YRCW-8370 | 0.28% |
| AGEN-21104 | 0.27% |
| LNCO-43513 | 0.26% |
| AXAS-677 | 0.26% |
| NKTR-24572 | 0.25% |
| IPI-36093 | 0.24% |
| PDCE-5907 | 0.23% |
| PTLA-44770 | 0.23% |
| COLL-49016 | 0.23% |
| LOCO-47382 | 0.22% |
| AGI-44156 | 0.22% |
| GSAT-32819 | 0.22% |
| TAHO-39938 | 0.21% |
| ONVO-41829 | 0.21% |
| GLNG-24489 | 0.21% |
| GIMO-44892 | 0.20% |
| RH-43599 | 0.19% |
| FUEL-45452 | 0.17% |
| RJET-26331 | 0.17% |
| CENX-14484 | 0.16% |
| RIC-16681 | 0.16% |
| ASNA-2105 | 0.15% |
| BW-49208 | 0.15% |
| CTRL-45212 | 0.13% |
| WLL-25707 | 0.13% |
| THC-5343 | 0.13% |
| NOG-35961 | 0.13% |
| ZQK-6317 | 0.12% |
| AKG-35382 | 0.12% |
| FRTA-50398 | 0.11% |
| KND-23221 | 0.10% |
| EFII-2460 | 0.10% |
| BCRX-10905 | 0.09% |
| WTI-26986 | 0.08% |
| KEG-29964 | 0.08% |
| OMED-45095 | 0.08% |
| TDW-7364 | 0.07% |
| PACD-42151 | 0.06% |
| TERP-47334 | 0.06% |
| RRTS-39628 | 0.06% |
| ZU-45866 | 0.06% |
| DRYS-26994 | 0.06% |
| MMYT-40028 | 0.05% |
| RYAM-47128 | 0.05% |
| LL-35036 | 0.04% |
| ORIG-41919 | 0.04% |
| IMPV-42131 | 0.04% |
| WPRT-36763 | 0.03% |
| HZNP-41766 | 0.03% |
| ETSY-48934 | 0.03% |
| PLSE-49957 | 0.03% |
| VSAR-46582 | 0.03% |
| SALE-45114 | 0.02% |
| ANFI-43493 | 0.02% |
| WAC-18431 | 0.02% |
| AKRX-270 | 0.02% |
| MNOCF-41823 | 0.02% |
| JONE-45141 | 0.02% |
| ZGNX-40461 | 0.02% |
| CJES-48821 | 0.01% |
| MGNX-45643 | 0.01% |
| PGH-32443 | 0.01% |
| NWBO-23322 | 0.01% |
| VHC-30464 | 0.01% |
| EGL-43151 | 0.01% |
| RUBI-46671 | 0.00% |
| RAD-6330 | 0.00% |
| FCEL-24853 | 0.00% |
| HLF-26892 | 0.00% |
| GNC-41182 | 0.00% |
| UPL-22406 | 0.00% |
| SCTY-43721 | 0.00% |
| ACI-88 | -0.00% |
| CCC-1331 | -0.00% |
| MFRM-42184 | -0.00% |
| CVEO-46939 | -0.00% |
| AAOI-45503 | -0.00% |
| BRS-5645 | -0.00% |
| ZLTQ-42037 | -0.00% |
| GPT-26520 | -0.00% |
| AMAG-659 | -0.00% |
| JCP-4118 | -0.00% |
| GLYC-46135 | -0.00% |
| FRO-22983 | -0.00% |
| ABUS-40410 | -0.00% |
| EGO-24547 | -0.00% |
| RGNX-49409 | -0.01% |
| CTIC-16607 | -0.01% |
| AKBA-46583 | -0.01% |
| CXW-22102 | -0.01% |
| GLBL-49312 | -0.01% |
| DYN-43462 | -0.01% |
| GTE-31619 | -0.01% |
| TTD-50288 | -0.01% |
| CAI-33864 | -0.02% |
| YELP-42596 | -0.02% |
| OSPN-21457 | -0.02% |
| W-47833 | -0.03% |
| PETX-45011 | -0.03% |
| SGMS-22637 | -0.04% |
| KEM-4265 | -0.04% |
| XENT-47373 | -0.05% |
| TTI-7633 | -0.05% |
| SRCI-35051 | -0.05% |
| PIR-6000 | -0.06% |
| TLM-17767 | -0.06% |
| WRLD-8268 | -0.07% |
| ZFGN-47165 | -0.07% |
| ACIA-33321 | -0.08% |
| SAND-43329 | -0.08% |
| AXTI-18661 | -0.09% |
| OPHT-45498 | -0.10% |
| ACOR-28077 | -0.10% |
| LC-48220 | -0.11% |
| CZR-42461 | -0.11% |
| AUY-25714 | -0.12% |
| CRAY-21374 | -0.12% |
| TLRD-7203 | -0.14% |
| NAV-5199 | -0.14% |
| EHTH-32726 | -0.16% |
| BLOX-42821 | -0.16% |
| XLRN-45431 | -0.16% |
| BTG-44884 | -0.18% |
| EXXI-34443 | -0.20% |
| ONDK-48290 | -0.21% |
| SALT-45996 | -0.21% |
| AAMC-45415 | -0.22% |
| FTR-2069 | -0.24% |
| CBI-1287 | -0.26% |
| GLUU-33566 | -0.27% |
| BTU-22660 | -0.27% |
| SGRY-49456 | -0.27% |
| MCRB-49195 | -0.31% |
| CYBR-47779 | -0.32% |
| SPPI-24517 | -0.32% |
| RUN-49321 | -0.33% |
| NDRM-48090 | -0.34% |
| TK-13289 | -0.36% |
| CHK-8461 | -0.37% |
| AROC-34575 | -0.38% |
| FTK-27496 | -0.39% |
| FSM-41915 | -0.39% |
| NK-49298 | -0.40% |
| WMB-8214 | -0.41% |
| GNW-26323 | -0.44% |
| NPSP-11356 | -0.44% |
| ERF-22215 | -0.45% |
| LOCK-43467 | -0.46% |
| SLCA-42436 | -0.46% |
| SPXC-7086 | -0.47% |
| CLD-38971 | -0.47% |
| ANGI-42175 | -0.48% |
| DEPO-18010 | -0.50% |
| TPLM-31903 | -0.51% |
| VRAY-48015 | -0.51% |
| UNIS-39227 | -0.52% |
| RDNT-6047 | -0.52% |
| ADPT-47191 | -0.53% |
| SCMP-34477 | -0.53% |
| FCX-13197 | -0.54% |
| MSGN-39171 | -0.56% |
| BPT-1068 | -0.57% |
| CALA-47830 | -0.58% |
| NMBL-46002 | -0.60% |
| ECR-47168 | -0.62% |
| PES-22551 | -0.63% |
| IG-3835 | -0.63% |
| AXLL-3189 | -0.64% |
| TWLO-50077 | -0.66% |
| FIT-49139 | -0.67% |
| ANTH-39270 | -0.68% |
| LPI-42263 | -0.70% |
| MDR-4752 | -0.72% |
| NHTC-18595 | -0.80% |
| RLYP-45851 | -0.83% |
| NAK-26776 | -0.88% |
| BTE-28232 | -0.90% |
| SPWR-27817 | -0.92% |
| CSTM-44780 | -0.93% |
| UNT-7806 | -0.93% |
| SBLK-28112 | -0.95% |
| AAC-47842 | -0.97% |
| AUPH-47621 | -0.97% |
| ADRO-48925 | -0.99% |
| STRP-45130 | -1.01% |
| TGH-34810 | -1.07% |
| AEGR-40294 | -1.07% |
| TELL-4982 | -1.15% |
| HTZ-50070 | -1.18% |
| MSG-49458 | -1.19% |
| BLDR-27369 | -1.19% |
| RDUS-46871 | -1.20% |
| HPR-26865 | -1.21% |
| MRTX-45080 | -1.22% |
| SGMO-21447 | -1.32% |
| ATI-24840 | -1.37% |
| INSM-21778 | -1.38% |
| EXAS-22364 | -1.40% |
| MDCA-12800 | -1.41% |
| TXMD-28966 | -1.43% |
| HK-31032 | -1.46% |
| VSLR-47820 | -1.48% |
| IPXL-37849 | -1.55% |
| WWE-20818 | -1.59% |
| NPTN-40807 | -1.62% |
| SSRM-15591 | -1.64% |
| CFMS-49211 | -1.64% |
| WPX-42251 | -1.66% |
| ARRY-22192 | -1.67% |
| PTX-16489 | -1.74% |
| RXDX-44685 | -1.79% |
| SN-42264 | -1.84% |
| CWEI-8941 | -1.84% |
| QURE-46310 | -1.87% |
| PI-50138 | -1.88% |
| ICON-6856 | -1.90% |
| OAS-39797 | -1.97% |
| OCN-15697 | -2.03% |
| NTLA-49934 | -2.07% |
| MUX-7845 | -2.16% |
| EROS-45867 | -2.19% |
| OCUL-47383 | -2.19% |
| KERX-21789 | -2.22% |
| PLUG-20776 | -2.24% |
| CONN-25646 | -2.27% |
| EXK-33236 | -2.41% |
| ACRX-40827 | -2.46% |
| CARA-46283 | -2.54% |
| INFI-21744 | -2.59% |
| NTNX-50338 | -2.71% |
| HRTX-22651 | -2.79% |
| CHRS-48026 | -2.96% |
| IONS-4031 | -2.98% |
| IAG-24491 | -3.11% |
| SNCR-32234 | -3.14% |
| OVAS-43478 | -3.46% |
| EGRX-46354 | -3.49% |
| MNKD-26524 | -3.64% |
| ATRA-47901 | -3.64% |
| PACB-40319 | -3.66% |
| HIIQ-44113 | -3.68% |
| ACHN-32790 | -3.84% |
| ENPH-42749 | -3.88% |
| LXRX-21413 | -3.91% |
| LJPC-11512 | -4.30% |
| ICPT-43505 | -4.63% |
| ESPR-44989 | -4.75% |
| RPTP-21364 | -4.77% |
| TMST-47162 | -4.95% |
| AERI-45733 | -4.97% |
| CRC-48073 | -5.05% |
| ADVM-47422 | -5.42% |
| TECK-31886 | -5.59% |
| BNFT-45428 | -6.07% |
| SDLP-43539 | -6.58% |
| GBT-49335 | -6.60% |
| NLNK-42147 | -6.90% |
| XON-45239 | -6.99% |
| FMSA-47848 | -7.82% |
| ITCI-46053 | -7.86% |
| SUNE-13306 | -8.10% |
| OTIC-47495 | -8.64% |
| TROX-40530 | -11.98% |
Performance Relative to Common Risk Factors¶
| Summary Statistics | |
|---|---|
| Annualized Specific Return | 13.74% |
| Annualized Common Return | -0.55% |
| Annualized Total Return | 13.10% |
| Specific Sharpe Ratio | 1.37 |
| Exposures Summary | Average Risk Factor Exposure | Annualized Return | Cumulative Return |
|---|---|---|---|
| basic_materials | -0.00 | 0.01% | 0.02% |
| consumer_cyclical | -0.00 | -0.01% | -0.03% |
| financial_services | 0.00 | 0.01% | 0.03% |
| real_estate | 0.00 | 0.00% | 0.00% |
| consumer_defensive | -0.00 | -0.01% | -0.02% |
| health_care | 0.00 | 0.14% | 0.39% |
| utilities | -0.00 | 0.00% | 0.00% |
| communication_services | -0.00 | -0.00% | -0.00% |
| energy | 0.00 | -0.20% | -0.57% |
| industrials | 0.00 | -0.02% | -0.05% |
| technology | -0.00 | 0.01% | 0.03% |
| momentum | 0.01 | -0.17% | -0.47% |
| size | 0.00 | -0.11% | -0.31% |
| value | -0.00 | -0.11% | -0.31% |
| short_term_reversal | -0.00 | -0.12% | -0.35% |
| volatility | -0.00 | 0.03% | 0.08% |
