bt_headshoulder_sharpeopt_mixed
22 March, 2025 | 5 Min ReadIntroduction to our strategy
no description yet
Quick Summary
| Metric | Value |
|---|
| Return % p.a. | -59 |
| Days active | 416 |
| Starting capital | 10000 |
| Current capital | 3302.63€ |
Current portfolio
| Ticker | Qty | Crnt Price | Worth (USD) |
|---|
| USD | 3302.630657 | 1 | 3302.63 |
| ORLY | 0.976519 | 0 | 0.00 |
| NVDA | 12.371804 | 0 | 0.00 |
| AVGO | 0.537357 | 0 | 0.00 |
| META | 1.352503 | 0 | 0.00 |
| PANW | 1.470574 | 0 | 0.00 |
| VRTX | 1.158745 | 0 | 0.00 |
| AMD | 0.563395 | 0 | 0.00 |
| REGN | 0.632839 | 0 | 0.00 |
| MDLZ | 7.917230 | 0 | 0.00 |
| TMUS | 2.303920 | 0 | 0.00 |
| MAR | 0.415676 | 0 | 0.00 |
| MSFT | 0.870357 | 0 | 0.00 |
| COST | 0.407841 | 0 | 0.00 |
| AMGN | 1.288062 | 0 | 0.00 |
Detailed statistics
| Strategy |
|---|
| Start Period | 2024-01-31 |
|---|
| End Period | 2025-03-21 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.64 |
|---|
| Cumulative Return | -0.67 |
|---|
| CAGR﹪ | -0.49 |
|---|
| Sharpe | -0.57 |
|---|
| Prob. Sharpe Ratio | 0.2 |
|---|
| Sortino | -0.6 |
|---|
| Sortino/√2 | -0.43 |
|---|
| Omega | 0.71 |
|---|
| Max Drawdown | -0.72 |
|---|
| Longest DD Days | 254 |
|---|
| Gain/Pain Ratio | -0.29 |
|---|
| Gain/Pain (1M) | -0.68 |
|---|
| Payoff Ratio | 0.61 |
|---|
| Profit Factor | 0.71 |
|---|
| Common Sense Ratio | 0.7 |
|---|
| CPC Index | 0.23 |
|---|
| Tail Ratio | 0.99 |
|---|
| Outlier Win Ratio | 16.89 |
|---|
| Outlier Loss Ratio | 4.73 |
|---|
| MTD | 0 |
|---|
| 3M | -0.69 |
|---|
| 6M | -0.69 |
|---|
| YTD | -0.68 |
|---|
| 1Y | -0.69 |
|---|
| 3Y (ann.) | -0.49 |
|---|
| 5Y (ann.) | -0.49 |
|---|
| 10Y (ann.) | -0.49 |
|---|
| All-time (ann.) | -0.49 |
|---|
| Avg. Drawdown | -0.09 |
|---|
| Avg. Drawdown Days | 34 |
|---|
| Recovery Factor | 0.73 |
|---|
| Ulcer Index | 0.23 |
|---|
| Serenity Index | -0.23 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
| 2024-11-20 17:06:22.246109 | Buy | AMGN | 284.464996 | 1.288062 | 366.41 |
| 2024-11-05 17:06:29.038585 | Sell | AMGN | 318.040009 | 1.158776 | 368.54 |
| 2024-10-25 17:06:25.036230 | Buy | AMGN | 316.105011 | 1.158776 | 366.29 |
| 2024-10-11 17:06:19.327766 | Sell | AMGN | 324.644989 | 1.242506 | 403.37 |
| 2024-09-30 17:06:38.859583 | Buy | COST | 888.359985 | 0.407841 | 362.31 |
Portfolio worth over time
| Date | Portfolio Worth |
|---|
| 2025-03-21 | 3302.63€ |
| 2025-03-20 | 3302.63€ |
| 2025-03-19 | 3302.63€ |
| 2025-03-18 | 3302.63€ |
| 2025-03-17 | 3302.63€ |
| 2025-03-16 | 3302.63€ |
| 2025-03-15 | 3302.63€ |
| 2025-03-14 | 3302.63€ |
| 2025-03-13 | 3302.63€ |
| 2025-03-12 | 3302.63€ |
| 2025-03-11 | 3302.63€ |
| 2025-03-10 | 3302.63€ |
| 2025-03-09 | 3302.63€ |
| 2025-03-08 | 3302.63€ |
| 2025-03-07 | 3302.63€ |
| 2025-03-06 | 3302.63€ |
| 2025-03-05 | 3302.63€ |
| 2025-03-04 | 3302.63€ |
| 2025-03-03 | 3302.63€ |
| 2025-03-02 | 3302.63€ |
| 2025-03-01 | 3302.63€ |
| 2025-02-28 | 3302.63€ |
| 2025-02-27 | 3302.63€ |
| 2025-02-26 | 3302.63€ |
| 2025-02-25 | 3302.63€ |
| 2025-02-24 | 3302.63€ |
| 2025-02-23 | 3302.63€ |
| 2025-02-22 | 3302.63€ |
| 2025-02-21 | 3302.63€ |
| 2025-02-20 | 3302.63€ |
| 2025-02-19 | 3302.63€ |
| 2025-02-18 | 3302.63€ |
| 2025-02-17 | 11136.87€ |
| 2025-02-16 | 11136.87€ |
| 2025-02-15 | 11136.87€ |
| 2025-02-14 | 10137.89€ |
| 2025-02-13 | 9378.16€ |
| 2025-02-12 | 8540.64€ |
| 2025-02-11 | 11003.17€ |
| 2025-02-10 | 9903.45€ |
| 2025-02-09 | 10937.85€ |
| 2025-02-08 | 10937.85€ |
| 2025-02-07 | 10937.85€ |
| 2025-02-06 | 10960.87€ |
| 2025-02-05 | 10915.3€ |
| 2025-02-04 | 10742.06€ |
| 2025-02-03 | 10655.41€ |
| 2025-02-02 | 10645.72€ |
| 2025-02-01 | 10645.72€ |
| 2025-01-31 | 10645.72€ |
| 2025-01-30 | 10702.4€ |
| 2025-01-29 | 10657.48€ |
| 2025-01-28 | 10684.57€ |
| 2025-01-27 | 10540.1€ |
| 2025-01-26 | 10781.94€ |
| 2025-01-25 | 10781.94€ |
| 2025-01-24 | 10781.94€ |
| 2025-01-23 | 10838.01€ |
| 2025-01-22 | 10770.01€ |
| 2025-01-21 | 10680.23€ |
| 2025-01-20 | 10586.51€ |
| 2025-01-19 | 10586.51€ |
| 2025-01-18 | 10586.51€ |
| 2025-01-17 | 10586.51€ |
| 2025-01-16 | 10493.43€ |
| 2025-01-15 | 10532.39€ |
| 2025-01-14 | 10404.07€ |
| 2025-01-13 | 10459.99€ |
| 2025-01-12 | 10472.28€ |
| 2025-01-11 | 10472.28€ |
| 2025-01-10 | 10472.28€ |
| 2025-01-09 | 10587.07€ |
| 2025-01-08 | 10587.07€ |
| 2025-01-07 | 10575.44€ |
| 2025-01-06 | 10714.75€ |
| 2025-01-05 | 10646.9€ |
| 2025-01-04 | 10646.9€ |
| 2025-01-03 | 10646.9€ |
| 2025-01-02 | 10525.53€ |
| 2025-01-01 | 10465.19€ |
| 2024-12-31 | 10465.19€ |
| 2024-12-30 | 10505.64€ |
| 2024-12-29 | 10581.58€ |
| 2024-12-28 | 10581.58€ |
| 2024-12-27 | 10581.58€ |
| 2024-12-26 | 10655.74€ |
| 2024-12-25 | 10205.11€ |
| 2024-12-24 | 10678.08€ |
| 2024-12-23 | 10619.03€ |
| 2024-12-22 | 10520.29€ |
| 2024-12-21 | 10520.29€ |
| 2024-12-20 | 10520.29€ |
| 2024-12-19 | 10475.03€ |
| 2024-12-18 | 10545.01€ |
| 2024-12-17 | 10730.99€ |
| 2024-12-16 | 10801.16€ |
| 2024-12-15 | 10810.2€ |
| 2024-12-14 | 11099.26€ |
| 2024-12-13 | 11099.26€ |
| 2024-12-12 | 11161.96€ |
| 2024-12-11 | 11220.08€ |
| 2024-12-10 | 11114.39€ |
| 2024-12-09 | 11146.69€ |
| 2024-12-08 | 11258.97€ |
| 2024-12-07 | 11258.97€ |
| 2024-12-06 | 11258.97€ |
| 2024-12-05 | 11232.97€ |
| 2024-12-04 | 11249.47€ |
| 2024-12-03 | 11168.12€ |
| 2024-12-02 | 11132.9€ |
| 2024-12-01 | 11088.35€ |
| 2024-11-30 | 11088.35€ |
| 2024-11-29 | 11088.35€ |
| 2024-11-28 | 11027.59€ |
| 2024-11-27 | 11027.59€ |
| 2024-11-26 | 11081.24€ |
| 2024-11-25 | 11026.77€ |
| 2024-11-24 | 11045.64€ |
| 2024-11-23 | 11045.64€ |
| 2024-11-22 | 11045.64€ |
| 2024-11-21 | 11097.0€ |
| 2024-11-20 | 11049.6€ |
| 2024-11-19 | 11050.05€ |
| 2024-11-18 | 11006.35€ |
| 2024-11-17 | 11013.1€ |
| 2024-11-16 | 11013.1€ |
| 2024-11-15 | 11013.1€ |
| 2024-11-14 | 11199.67€ |
| 2024-11-13 | 11266.42€ |
| 2024-11-12 | 11295.89€ |
| 2024-11-11 | 11259.14€ |
| 2024-11-10 | 11298.53€ |
| 2024-11-09 | 11298.53€ |
| 2024-11-08 | 11298.53€ |
| 2024-11-07 | 11266.13€ |
| 2024-11-06 | 11191.1€ |
| 2024-11-05 | 11024.85€ |
| 2024-11-04 | 10895.34€ |
| 2024-11-03 | 10897.27€ |
| 2024-11-02 | 10897.27€ |
| 2024-10-29 | 11140.86€ |
| 2024-10-28 | 11132.84€ |
| 2024-10-27 | 11141.04€ |
| 2024-10-26 | 11141.04€ |
| 2024-10-25 | 11141.04€ |
| 2024-10-24 | 11128.72€ |
| 2024-10-23 | 11086.22€ |
| 2024-10-22 | 11221.08€ |
| 2024-10-21 | 11230.89€ |
| 2024-10-20 | 11178.45€ |
| 2024-10-19 | 11178.45€ |
| 2024-10-18 | 11178.45€ |
| 2024-10-17 | 11175.27€ |
| 2024-10-16 | 11141.59€ |
| 2024-10-15 | 11095.61€ |
| 2024-10-14 | 11186.35€ |
| 2024-10-13 | 11119.94€ |
| 2024-10-12 | 11119.94€ |
| 2024-10-11 | 11119.94€ |
| 2024-10-10 | 11070.42€ |
| 2024-10-09 | 11062.42€ |
| 2024-10-08 | 11009.37€ |
| 2024-10-07 | 10853.96€ |
| 2024-10-06 | 10879.49€ |
| 2024-10-05 | 10879.49€ |
| 2024-10-04 | 10879.49€ |
| 2024-10-03 | 10802.36€ |
| 2024-10-02 | 10776.28€ |
| 2024-10-01 | 10775.65€ |
| 2024-09-30 | 10857.31€ |
| 2024-09-29 | 10831.11€ |
| 2024-09-28 | 10831.11€ |
| 2024-09-27 | 10831.11€ |
| 2024-09-26 | 10879.29€ |
| 2024-09-25 | 10836.78€ |
| 2024-09-24 | 10814.05€ |
| 2024-09-23 | 10786.84€ |
| 2024-09-22 | 10796.43€ |
| 2024-09-21 | 10796.43€ |
| 2024-09-20 | 10796.43€ |
| 2024-09-19 | 10835.8€ |
| 2024-09-18 | 10725.92€ |
| 2024-09-17 | 10789.76€ |
| 2024-09-16 | 10839.25€ |
| 2024-09-15 | 10836.31€ |
| 2024-09-14 | 10836.31€ |
| 2024-09-12 | 10812.38€ |
| 2024-09-11 | 10716.97€ |
| 2024-09-10 | 10598.01€ |
| 2024-09-09 | 10558.39€ |
| 2024-09-08 | 10455.19€ |
| 2024-09-07 | 10455.19€ |
| 2024-09-06 | 10455.18€ |
| 2024-09-05 | 10604.41€ |
| 2024-09-04 | 10627.55€ |
| 2024-09-03 | 10628.72€ |
| 2024-09-02 | 10832.95€ |
| 2024-09-01 | 10832.95€ |
| 2024-08-31 | 10832.95€ |
| 2024-08-30 | 10832.95€ |
| 2024-08-29 | 10786.64€ |
| 2024-08-28 | 10885.87€ |
| 2024-08-27 | 10914.88€ |
| 2024-08-27 | 10902.56€ |
| 2024-07-16 | 10675.0€ |
| 2024-07-15 | 10689.71€ |
| 2024-07-14 | 10705.65€ |
| 2024-07-13 | 11528.12€ |
| 2024-07-12 | 11528.12€ |
| 2024-07-11 | 11493.0€ |
| 2024-07-10 | 11650.43€ |
| 2024-07-09 | 11534.46€ |
| 2024-07-08 | 11513.06€ |
| 2024-07-07 | 11469.4€ |
| 2024-06-29 | 11328.08€ |
| 2024-06-26 | 11372.65€ |
| 2024-06-24 | 11292.92€ |
| 2024-06-23 | 11386.52€ |
| 2024-06-21 | 11386.52€ |
| 2024-06-17 | 10041.03€ |
| 2024-06-16 | 9934.22€ |
| 2024-06-15 | 9934.22€ |
| 2024-06-12 | 9791.18€ |
| 2024-06-10 | 9714.63€ |
| 2024-06-09 | 9678.27€ |
| 2024-06-08 | 11024.32€ |
| 2024-06-07 | 11024.32€ |
| 2024-06-06 | 11024.46€ |
| 2024-06-05 | 11045.99€ |
| 2024-06-04 | 10855.59€ |
| 2024-06-03 | 10800.83€ |
| 2024-06-02 | 10723.48€ |
| 2024-06-01 | 10723.48€ |
| 2024-05-31 | 10723.48€ |
| 2024-05-30 | 10707.43€ |
| 2024-05-29 | 10788.34€ |
| 2024-05-28 | 10822.23€ |
| 2024-05-27 | 10802.24€ |
| 2024-05-26 | 10802.24€ |
| 2024-05-25 | 10802.24€ |
| 2024-05-24 | 10802.24€ |
| 2024-05-23 | 10703.81€ |
| 2024-05-21 | 10637.75€ |
| 2024-05-21 | 10637.75€ |
| 2024-05-21 | 10640.2€ |
| 2024-05-21 | 10640.2€ |
| 2024-05-21 | 10640.2€ |
| 2024-05-21 | 10640.2€ |
| 2024-05-21 | 10640.45€ |
| 2024-05-21 | 10640.2€ |
| 2024-05-21 | 10640.45€ |
| 2024-04-25 | 10216.38€ |
| 2024-04-24 | 10306.78€ |
| 2024-04-23 | 10336.02€ |
| 2024-04-22 | 10215.05€ |
| 2024-04-21 | 10129.53€ |
| 2024-04-20 | 10129.53€ |
| 2024-04-19 | 10129.53€ |
| 2024-04-18 | 10293.36€ |
| 2024-04-17 | 10282.09€ |
| 2024-04-16 | 10352.68€ |
| 2024-04-15 | 10306.04€ |
| 2024-04-14 | 10406.5€ |
| 2024-04-13 | 10406.5€ |
| 2024-04-12 | 10406.5€ |
| 2024-04-11 | 10518.51€ |
| 2024-04-10 | 10435.77€ |
| 2024-04-04 | 10540.24€ |
| 2024-04-02 | 10544.88€ |
| 2024-04-01 | 10597.4€ |
| 2024-03-31 | 10575.0€ |
| 2024-03-30 | 10575.0€ |
| 2024-03-29 | 10575.0€ |
| 2024-03-28 | 10575.0€ |
| 2024-03-27 | 10588.13€ |
| 2024-03-26 | 10621.25€ |
| 2024-03-25 | 10673.9€ |
| 2024-03-24 | 10722.06€ |
| 2024-03-23 | 10722.06€ |
| 2024-03-22 | 10722.06€ |
| 2024-03-21 | 10679.07€ |
| 2024-03-20 | 10582.62€ |
| 2024-03-19 | 10522.54€ |
| 2024-03-18 | 10484.61€ |
| 2024-03-17 | 10443.81€ |
| 2024-03-16 | 10443.81€ |
| 2024-03-15 | 10443.81€ |
| 2024-03-14 | 10494.36€ |
| 2024-03-13 | 10541.68€ |
| 2024-03-12 | 10572.26€ |
| 2024-03-11 | 10456.51€ |
| 2024-03-10 | 10512.52€ |
| 2024-03-09 | 10512.52€ |
| 2024-03-08 | 10512.52€ |
| 2024-03-07 | 10648.61€ |
| 2024-03-06 | 10534.44€ |
| 2024-03-05 | 10492.71€ |
| 2024-03-04 | 10560.8€ |
| 2024-03-03 | 10564.15€ |
| 2024-03-02 | 10564.15€ |
| 2024-03-01 | 10564.15€ |
| 2024-02-29 | 10442.89€ |
| 2024-02-28 | 10432.81€ |
| 2024-02-27 | 10451.0€ |
| 2024-02-26 | 10417.74€ |
| 2024-02-25 | 10374.86€ |
| 2024-02-24 | 10374.86€ |
| 2024-02-23 | 10374.86€ |
| 2024-02-22 | 10342.01€ |
| 2024-02-21 | 10085.96€ |
| 2024-02-20 | 10257.53€ |
| 2024-02-19 | 10319.26€ |
| 2024-02-18 | 10319.26€ |
| 2024-02-17 | 10319.26€ |
| 2024-02-16 | 10319.26€ |
| 2024-02-15 | 10355.34€ |
| 2024-02-12 | 10329.09€ |
| 2024-02-11 | 10359.19€ |
| 2024-02-10 | 10359.19€ |
| 2024-02-09 | 10359.19€ |
| 2024-02-08 | 10304.44€ |
| 2024-02-07 | 10329.0€ |
| 2024-02-06 | 10196.68€ |
| 2024-02-05 | 10256.48€ |
| 2024-02-04 | 10240.95€ |
| 2024-02-03 | 10240.95€ |
| 2024-02-02 | 10240.95€ |
| 2024-02-01 | 10067.39€ |
| 2024-01-31 | 9969.31€ |
| 2024-01-30 | 10099.11€ |
