c-commodium-momentum
22 March, 2025 | 5 Min ReadIntroduction to our strategy
created in basebot
Quick Summary
| Metric | Value |
|---|
| Return % p.a. | -73 |
| Days active | 497 |
| Starting capital | 9996.79 |
| Current capital | 0.0€ |
Current portfolio
| Ticker | Qty | Crnt Price | Worth (USD) |
|---|
| SHV | 90.41927 | 0 | 0.0 |
Detailed statistics
| Strategy |
|---|
| Start Period | 2023-11-12 |
|---|
| End Period | 2025-02-18 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.63 |
|---|
| Cumulative Return | - |
|---|
| CAGR﹪ | -1.0 |
|---|
| Sharpe | -1.45 |
|---|
| Prob. Sharpe Ratio | - |
|---|
| Sortino | -1.44 |
|---|
| Sortino/√2 | -1.02 |
|---|
| Omega | 0.02 |
|---|
| Max Drawdown | -1.0 |
|---|
| Longest DD Days | 211 |
|---|
| Gain/Pain Ratio | -0.98 |
|---|
| Gain/Pain (1M) | -1.0 |
|---|
| Payoff Ratio | 0 |
|---|
| Profit Factor | - |
|---|
| Common Sense Ratio | 0.01 |
|---|
| CPC Index | 0 |
|---|
| Tail Ratio | 0.98 |
|---|
| Outlier Win Ratio | 0 |
|---|
| Outlier Loss Ratio | 0.04 |
|---|
| MTD | - |
|---|
| 3M | - |
|---|
| 6M | - |
|---|
| YTD | - |
|---|
| 1Y | - |
|---|
| 3Y (ann.) | -1.0 |
|---|
| 5Y (ann.) | -1.0 |
|---|
| 10Y (ann.) | -1.0 |
|---|
| All-time (ann.) | -1.0 |
|---|
| Avg. Drawdown | -0.2 |
|---|
| Avg. Drawdown Days | 89 |
|---|
| Recovery Factor | 3.0 |
|---|
| Ulcer Index | 0.39 |
|---|
| Serenity Index | - |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
| 2023-11-22 00:10:16.261643 | Buy | SHV | 110.430000 | 10000.0 | 1104300.00 |
| 2023-11-21 00:10:16.059913 | Buy | SHV | 110.389999 | 10000.0 | 1103899.99 |
| 2023-11-20 00:10:15.310427 | Buy | SHV | 110.379997 | 10000.0 | 1103799.97 |
| 2023-11-19 00:10:20.748369 | Buy | SHV | 110.379997 | 10000.0 | 1103799.97 |
| 2023-11-17 00:10:16.050198 | Buy | SHV | 110.370003 | 10000.0 | 1103700.03 |
Portfolio worth over time
| Date | Portfolio Worth |
|---|
| 2025-03-21 | 0.0€ |
| 2025-03-20 | 0.0€ |
| 2025-03-19 | 0.0€ |
| 2025-03-18 | 0.0€ |
| 2025-03-17 | 0.0€ |
| 2025-03-16 | 0.0€ |
| 2025-03-15 | 0.0€ |
| 2025-03-14 | 0.0€ |
| 2025-03-13 | 0.0€ |
| 2025-03-12 | 0.0€ |
| 2025-03-11 | 0.0€ |
| 2025-03-10 | 0.0€ |
| 2025-03-09 | 0.0€ |
| 2025-03-08 | 0.0€ |
| 2025-03-07 | 0.0€ |
| 2025-03-06 | 0.0€ |
| 2025-03-05 | 0.0€ |
| 2025-03-04 | 0.0€ |
| 2025-03-03 | 0.0€ |
| 2025-03-02 | 0.0€ |
| 2025-03-01 | 0.0€ |
| 2025-02-28 | 0.0€ |
| 2025-02-27 | 0.0€ |
| 2025-02-26 | 0.0€ |
| 2025-02-25 | 0.0€ |
| 2025-02-24 | 0.0€ |
| 2025-02-23 | 0.0€ |
| 2025-02-22 | 0.0€ |
| 2025-02-21 | 0.0€ |
| 2025-02-20 | 0.0€ |
| 2025-02-19 | 0.0€ |
| 2025-02-18 | 0.0€ |
| 2025-02-17 | 9971.44€ |
| 2025-02-16 | 9971.44€ |
| 2025-02-15 | 9971.44€ |
| 2025-02-14 | 9971.44€ |
| 2025-02-13 | 9966.92€ |
| 2025-02-12 | 0.0€ |
| 2025-02-11 | 9964.2€ |
| 2025-02-10 | 9963.75€ |
| 2025-02-09 | 9963.3€ |
| 2025-02-08 | 9963.3€ |
| 2025-02-07 | 9963.3€ |
| 2025-02-06 | 9960.59€ |
| 2025-02-05 | 9958.78€ |
| 2025-02-04 | 9957.87€ |
| 2025-02-03 | 9956.97€ |
| 2025-02-02 | 9992.23€ |
| 2025-02-01 | 9992.23€ |
| 2025-01-31 | 9991.78€ |
| 2025-01-30 | 9988.62€ |
| 2025-01-29 | 9987.71€ |
| 2025-01-28 | 9986.81€ |
| 2025-01-27 | 9985.9€ |
| 2025-01-26 | 9984.1€ |
| 2025-01-25 | 9984.1€ |
| 2025-01-24 | 9984.1€ |
| 2025-01-23 | 9980.48€ |
| 2025-01-22 | 9978.67€ |
| 2025-01-21 | 9978.22€ |
| 2025-01-20 | 9976.86€ |
| 2025-01-19 | 9976.86€ |
| 2025-01-18 | 9976.86€ |
| 2025-01-17 | 9976.86€ |
| 2025-01-16 | 9971.89€ |
| 2025-01-15 | 9971.44€ |
| 2025-01-14 | 9969.63€ |
| 2025-01-13 | 9968.72€ |
| 2025-01-12 | 9966.92€ |
| 2025-01-11 | 9966.92€ |
| 2025-01-10 | 9966.92€ |
| 2025-01-09 | 9964.2€ |
| 2025-01-08 | 9964.2€ |
| 2025-01-07 | 9964.2€ |
| 2025-01-06 | 9961.94€ |
| 2025-01-05 | 9960.59€ |
| 2025-01-04 | 9960.59€ |
| 2025-01-03 | 9960.59€ |
| 2025-01-02 | 9957.87€ |
| 2025-01-01 | 9956.07€ |
| 2024-12-31 | 9956.07€ |
| 2024-12-30 | 9955.16€ |
| 2024-12-29 | 9952.45€ |
| 2024-12-28 | 9952.45€ |
| 2024-12-27 | 9952.45€ |
| 2024-12-26 | 9949.74€ |
| 2024-12-25 | 0.0€ |
| 2024-12-24 | 9947.93€ |
| 2024-12-23 | 9945.22€ |
| 2024-12-22 | 9944.31€ |
| 2024-12-21 | 9944.31€ |
| 2024-12-20 | 9943.86€ |
| 2024-12-19 | 9941.15€ |
| 2024-12-18 | 9938.89€ |
| 2024-12-17 | 9975.96€ |
| 2024-12-16 | 9975.96€ |
| 2024-12-15 | 9973.25€ |
| 2024-12-14 | 9973.25€ |
| 2024-12-13 | 9973.25€ |
| 2024-12-12 | 9970.53€ |
| 2024-12-11 | 9969.63€ |
| 2024-12-10 | 9967.82€ |
| 2024-12-09 | 9967.82€ |
| 2024-12-08 | 9966.01€ |
| 2024-12-07 | 9966.01€ |
| 2024-12-06 | 9966.01€ |
| 2024-12-05 | 9961.49€ |
| 2024-12-04 | 9958.78€ |
| 2024-12-03 | 9958.78€ |
| 2024-12-02 | 9956.07€ |
| 2024-12-01 | 9992.23€ |
| 2024-11-30 | 9992.23€ |
| 2024-11-29 | 9991.78€ |
| 2024-11-28 | 9987.71€ |
| 2024-11-27 | 9987.71€ |
| 2024-11-26 | 9985.9€ |
| 2024-11-25 | 9984.55€ |
| 2024-11-24 | 9983.19€ |
| 2024-11-23 | 9983.19€ |
| 2024-11-22 | 9983.19€ |
| 2024-11-21 | 9979.58€ |
| 2024-11-20 | 9979.58€ |
| 2024-11-19 | 9977.31€ |
| 2024-11-18 | 9975.96€ |
| 2024-11-17 | 9974.15€ |
| 2024-11-16 | 9974.15€ |
| 2024-11-15 | 9974.15€ |
| 2024-11-14 | 9971.89€ |
| 2024-11-13 | 9971.44€ |
| 2024-11-12 | 9969.63€ |
| 2024-11-11 | 9968.72€ |
| 2024-11-10 | 9969.63€ |
| 2024-11-09 | 9969.63€ |
| 2024-11-08 | 9969.63€ |
| 2024-11-07 | 9964.2€ |
| 2024-11-06 | 9961.49€ |
| 2024-11-05 | 9961.49€ |
| 2024-11-04 | 9961.04€ |
| 2024-11-03 | 9959.68€ |
| 2024-11-02 | 9959.68€ |
| 2024-10-29 | 9993.14€ |
| 2024-10-28 | 9992.69€ |
| 2024-10-27 | 9990.42€ |
| 2024-10-26 | 9990.42€ |
| 2024-10-25 | 9990.42€ |
| 2024-10-24 | 9986.81€ |
| 2024-10-23 | 9985.0€ |
| 2024-10-22 | 9985.0€ |
| 2024-10-21 | 9985.0€ |
| 2024-10-20 | 9984.1€ |
| 2024-10-19 | 9984.1€ |
| 2024-10-18 | 9984.1€ |
| 2024-10-17 | 9979.58€ |
| 2024-10-16 | 9979.58€ |
| 2024-10-15 | 9977.77€ |
| 2024-10-14 | 9976.86€ |
| 2024-10-13 | 9975.96€ |
| 2024-10-12 | 9975.96€ |
| 2024-10-11 | 9975.96€ |
| 2024-10-10 | 9971.44€ |
| 2024-10-09 | 9970.53€ |
| 2024-10-08 | 9969.63€ |
| 2024-10-07 | 9966.92€ |
| 2024-10-06 | 9967.82€ |
| 2024-10-05 | 9967.82€ |
| 2024-10-04 | 9967.82€ |
| 2024-10-03 | 9964.2€ |
| 2024-10-02 | 9964.2€ |
| 2024-10-01 | 9964.2€ |
| 2024-09-30 | 10003.08€ |
| 2024-09-29 | 10003.08€ |
| 2024-09-28 | 10003.08€ |
| 2024-09-27 | 10003.08€ |
| 2024-09-26 | 9999.47€ |
| 2024-09-25 | 9998.56€ |
| 2024-09-24 | 9996.75€ |
| 2024-09-23 | 9995.4€ |
| 2024-09-22 | 9994.04€ |
| 2024-09-21 | 9994.04€ |
| 2024-09-20 | 9994.04€ |
| 2024-09-19 | 9989.52€ |
| 2024-09-18 | 9987.71€ |
| 2024-09-17 | 9984.1€ |
| 2024-09-16 | 9983.19€ |
| 2024-09-15 | 9979.58€ |
| 2024-09-14 | 9979.58€ |
| 2024-09-12 | 9974.15€ |
| 2024-09-11 | 9972.34€ |
| 2024-09-10 | 9973.25€ |
| 2024-09-09 | 9969.63€ |
| 2024-09-08 | 9969.63€ |
| 2024-09-07 | 9969.63€ |
| 2024-09-06 | 9969.63€ |
| 2024-09-05 | 9965.11€ |
| 2024-09-04 | 9963.3€ |
| 2024-09-03 | 9960.59€ |
| 2024-09-02 | 10000.37€ |
| 2024-09-01 | 10000.37€ |
| 2024-08-31 | 10000.37€ |
| 2024-08-30 | 10000.37€ |
| 2024-08-29 | 9996.75€ |
| 2024-08-28 | 9995.85€ |
| 2024-08-27 | 9994.04€ |
| 2024-08-27 | 9993.14€ |
| 2024-07-16 | 9973.25€ |
| 2024-07-15 | 9972.34€ |
| 2024-07-14 | 9970.53€ |
| 2024-07-13 | 9970.53€ |
| 2024-07-12 | 9970.53€ |
| 2024-07-11 | 9965.11€ |
| 2024-07-10 | 9962.4€ |
| 2024-07-09 | 9961.49€ |
| 2024-07-08 | 9961.49€ |
| 2024-07-07 | 9958.78€ |
| 2024-06-29 | 9991.33€ |
| 2024-06-26 | 9984.1€ |
| 2024-06-24 | 9982.29€ |
| 2024-06-23 | 9981.38€ |
| 2024-06-21 | 9981.38€ |
| 2024-06-17 | 9972.34€ |
| 2024-06-16 | 9971.44€ |
| 2024-06-15 | 9971.44€ |
| 2024-06-12 | 9966.01€ |
| 2024-06-10 | 9961.49€ |
| 2024-06-09 | 9959.68€ |
| 2024-06-08 | 9959.68€ |
| 2024-06-07 | 9959.68€ |
| 2024-06-06 | 9956.97€ |
| 2024-06-05 | 9954.26€ |
| 2024-06-04 | 9953.35€ |
| 2024-06-03 | 9951.54€ |
| 2024-06-02 | 9992.23€ |
| 2024-06-01 | 9992.23€ |
| 2024-05-31 | 9992.23€ |
| 2024-05-30 | 9988.62€ |
| 2024-05-29 | 9985.9€ |
| 2024-05-28 | 9985.0€ |
| 2024-05-27 | 9985.9€ |
| 2024-05-26 | 9985.9€ |
| 2024-05-25 | 9985.9€ |
| 2024-05-24 | 9985.45€ |
| 2024-05-23 | 9984.55€ |
| 2024-05-21 | 9976.86€ |
| 2024-05-21 | 9976.86€ |
| 2024-05-21 | 9977.77€ |
| 2024-05-21 | 9977.77€ |
| 2024-05-21 | 9977.77€ |
| 2024-05-21 | 9977.77€ |
| 2024-05-21 | 9977.77€ |
| 2024-05-21 | 9977.77€ |
| 2024-05-21 | 9977.77€ |
| 2024-04-25 | 9985.0€ |
| 2024-04-24 | 9982.29€ |
| 2024-04-23 | 9980.48€ |
| 2024-04-22 | 9978.67€ |
| 2024-04-21 | 9977.77€ |
| 2024-04-20 | 9977.77€ |
| 2024-04-19 | 9977.77€ |
| 2024-04-18 | 9975.96€ |
| 2024-04-17 | 9971.44€ |
| 2024-04-16 | 9969.63€ |
| 2024-04-15 | 9968.72€ |
| 2024-04-14 | 9967.82€ |
| 2024-04-13 | 9967.82€ |
| 2024-04-12 | 9967.82€ |
| 2024-04-11 | 9966.92€ |
| 2024-04-10 | 9962.4€ |
| 2024-04-04 | 9954.26€ |
| 2024-04-02 | 9953.35€ |
| 2024-04-01 | 9952.0€ |
| 2024-03-31 | 9994.95€ |
| 2024-03-30 | 9994.95€ |
| 2024-03-29 | 9994.95€ |
| 2024-03-28 | 9994.95€ |
| 2024-03-27 | 9994.04€ |
| 2024-03-26 | 9987.71€ |
| 2024-03-25 | 9985.9€ |
| 2024-03-24 | 9985.9€ |
| 2024-03-23 | 9985.9€ |
| 2024-03-22 | 9985.9€ |
| 2024-03-21 | 9983.19€ |
| 2024-03-20 | 9979.58€ |
| 2024-03-19 | 9976.86€ |
| 2024-03-18 | 9975.96€ |
| 2024-03-17 | 9975.05€ |
| 2024-03-16 | 9975.05€ |
| 2024-03-15 | 9975.05€ |
| 2024-03-14 | 9973.25€ |
| 2024-03-13 | 9968.72€ |
| 2024-03-12 | 9967.82€ |
| 2024-03-11 | 9966.01€ |
| 2024-03-10 | 9965.11€ |
| 2024-03-09 | 9965.11€ |
| 2024-03-08 | 9965.11€ |
| 2024-03-07 | 9964.2€ |
| 2024-03-06 | 9960.59€ |
| 2024-03-05 | 9958.33€ |
| 2024-03-04 | 9956.97€ |
| 2024-03-03 | 9956.07€ |
| 2024-03-02 | 9956.07€ |
| 2024-03-01 | 9956.07€ |
| 2024-02-29 | 9994.04€ |
| 2024-02-28 | 9988.62€ |
| 2024-02-27 | 9987.71€ |
| 2024-02-26 | 9985.9€ |
| 2024-02-25 | 9985.9€ |
| 2024-02-24 | 9985.9€ |
| 2024-02-23 | 9985.9€ |
| 2024-02-22 | 9984.1€ |
| 2024-02-21 | 9980.48€ |
| 2024-02-20 | 9979.58€ |
| 2024-02-19 | 9977.77€ |
| 2024-02-18 | 9977.77€ |
| 2024-02-17 | 9977.77€ |
| 2024-02-16 | 9977.77€ |
| 2024-02-15 | 9977.77€ |
| 2024-02-12 | 9970.53€ |
| 2024-02-11 | 9969.63€ |
| 2024-02-10 | 9969.63€ |
| 2024-02-09 | 9969.63€ |
| 2024-02-08 | 9968.72€ |
| 2024-02-07 | 9964.2€ |
| 2024-02-06 | 9962.4€ |
| 2024-02-05 | 9959.68€ |
| 2024-02-04 | 9958.78€ |
| 2024-02-03 | 9958.78€ |
| 2024-02-02 | 9958.78€ |
| 2024-02-01 | 9961.49€ |
| 2024-01-31 | 9997.66€ |
| 2024-01-30 | 9994.95€ |
| 2024-01-28 | 9993.14€ |
| 2024-01-27 | 9993.14€ |
| 2024-01-26 | 9993.14€ |
| 2024-01-25 | 9992.23€ |
| 2024-01-24 | 9986.81€ |
| 2024-01-23 | 9985.9€ |
| 2024-01-22 | 9985.9€ |
| 2024-01-21 | 9984.1€ |
| 2024-01-20 | 9984.1€ |
| 2024-01-19 | 9984.1€ |
| 2024-01-18 | 9981.38€ |
| 2024-01-17 | 9978.67€ |
| 2024-01-16 | 9976.86€ |
| 2024-01-15 | 9976.86€ |
| 2024-01-14 | 9976.86€ |
| 2024-01-13 | 9976.86€ |
| 2024-01-12 | 9976.86€ |
| 2024-01-11 | 9974.15€ |
| 2024-01-10 | 9967.82€ |
| 2024-01-09 | 9966.01€ |
| 2024-01-08 | 9965.11€ |
| 2024-01-07 | 9963.3€ |
| 2024-01-06 | 9963.3€ |
| 2024-01-05 | 9963.3€ |
| 2024-01-04 | 9962.4€ |
| 2024-01-03 | 9957.87€ |
| 2024-01-02 | 9956.97€ |
| 2024-01-01 | 9957.87€ |
| 2023-12-31 | 9957.87€ |
| 2023-12-30 | 9957.87€ |
| 2023-12-29 | 9957.87€ |
| 2023-12-28 | 9955.16€ |
| 2023-12-28 | 9948.83€ |
| 2023-12-27 | 9948.83€ |
| 2023-12-26 | 9948.83€ |
| 2023-12-25 | 9947.02€ |
| 2023-12-24 | 9947.02€ |
| 2023-12-23 | 9947.02€ |
| 2023-12-22 | 9947.02€ |
| 2023-12-21 | 9945.22€ |
| 2023-12-20 | 9938.89€ |
| 2023-12-19 | 9936.17€ |
| 2023-12-18 | 9935.72€ |
| 2023-12-17 | 9934.37€ |
| 2023-12-16 | 9934.37€ |
| 2023-12-15 | 9934.37€ |
| 2023-12-14 | 9933.46€ |
| 2023-12-13 | 9974.15€ |
| 2023-12-12 | 9970.53€ |
| 2023-12-11 | 9967.82€ |
| 2023-12-10 | 9967.82€ |
| 2023-12-09 | 9967.82€ |
| 2023-12-08 | 9967.82€ |
| 2023-12-07 | 9967.82€ |
| 2023-12-06 | 9963.3€ |
| 2023-12-06 | 9962.85€ |
| 2023-11-22 | 9988.62€ |
| 2023-11-21 | 9988.62€ |
| 2023-11-20 | 9985.9€ |
| 2023-11-19 | 9985.0€ |
| 2023-11-16 | 9990.43€ |
| 2023-11-15 | 9985.9€ |
| 2023-11-14 | 9988.62€ |
| 2023-11-13 | 9985.91€ |
| 2023-11-12 | 9985.0€ |
| 2023-11-10 | 9996.79€ |
