c-largecap-volume
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 | 10000 |
| Current capital | 0.0€ |
Current portfolio
| Ticker | Qty | Crnt Price | Worth (USD) |
|---|
| VLUE | 22.160890 | 0 | 0.0 |
| FNDX | 43.169571 | 0 | 0.0 |
| VTV | 19.254358 | 0 | 0.0 |
| RWL | 33.382381 | 0 | 0.0 |
Detailed statistics
| Strategy |
|---|
| Start Period | 2023-11-12 |
|---|
| End Period | 2025-02-18 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.69 |
|---|
| Cumulative Return | -1.0 |
|---|
| CAGR﹪ | -1.0 |
|---|
| Sharpe | -0.52 |
|---|
| Prob. Sharpe Ratio | 0.22 |
|---|
| Sortino | -0.57 |
|---|
| Sortino/√2 | -0.4 |
|---|
| Omega | 0.67 |
|---|
| Max Drawdown | -1.0 |
|---|
| Longest DD Days | 132 |
|---|
| Gain/Pain Ratio | -0.33 |
|---|
| Gain/Pain (1M) | -0.69 |
|---|
| Payoff Ratio | 0.57 |
|---|
| Profit Factor | 0.67 |
|---|
| Common Sense Ratio | 0.75 |
|---|
| CPC Index | 0.21 |
|---|
| Tail Ratio | 1.12 |
|---|
| Outlier Win Ratio | 4.64 |
|---|
| Outlier Loss Ratio | 3.78 |
|---|
| MTD | -1.0 |
|---|
| 3M | -1.0 |
|---|
| 6M | -1.0 |
|---|
| YTD | -1.0 |
|---|
| 1Y | -1.0 |
|---|
| 3Y (ann.) | -1.0 |
|---|
| 5Y (ann.) | -1.0 |
|---|
| 10Y (ann.) | -1.0 |
|---|
| All-time (ann.) | -1.0 |
|---|
| Avg. Drawdown | -0.05 |
|---|
| Avg. Drawdown Days | 15 |
|---|
| Recovery Factor | 0.75 |
|---|
| Ulcer Index | 0.11 |
|---|
| Serenity Index | -1.88 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
| 2023-11-22 00:10:14.957492 | Buy | RWL | 80.620003 | 2695.330683 | 217297.57 |
| 2023-11-22 00:10:14.927363 | Buy | VTV | 141.320007 | 2725.113652 | 385113.08 |
| 2023-11-22 00:10:14.890609 | Buy | FNDX | 58.270000 | 2519.269809 | 146797.85 |
| 2023-11-22 00:10:14.859488 | Buy | VLUE | 92.830002 | 2060.285855 | 191256.34 |
| 2023-11-21 00:10:14.775943 | Buy | RWL | 80.709999 | 2706.167723 | 218414.79 |
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 | 10420.83€ |
| 2025-02-16 | 10420.83€ |
| 2025-02-15 | 10420.83€ |
| 2025-02-14 | 10420.83€ |
| 2025-02-13 | 10431.63€ |
| 2025-02-12 | 7873.66€ |
| 2025-02-11 | 6927.04€ |
| 2025-02-10 | 10314.64€ |
| 2025-02-09 | 10280.63€ |
| 2025-02-08 | 10280.63€ |
| 2025-02-07 | 10280.63€ |
| 2025-02-06 | 10343.28€ |
| 2025-02-05 | 10380.1€ |
| 2025-02-04 | 10322.4€ |
| 2025-02-03 | 10292.89€ |
| 2025-02-02 | 10334.92€ |
| 2025-02-01 | 10334.92€ |
| 2025-01-31 | 10334.92€ |
| 2025-01-30 | 10402.72€ |
| 2025-01-29 | 10331.19€ |
| 2025-01-28 | 10336.98€ |
| 2025-01-27 | 10405.74€ |
| 2025-01-26 | 10376.06€ |
| 2025-01-25 | 10376.06€ |
| 2025-01-24 | 10376.06€ |
| 2025-01-23 | 10381.86€ |
| 2025-01-22 | 10312.26€ |
| 2025-01-21 | 10341.8€ |
| 2025-01-20 | 10238.76€ |
| 2025-01-19 | 10238.76€ |
| 2025-01-18 | 10238.76€ |
| 2025-01-17 | 10238.76€ |
| 2025-01-16 | 10160.16€ |
| 2025-01-15 | 10118.15€ |
| 2025-01-14 | 9992.69€ |
| 2025-01-13 | 9921.26€ |
| 2025-01-12 | 9846.3€ |
| 2025-01-11 | 9846.3€ |
| 2025-01-10 | 9846.3€ |
| 2025-01-09 | 9967.21€ |
| 2025-01-08 | 9967.21€ |
| 2025-01-07 | 9959.66€ |
| 2025-01-06 | 9981.96€ |
| 2025-01-05 | 9969.36€ |
| 2025-01-04 | 9969.36€ |
| 2025-01-03 | 9969.36€ |
| 2025-01-02 | 9871.25€ |
| 2025-01-01 | 9891.23€ |
| 2024-12-31 | 9891.23€ |
| 2024-12-30 | 9881.49€ |
| 2024-12-29 | 9987.9€ |
| 2024-12-28 | 9987.9€ |
| 2024-12-27 | 9987.9€ |
| 2024-12-26 | 10049.89€ |
| 2024-12-25 | 7657.99€ |
| 2024-12-24 | 10025.66€ |
| 2024-12-23 | 9945.03€ |
| 2024-12-22 | 9939.94€ |
| 2024-12-21 | 9939.94€ |
| 2024-12-20 | 9939.94€ |
| 2024-12-19 | 9817.35€ |
| 2024-12-18 | 9862.41€ |
| 2024-12-17 | 10119.71€ |
| 2024-12-16 | 10203.32€ |
| 2024-12-15 | 10241.88€ |
| 2024-12-14 | 10241.88€ |
| 2024-12-13 | 10241.88€ |
| 2024-12-12 | 10259.03€ |
| 2024-12-11 | 10300.36€ |
| 2024-12-10 | 10326.35€ |
| 2024-12-09 | 10379.11€ |
| 2024-12-08 | 10433.73€ |
| 2024-12-07 | 10433.73€ |
| 2024-12-06 | 10433.73€ |
| 2024-12-05 | 10457.22€ |
| 2024-12-04 | 10492.03€ |
| 2024-12-03 | 10509.58€ |
| 2024-12-02 | 10557.19€ |
| 2024-12-01 | 10599.86€ |
| 2024-11-30 | 10599.86€ |
| 2024-11-29 | 10599.75€ |
| 2024-11-28 | 10567.36€ |
| 2024-11-27 | 10567.36€ |
| 2024-11-26 | 10579.51€ |
| 2024-11-25 | 10592.73€ |
| 2024-11-24 | 10510.17€ |
| 2024-11-23 | 10510.17€ |
| 2024-11-22 | 10510.17€ |
| 2024-11-21 | 10422.56€ |
| 2024-11-20 | 10308.05€ |
| 2024-11-19 | 10279.05€ |
| 2024-11-18 | 10325.1€ |
| 2024-11-17 | 10268.45€ |
| 2024-11-16 | 10268.45€ |
| 2024-11-15 | 10268.45€ |
| 2024-11-14 | 10337.54€ |
| 2024-11-13 | 10401.6€ |
| 2024-11-12 | 10380.89€ |
| 2024-11-11 | 10464.79€ |
| 2024-11-10 | 10410.26€ |
| 2024-11-09 | 10410.26€ |
| 2024-11-08 | 10410.26€ |
| 2024-11-07 | 10359.94€ |
| 2024-11-06 | 10366.14€ |
| 2024-11-05 | 10066.11€ |
| 2024-11-04 | 9959.43€ |
| 2024-11-03 | 9976.37€ |
| 2024-11-02 | 9976.37€ |
| 2024-10-29 | 10049.02€ |
| 2024-10-28 | 10106.53€ |
| 2024-10-27 | 10049.9€ |
| 2024-10-26 | 10049.9€ |
| 2024-10-25 | 10049.9€ |
| 2024-10-24 | 10103.45€ |
| 2024-10-23 | 10114.62€ |
| 2024-10-22 | 10144.64€ |
| 2024-10-21 | 10160.59€ |
| 2024-10-20 | 10252.6€ |
| 2024-10-19 | 10252.6€ |
| 2024-10-18 | 10252.6€ |
| 2024-10-17 | 10252.96€ |
| 2024-10-16 | 10274.16€ |
| 2024-10-15 | 10188.1€ |
| 2024-10-14 | 10247.65€ |
| 2024-10-13 | 10183.5€ |
| 2024-10-12 | 10183.5€ |
| 2024-10-11 | 10183.5€ |
| 2024-10-10 | 12141.34€ |
| 2024-10-09 | 12185.17€ |
| 2024-10-08 | 12089.5€ |
| 2024-10-07 | 12067.04€ |
| 2024-10-06 | 12150.71€ |
| 2024-10-05 | 12150.71€ |
| 2024-10-04 | 12150.71€ |
| 2024-10-03 | 12046.86€ |
| 2024-10-02 | 12078.75€ |
| 2024-10-01 | 12103.3€ |
| 2024-09-30 | 12149.32€ |
| 2024-09-29 | 12121.66€ |
| 2024-09-28 | 12121.66€ |
| 2024-09-27 | 12121.66€ |
| 2024-09-26 | 12077.5€ |
| 2024-09-25 | 12018.98€ |
| 2024-09-24 | 12124.12€ |
| 2024-09-23 | 12119.41€ |
| 2024-09-22 | 12079.6€ |
| 2024-09-21 | 12079.6€ |
| 2024-09-20 | 12079.6€ |
| 2024-09-19 | 12117.83€ |
| 2024-09-18 | 11985.37€ |
| 2024-09-17 | 12000.68€ |
| 2024-09-16 | 11988.18€ |
| 2024-09-15 | 11901.65€ |
| 2024-09-14 | 11901.65€ |
| 2024-09-12 | 11795.82€ |
| 2024-09-11 | 11722.72€ |
| 2024-09-10 | 11710.36€ |
| 2024-09-09 | 11733.21€ |
| 2024-09-08 | 11626.96€ |
| 2024-09-07 | 11626.96€ |
| 2024-09-06 | 11626.96€ |
| 2024-09-05 | 11767.93€ |
| 2024-09-04 | 11862.51€ |
| 2024-09-03 | 11889.05€ |
| 2024-09-02 | 12039.08€ |
| 2024-09-01 | 12039.08€ |
| 2024-08-31 | 12039.08€ |
| 2024-08-30 | 12039.08€ |
| 2024-08-29 | 11918.25€ |
| 2024-08-28 | 11879.97€ |
| 2024-08-27 | 11900.23€ |
| 2024-08-27 | 11878.97€ |
| 2024-07-16 | 11867.27€ |
| 2024-07-15 | 11685.37€ |
| 2024-07-14 | 11643.59€ |
| 2024-07-13 | 11643.59€ |
| 2024-07-12 | 11643.59€ |
| 2024-07-11 | 11571.95€ |
| 2024-07-10 | 11512.23€ |
| 2024-07-09 | 11408.3€ |
| 2024-07-08 | 11404.87€ |
| 2024-07-07 | 11374.43€ |
| 2024-06-29 | 11364.73€ |
| 2024-06-26 | 11355.95€ |
| 2024-06-24 | 11464.14€ |
| 2024-06-23 | 11407.49€ |
| 2024-06-21 | 11407.49€ |
| 2024-06-17 | 11353.49€ |
| 2024-06-16 | 11270.8€ |
| 2024-06-15 | 11270.8€ |
| 2024-06-12 | 11331.25€ |
| 2024-06-10 | 11368.26€ |
| 2024-06-09 | 11336.53€ |
| 2024-06-08 | 11336.53€ |
| 2024-06-07 | 11336.53€ |
| 2024-06-06 | 11354.01€ |
| 2024-06-05 | 11362.53€ |
| 2024-06-04 | 11295.38€ |
| 2024-06-03 | 11328.32€ |
| 2024-06-02 | 11378.1€ |
| 2024-06-01 | 11378.1€ |
| 2024-05-31 | 11378.1€ |
| 2024-05-30 | 11201.94€ |
| 2024-05-29 | 11150.83€ |
| 2024-05-28 | 11263.37€ |
| 2024-05-27 | 11332.45€ |
| 2024-05-26 | 11332.45€ |
| 2024-05-25 | 11332.45€ |
| 2024-05-24 | 11332.45€ |
| 2024-05-23 | 11279.36€ |
| 2024-05-21 | 11452.95€ |
| 2024-05-21 | 11452.95€ |
| 2024-05-21 | 11453.49€ |
| 2024-05-21 | 11453.49€ |
| 2024-05-21 | 11453.49€ |
| 2024-05-21 | 11453.49€ |
| 2024-05-21 | 11453.49€ |
| 2024-05-21 | 11453.49€ |
| 2024-05-21 | 11453.49€ |
| 2024-04-25 | 11145.88€ |
| 2024-04-24 | 11189.18€ |
| 2024-04-23 | 11184.75€ |
| 2024-04-22 | 11102.28€ |
| 2024-04-21 | 11021.18€ |
| 2024-04-20 | 11021.18€ |
| 2024-04-19 | 11021.18€ |
| 2024-04-18 | 10964.25€ |
| 2024-04-17 | 10949.36€ |
| 2024-04-16 | 10979.04€ |
| 2024-04-15 | 11031.48€ |
| 2024-04-14 | 11097.98€ |
| 2024-04-13 | 11097.98€ |
| 2024-04-12 | 11097.98€ |
| 2024-04-11 | 11267.65€ |
| 2024-04-10 | 11266.53€ |
| 2024-04-04 | 11453.77€ |
| 2024-04-02 | 11441.84€ |
| 2024-04-01 | 11533.21€ |
| 2024-03-31 | 11574.14€ |
| 2024-03-30 | 11574.14€ |
| 2024-03-29 | 11574.14€ |
| 2024-03-28 | 11574.14€ |
| 2024-03-27 | 11538.58€ |
| 2024-03-26 | 11376.82€ |
| 2024-03-25 | 11384.22€ |
| 2024-03-24 | 11398.42€ |
| 2024-03-23 | 11398.42€ |
| 2024-03-22 | 11398.42€ |
| 2024-03-21 | 11453.7€ |
| 2024-03-20 | 11417.19€ |
| 2024-03-19 | 11318.89€ |
| 2024-03-18 | 11258.81€ |
| 2024-03-17 | 11230.72€ |
| 2024-03-16 | 11230.72€ |
| 2024-03-15 | 11230.72€ |
| 2024-03-14 | 11244.28€ |
| 2024-03-13 | 11313.94€ |
| 2024-03-12 | 11297.78€ |
| 2024-03-11 | 11253.2€ |
| 2024-03-10 | 11218.06€ |
| 2024-03-09 | 11218.06€ |
| 2024-03-08 | 11218.06€ |
| 2024-03-07 | 11246.18€ |
| 2024-03-06 | 11175.23€ |
| 2024-03-05 | 11107.11€ |
| 2024-03-04 | 11148.14€ |
| 2024-03-03 | 11134.47€ |
| 2024-03-02 | 11134.47€ |
| 2024-03-01 | 11134.47€ |
| 2024-02-29 | 11064.55€ |
| 2024-02-28 | 11026.74€ |
| 2024-02-27 | 11039.31€ |
| 2024-02-26 | 11008.51€ |
| 2024-02-25 | 11052.37€ |
| 2024-02-24 | 11052.37€ |
| 2024-02-23 | 11052.37€ |
| 2024-02-22 | 11022.8€ |
| 2024-02-21 | 10932.34€ |
| 2024-02-20 | 10894.13€ |
| 2024-02-19 | 10908.59€ |
| 2024-02-18 | 10908.59€ |
| 2024-02-17 | 10908.59€ |
| 2024-02-16 | 10908.59€ |
| 2024-02-15 | 10946.86€ |
| 2024-02-12 | 10913.55€ |
| 2024-02-11 | 10844.17€ |
| 2024-02-10 | 10844.17€ |
| 2024-02-09 | 10844.17€ |
| 2024-02-08 | 10823.59€ |
| 2024-02-07 | 10814.04€ |
| 2024-02-06 | 10774.62€ |
| 2024-02-05 | 10729.72€ |
| 2024-02-04 | 10811.44€ |
| 2024-02-03 | 10811.44€ |
| 2024-02-02 | 10811.44€ |
| 2024-02-01 | 10793.24€ |
| 2024-01-31 | 10694.32€ |
| 2024-01-30 | 10811.46€ |
| 2024-01-28 | 10723.85€ |
| 2024-01-27 | 10723.85€ |
| 2024-01-26 | 10723.85€ |
| 2024-01-25 | 10737.3€ |
| 2024-01-24 | 10631.84€ |
| 2024-01-23 | 10660.62€ |
| 2024-01-22 | 10627.22€ |
| 2024-01-21 | 10589.98€ |
| 2024-01-20 | 10589.98€ |
| 2024-01-19 | 10589.98€ |
| 2024-01-18 | 10490.4€ |
| 2024-01-17 | 10455.51€ |
| 2024-01-16 | 10521.06€ |
| 2024-01-15 | 10589.02€ |
| 2024-01-14 | 10589.02€ |
| 2024-01-13 | 10589.02€ |
| 2024-01-12 | 10589.02€ |
| 2024-01-11 | 10603.96€ |
| 2024-01-10 | 10636.48€ |
| 2024-01-09 | 10633.21€ |
| 2024-01-08 | 10685.22€ |
| 2024-01-07 | 10602.03€ |
| 2024-01-06 | 10602.03€ |
| 2024-01-05 | 10602.03€ |
| 2024-01-04 | 10566.34€ |
| 2024-01-03 | 10596.47€ |
| 2024-01-02 | 10679.09€ |
| 2024-01-01 | 10643.1€ |
| 2023-12-31 | 10643.1€ |
| 2023-12-30 | 10643.1€ |
| 2023-12-29 | 10643.1€ |
| 2023-12-28 | 10667.91€ |
| 2023-12-28 | 10658.13€ |
| 2023-12-27 | 10658.13€ |
| 2023-12-26 | 10651.03€ |
| 2023-12-25 | 10584.24€ |
| 2023-12-24 | 10584.24€ |
| 2023-12-23 | 10584.24€ |
| 2023-12-22 | 10584.24€ |
| 2023-12-21 | 10547.4€ |
| 2023-12-20 | 10460.97€ |
| 2023-12-19 | 10640.42€ |
| 2023-12-18 | 10556.19€ |
| 2023-12-17 | 10544.81€ |
| 2023-12-16 | 10544.81€ |
| 2023-12-15 | 10544.81€ |
| 2023-12-14 | 10598.03€ |
| 2023-12-13 | 10472.54€ |
| 2023-12-12 | 10310.04€ |
| 2023-12-11 | 10307.5€ |
| 2023-12-10 | 10226.13€ |
| 2023-12-09 | 10226.13€ |
| 2023-12-08 | 10226.13€ |
| 2023-12-07 | 10180.79€ |
| 2023-12-06 | 10125.57€ |
| 2023-12-06 | 10166.07€ |
| 2023-11-22 | 10028.52€ |
| 2023-11-21 | 9957.4€ |
| 2023-11-20 | 10025.37€ |
| 2023-11-19 | 9985.0€ |
| 2023-11-16 | 9942.25€ |
| 2023-11-15 | 10040.0€ |
| 2023-11-14 | 10191.06€ |
| 2023-11-13 | 9971.04€ |
| 2023-11-12 | 9985.0€ |
| 2023-11-10 | 10072.86€ |
