c-volume-hedged
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 | 9921.35 |
| Current capital | 0.0€ |
Current portfolio
| Ticker | Qty | Crnt Price | Worth (USD) |
|---|
| GLD | 13.578113 | 0 | 0.0 |
| UUP | 156.473845 | 0 | 0.0 |
| DBMF | 105.545476 | 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 | -0.43 |
|---|
| Prob. Sharpe Ratio | 0.28 |
|---|
| Sortino | -0.5 |
|---|
| Sortino/√2 | -0.35 |
|---|
| Omega | 0.66 |
|---|
| Max Drawdown | -1.0 |
|---|
| Longest DD Days | 114 |
|---|
| Gain/Pain Ratio | -0.34 |
|---|
| Gain/Pain (1M) | -0.77 |
|---|
| Payoff Ratio | 0.47 |
|---|
| Profit Factor | 0.66 |
|---|
| Common Sense Ratio | 0.73 |
|---|
| CPC Index | 0.18 |
|---|
| Tail Ratio | 1.1 |
|---|
| Outlier Win Ratio | 2.75 |
|---|
| Outlier Loss Ratio | 1.48 |
|---|
| 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 | -0.09 |
|---|
| Avg. Drawdown Days | 22 |
|---|
| Recovery Factor | 0.65 |
|---|
| Ulcer Index | 0.06 |
|---|
| Serenity Index | -6.19 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
| 2023-11-22 00:10:12.120618 | Buy | DBMF | 27.410000 | 2897.347509 | 79416.29 |
| 2023-11-22 00:10:12.093244 | Buy | UUP | 29.240000 | 4582.168437 | 133982.60 |
| 2023-11-22 00:10:12.064163 | Buy | GLD | 185.350006 | 2520.484054 | 467171.73 |
| 2023-11-21 00:10:12.036796 | Buy | DBMF | 27.400000 | 2885.737634 | 79069.21 |
| 2023-11-21 00:10:12.004980 | Buy | UUP | 29.209999 | 4567.082418 | 133404.47 |
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 | 10961.8€ |
| 2025-02-16 | 10961.8€ |
| 2025-02-15 | 10961.8€ |
| 2025-02-14 | 7346.09€ |
| 2025-02-13 | 11057.4€ |
| 2025-02-12 | 11067.55€ |
| 2025-02-11 | 11054.29€ |
| 2025-02-10 | 8263.07€ |
| 2025-02-09 | 10982.08€ |
| 2025-02-08 | 10982.08€ |
| 2025-02-07 | 10982.08€ |
| 2025-02-06 | 10944.8€ |
| 2025-02-05 | 10953.21€ |
| 2025-02-04 | 10946.29€ |
| 2025-02-03 | 10966.45€ |
| 2025-02-02 | 10922.09€ |
| 2025-02-01 | 10922.09€ |
| 2025-01-31 | 10922.09€ |
| 2025-01-30 | 10893.22€ |
| 2025-01-29 | 10833.56€ |
| 2025-01-28 | 10839.59€ |
| 2025-01-27 | 10771.02€ |
| 2025-01-26 | 10824.57€ |
| 2025-01-25 | 10824.57€ |
| 2025-01-24 | 10824.57€ |
| 2025-01-23 | 10852.39€ |
| 2025-01-22 | 10851.46€ |
| 2025-01-21 | 10819.65€ |
| 2025-01-20 | 10856.25€ |
| 2025-01-19 | 10856.25€ |
| 2025-01-18 | 10856.25€ |
| 2025-01-17 | 10856.25€ |
| 2025-01-16 | 10847.6€ |
| 2025-01-15 | 10827.41€ |
| 2025-01-14 | 10806.95€ |
| 2025-01-13 | 10841.33€ |
| 2025-01-12 | 10852.34€ |
| 2025-01-11 | 10852.34€ |
| 2025-01-10 | 10852.34€ |
| 2025-01-09 | 10767.41€ |
| 2025-01-08 | 10767.41€ |
| 2025-01-07 | 10715.65€ |
| 2025-01-06 | 10671.4€ |
| 2025-01-05 | 10714.7€ |
| 2025-01-04 | 10714.7€ |
| 2025-01-03 | 10714.7€ |
| 2025-01-02 | 10756.04€ |
| 2025-01-01 | 10652.2€ |
| 2024-12-31 | 10652.2€ |
| 2024-12-30 | 10595.66€ |
| 2024-12-29 | 10609.86€ |
| 2024-12-28 | 10609.86€ |
| 2024-12-27 | 10609.86€ |
| 2024-12-26 | 10732.19€ |
| 2024-12-25 | 10726.83€ |
| 2024-12-24 | 10726.83€ |
| 2024-12-23 | 10697.24€ |
| 2024-12-22 | 10894.67€ |
| 2024-12-21 | 10894.67€ |
| 2024-12-20 | 10894.67€ |
| 2024-12-19 | 10882.08€ |
| 2024-12-18 | 10875.46€ |
| 2024-12-17 | 10909.57€ |
| 2024-12-16 | 10916.59€ |
| 2024-12-15 | 10917.46€ |
| 2024-12-14 | 10917.46€ |
| 2024-12-13 | 10917.46€ |
| 2024-12-12 | 10980.76€ |
| 2024-12-11 | 11027.75€ |
| 2024-12-10 | 10963.04€ |
| 2024-12-09 | 10910.34€ |
| 2024-12-08 | 10868.73€ |
| 2024-12-07 | 10868.73€ |
| 2024-12-06 | 10868.73€ |
| 2024-12-05 | 10840.22€ |
| 2024-12-04 | 10908.83€ |
| 2024-12-03 | 10890.85€ |
| 2024-12-02 | 10887.87€ |
| 2024-12-01 | 10877.29€ |
| 2024-11-30 | 10877.29€ |
| 2024-11-29 | 10877.29€ |
| 2024-11-28 | 10839.71€ |
| 2024-11-27 | 10839.71€ |
| 2024-11-26 | 10891.0€ |
| 2024-11-25 | 10868.86€ |
| 2024-11-24 | 11014.32€ |
| 2024-11-23 | 11014.32€ |
| 2024-11-22 | 11014.32€ |
| 2024-11-21 | 10933.44€ |
| 2024-11-20 | 10882.71€ |
| 2024-11-19 | 10829.02€ |
| 2024-11-18 | 10802.32€ |
| 2024-11-17 | 10763.63€ |
| 2024-11-16 | 10763.63€ |
| 2024-11-15 | 10763.63€ |
| 2024-11-14 | 10776.14€ |
| 2024-11-13 | 10780.56€ |
| 2024-11-12 | 10785.76€ |
| 2024-11-11 | 10798.02€ |
| 2024-11-10 | 10858.88€ |
| 2024-11-09 | 10858.88€ |
| 2024-11-08 | 10858.88€ |
| 2024-11-07 | 10858.98€ |
| 2024-11-06 | 10815.46€ |
| 2024-11-05 | 10836.97€ |
| 2024-11-04 | 10839.56€ |
| 2024-11-03 | 10862.44€ |
| 2024-11-02 | 10862.44€ |
| 2024-10-29 | 10951.23€ |
| 2024-10-28 | 10903.74€ |
| 2024-10-27 | 10893.05€ |
| 2024-10-26 | 10893.05€ |
| 2024-10-25 | 10893.05€ |
| 2024-10-24 | 10875.62€ |
| 2024-10-23 | 10856.08€ |
| 2024-10-22 | 10909.42€ |
| 2024-10-21 | 10868.98€ |
| 2024-10-20 | 10872.54€ |
| 2024-10-19 | 10872.54€ |
| 2024-10-18 | 10872.54€ |
| 2024-10-17 | 10835.49€ |
| 2024-10-16 | 10813.98€ |
| 2024-10-15 | 10775.26€ |
| 2024-10-14 | 10769.03€ |
| 2024-10-13 | 10759.33€ |
| 2024-10-12 | 10759.33€ |
| 2024-10-11 | 10759.33€ |
| 2024-10-10 | 10705.44€ |
| 2024-10-09 | 10691.41€ |
| 2024-10-08 | 10689.0€ |
| 2024-10-07 | 10714.49€ |
| 2024-10-06 | 10744.8€ |
| 2024-10-05 | 10744.8€ |
| 2024-10-04 | 10744.8€ |
| 2024-10-03 | 10736.97€ |
| 2024-10-02 | 10757.91€ |
| 2024-10-01 | 10735.29€ |
| 2024-09-30 | 10678.72€ |
| 2024-09-29 | 10692.35€ |
| 2024-09-28 | 10692.35€ |
| 2024-09-27 | 10692.35€ |
| 2024-09-26 | 10758.52€ |
| 2024-09-25 | 10748.17€ |
| 2024-09-24 | 10727.28€ |
| 2024-09-23 | 10689.4€ |
| 2024-09-22 | 10676.75€ |
| 2024-09-21 | 10676.75€ |
| 2024-09-20 | 10676.75€ |
| 2024-09-19 | 10617.1€ |
| 2024-09-18 | 10556.63€ |
| 2024-09-17 | 10590.5€ |
| 2024-09-16 | 10599.62€ |
| 2024-09-15 | 10604.47€ |
| 2024-09-14 | 10604.47€ |
| 2024-09-12 | 10570.38€ |
| 2024-09-11 | 10526.37€ |
| 2024-09-10 | 10523.53€ |
| 2024-09-09 | 10497.57€ |
| 2024-09-08 | 10452.95€ |
| 2024-09-07 | 10452.95€ |
| 2024-09-06 | 10452.95€ |
| 2024-09-05 | 10494.32€ |
| 2024-09-04 | 10471.35€ |
| 2024-09-03 | 10497.68€ |
| 2024-09-02 | 10524.55€ |
| 2024-09-01 | 10524.55€ |
| 2024-08-31 | 10524.55€ |
| 2024-08-30 | 10524.55€ |
| 2024-08-29 | 10526.13€ |
| 2024-08-28 | 10484.69€ |
| 2024-08-27 | 10482.97€ |
| 2024-08-27 | 10476.73€ |
| 2024-07-16 | 10794.83€ |
| 2024-07-15 | 10715.28€ |
| 2024-07-14 | 10695.57€ |
| 2024-07-13 | 10695.57€ |
| 2024-07-12 | 10695.57€ |
| 2024-07-11 | 10719.45€ |
| 2024-07-10 | 10734.43€ |
| 2024-07-09 | 10709.26€ |
| 2024-07-08 | 10684.26€ |
| 2024-07-07 | 10729.47€ |
| 2024-06-29 | 10650.21€ |
| 2024-06-26 | 10636.14€ |
| 2024-06-24 | 10640.4€ |
| 2024-06-23 | 10631.84€ |
| 2024-06-21 | 10631.84€ |
| 2024-06-17 | 10571.81€ |
| 2024-06-16 | 10568.42€ |
| 2024-06-15 | 10568.42€ |
| 2024-06-12 | 10538.26€ |
| 2024-06-10 | 10555.32€ |
| 2024-06-09 | 10490.58€ |
| 2024-06-08 | 10490.58€ |
| 2024-06-07 | 10490.58€ |
| 2024-06-06 | 10534.02€ |
| 2024-06-05 | 10511.03€ |
| 2024-06-04 | 10436.37€ |
| 2024-06-03 | 10511.94€ |
| 2024-06-02 | 10537.84€ |
| 2024-06-01 | 10537.84€ |
| 2024-05-31 | 10537.84€ |
| 2024-05-30 | 10563.49€ |
| 2024-05-29 | 10595.23€ |
| 2024-05-28 | 10607.25€ |
| 2024-05-27 | 10548.92€ |
| 2024-05-26 | 10548.92€ |
| 2024-05-25 | 10548.92€ |
| 2024-05-24 | 10548.92€ |
| 2024-05-23 | 10553.95€ |
| 2024-05-21 | 10675.21€ |
| 2024-05-21 | 10675.21€ |
| 2024-05-21 | 10681.73€ |
| 2024-05-21 | 10681.73€ |
| 2024-05-21 | 10681.73€ |
| 2024-05-21 | 10681.73€ |
| 2024-05-21 | 10681.73€ |
| 2024-05-21 | 10681.73€ |
| 2024-05-21 | 10681.73€ |
| 2024-04-25 | 10544.51€ |
| 2024-04-24 | 10535.46€ |
| 2024-04-23 | 10534.09€ |
| 2024-04-22 | 10535.79€ |
| 2024-04-21 | 10611.53€ |
| 2024-04-20 | 10611.53€ |
| 2024-04-19 | 10611.53€ |
| 2024-04-18 | 10597.93€ |
| 2024-04-17 | 10567.81€ |
| 2024-04-16 | 10651.52€ |
| 2024-04-15 | 10648.98€ |
| 2024-04-14 | 10546.98€ |
| 2024-04-13 | 10546.98€ |
| 2024-04-12 | 10546.98€ |
| 2024-04-11 | 10593.78€ |
| 2024-04-10 | 10514.76€ |
| 2024-04-04 | 10367.59€ |
| 2024-04-02 | 10360.7€ |
| 2024-04-01 | 10335.83€ |
| 2024-03-31 | 10259.5€ |
| 2024-03-30 | 10259.5€ |
| 2024-03-29 | 10259.5€ |
| 2024-03-28 | 10259.5€ |
| 2024-03-27 | 10169.19€ |
| 2024-03-26 | 10142.01€ |
| 2024-03-25 | 10154.33€ |
| 2024-03-24 | 10153.43€ |
| 2024-03-23 | 10153.43€ |
| 2024-03-22 | 10153.43€ |
| 2024-03-21 | 10163.56€ |
| 2024-03-20 | 10118.74€ |
| 2024-03-19 | 10084.6€ |
| 2024-03-18 | 10053.55€ |
| 2024-03-17 | 10021.88€ |
| 2024-03-16 | 10021.88€ |
| 2024-03-15 | 10021.88€ |
| 2024-03-14 | 10012.15€ |
| 2024-03-13 | 9989.53€ |
| 2024-03-12 | 9939.33€ |
| 2024-03-11 | 9956.71€ |
| 2024-03-10 | 9960.71€ |
| 2024-03-09 | 9960.71€ |
| 2024-03-08 | 9960.71€ |
| 2024-03-07 | 9971.03€ |
| 2024-03-06 | 9968.09€ |
| 2024-03-05 | 9950.14€ |
| 2024-03-04 | 9965.19€ |
| 2024-03-03 | 9916.5€ |
| 2024-03-02 | 9916.5€ |
| 2024-03-01 | 9916.5€ |
| 2024-02-29 | 9852.49€ |
| 2024-02-28 | 9818.32€ |
| 2024-02-27 | 9816.91€ |
| 2024-02-26 | 9807.0€ |
| 2024-02-25 | 9822.63€ |
| 2024-02-24 | 9822.63€ |
| 2024-02-23 | 9822.63€ |
| 2024-02-22 | 9797.72€ |
| 2024-02-21 | 9769.2€ |
| 2024-02-20 | 9757.92€ |
| 2024-02-19 | 9769.95€ |
| 2024-02-18 | 9769.95€ |
| 2024-02-17 | 9769.95€ |
| 2024-02-16 | 9769.95€ |
| 2024-02-15 | 9765.48€ |
| 2024-02-12 | 9757.84€ |
| 2024-02-11 | 9765.07€ |
| 2024-02-10 | 9765.07€ |
| 2024-02-09 | 9765.07€ |
| 2024-02-08 | 9769.67€ |
| 2024-02-07 | 9756.73€ |
| 2024-02-06 | 9759.99€ |
| 2024-02-05 | 9758.15€ |
| 2024-02-04 | 9761.47€ |
| 2024-02-03 | 9761.47€ |
| 2024-02-02 | 9761.47€ |
| 2024-02-01 | 9729.9€ |
| 2024-01-31 | 9698.81€ |
| 2024-01-30 | 9710.86€ |
| 2024-01-28 | 9688.32€ |
| 2024-01-27 | 9688.32€ |
| 2024-01-26 | 9688.32€ |
| 2024-01-25 | 9675.31€ |
| 2024-01-24 | 9650.63€ |
| 2024-01-23 | 9693.69€ |
| 2024-01-22 | 9672.83€ |
| 2024-01-21 | 9670.35€ |
| 2024-01-20 | 9670.35€ |
| 2024-01-19 | 9670.35€ |
| 2024-01-18 | 9664.78€ |
| 2024-01-17 | 9635.09€ |
| 2024-01-16 | 9654.79€ |
| 2024-01-15 | 9624.79€ |
| 2024-01-14 | 9624.79€ |
| 2024-01-13 | 9624.79€ |
| 2024-01-12 | 9624.79€ |
| 2024-01-11 | 9594.06€ |
| 2024-01-10 | 9609.13€ |
| 2024-01-09 | 9597.46€ |
| 2024-01-08 | 9579.39€ |
| 2024-01-07 | 9590.43€ |
| 2024-01-06 | 9590.43€ |
| 2024-01-05 | 9590.43€ |
| 2024-01-04 | 9599.52€ |
| 2024-01-03 | 9575.83€ |
| 2024-01-02 | 9589.67€ |
| 2024-01-01 | 9553.46€ |
| 2023-12-31 | 9553.46€ |
| 2023-12-30 | 9553.46€ |
| 2023-12-29 | 9553.46€ |
| 2023-12-28 | 9552.87€ |
| 2023-12-28 | 9557.16€ |
| 2023-12-27 | 9557.16€ |
| 2023-12-26 | 9644.3€ |
| 2023-12-25 | 9639.28€ |
| 2023-12-24 | 9639.28€ |
| 2023-12-23 | 9639.28€ |
| 2023-12-22 | 9639.28€ |
| 2023-12-21 | 9621.0€ |
| 2023-12-20 | 9638.49€ |
| 2023-12-19 | 9636.87€ |
| 2023-12-18 | 9638.26€ |
| 2023-12-17 | 9902.66€ |
| 2023-12-16 | 9902.66€ |
| 2023-12-15 | 9902.66€ |
| 2023-12-14 | 9879.54€ |
| 2023-12-13 | 9935.34€ |
| 2023-12-12 | 9938.3€ |
| 2023-12-11 | 9968.01€ |
| 2023-12-10 | 9975.87€ |
| 2023-12-09 | 9975.87€ |
| 2023-12-08 | 9975.87€ |
| 2023-12-07 | 9962.13€ |
| 2023-12-06 | 10008.28€ |
| 2023-12-06 | 10003.05€ |
| 2023-11-22 | 10014.2€ |
| 2023-11-21 | 10018.2€ |
| 2023-11-20 | 9957.27€ |
| 2023-11-19 | 9985.0€ |
| 2023-11-16 | 9991.46€ |
| 2023-11-15 | 10017.47€ |
| 2023-11-14 | 9860.45€ |
| 2023-11-13 | 9993.46€ |
| 2023-11-12 | 9985.0€ |
| 2023-11-10 | 9921.35€ |
