Introduction to our strategy
an updated version of manual-static-sharpeopt-l2
Quick Summary
| Metric | Value |
|---|
| Return % p.a. | -73 |
| Days active | 497 |
| Starting capital | 10000 |
| Current capital | 0.0€ |
Current portfolio
Detailed statistics
| Strategy |
|---|
| Start Period | 2023-11-12 |
|---|
| End Period | 2025-02-18 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.97 |
|---|
| Cumulative Return | -1.0 |
|---|
| CAGR﹪ | -1.0 |
|---|
| Sharpe | -0.39 |
|---|
| Prob. Sharpe Ratio | 0.29 |
|---|
| Sortino | -0.41 |
|---|
| Sortino/√2 | -0.29 |
|---|
| Omega | 0.8 |
|---|
| Max Drawdown | -1.0 |
|---|
| Longest DD Days | 114 |
|---|
| Gain/Pain Ratio | -0.21 |
|---|
| Gain/Pain (1M) | -0.47 |
|---|
| Payoff Ratio | 0.67 |
|---|
| Profit Factor | 0.8 |
|---|
| Common Sense Ratio | 0.82 |
|---|
| CPC Index | 0.29 |
|---|
| Tail Ratio | 1.03 |
|---|
| Outlier Win Ratio | 3.59 |
|---|
| Outlier Loss Ratio | 2.89 |
|---|
| 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 | -0.06 |
|---|
| Avg. Drawdown Days | 13 |
|---|
| Recovery Factor | 0.52 |
|---|
| Ulcer Index | 0.07 |
|---|
| Serenity Index | -3.04 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
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 | 23523.03€ |
| 2025-02-16 | 23431.31€ |
| 2025-02-15 | 23464.7€ |
| 2025-02-14 | 21348.52€ |
| 2025-02-13 | 22777.77€ |
| 2025-02-12 | 22629.81€ |
| 2025-02-11 | 22317.46€ |
| 2025-02-10 | 17179.26€ |
| 2025-02-09 | 22935.62€ |
| 2025-02-08 | 23078.35€ |
| 2025-02-07 | 22990.74€ |
| 2025-02-06 | 23122.43€ |
| 2025-02-05 | 23074.54€ |
| 2025-02-04 | 22696.26€ |
| 2025-02-03 | 22903.15€ |
| 2025-02-02 | 23065.33€ |
| 2025-02-01 | 23433.21€ |
| 2025-01-31 | 23639.91€ |
| 2025-01-30 | 23852.13€ |
| 2025-01-29 | 23504.68€ |
| 2025-01-28 | 23525.1€ |
| 2025-01-27 | 23346.26€ |
| 2025-01-26 | 24369.46€ |
| 2025-01-25 | 24440.55€ |
| 2025-01-24 | 24422.29€ |
| 2025-01-23 | 24426.2€ |
| 2025-01-22 | 24387.86€ |
| 2025-01-21 | 24315.37€ |
| 2025-01-20 | 24002.27€ |
| 2025-01-19 | 23941.15€ |
| 2025-01-18 | 24030.27€ |
| 2025-01-17 | 24287.61€ |
| 2025-01-16 | 23865.76€ |
| 2025-01-15 | 24123.7€ |
| 2025-01-14 | 23413.13€ |
| 2025-01-13 | 23422.39€ |
| 2025-01-12 | 23585.7€ |
| 2025-01-11 | 23648.6€ |
| 2025-01-10 | 23592.23€ |
| 2025-01-09 | 23624.39€ |
| 2025-01-08 | 23812.05€ |
| 2025-01-07 | 23899.12€ |
| 2025-01-06 | 24675.87€ |
| 2025-01-05 | 24460.73€ |
| 2025-01-04 | 24478.07€ |
| 2025-01-03 | 24430.55€ |
| 2025-01-02 | 23843.64€ |
| 2025-01-01 | 23541.07€ |
| 2024-12-31 | 23499.88€ |
| 2024-12-30 | 23582.96€ |
| 2024-12-29 | 23714.7€ |
| 2024-12-28 | 23813.58€ |
| 2024-12-27 | 23686.94€ |
| 2024-12-26 | 23972.53€ |
| 2024-12-25 | 24051.45€ |
| 2024-12-24 | 24258.89€ |
| 2024-12-23 | 23926.54€ |
| 2024-12-22 | 23523.74€ |
| 2024-12-21 | 23661.13€ |
| 2024-12-20 | 23842.94€ |
| 2024-12-19 | 23583.84€ |
| 2024-12-18 | 24002.65€ |
| 2024-12-17 | 24824.86€ |
| 2024-12-16 | 25049.38€ |
| 2024-12-15 | 24840.43€ |
| 2024-12-14 | 24808.68€ |
| 2024-12-13 | 24876.96€ |
| 2024-12-12 | 24818.69€ |
| 2024-12-11 | 25005.63€ |
| 2024-12-10 | 24494.3€ |
| 2024-12-09 | 24657.73€ |
| 2024-12-08 | 25353.94€ |
| 2024-12-07 | 25361.78€ |
| 2024-12-06 | 25421.13€ |
| 2024-12-05 | 25300.9€ |
| 2024-12-04 | 25297.26€ |
| 2024-12-03 | 24767.27€ |
| 2024-12-02 | 24674.18€ |
| 2024-12-01 | 24874.08€ |
| 2024-11-30 | 24830.05€ |
| 2024-11-29 | 24700.17€ |
| 2024-11-28 | 24446.03€ |
| 2024-11-27 | 24562.2€ |
| 2024-11-26 | 24170.45€ |
| 2024-11-25 | 24187.9€ |
| 2024-11-24 | 24395.56€ |
| 2024-11-23 | 24498.62€ |
| 2024-11-22 | 24383.7€ |
| 2024-11-21 | 24477.63€ |
| 2024-11-20 | 23915.39€ |
| 2024-11-19 | 23836.36€ |
| 2024-11-18 | 23648.88€ |
| 2024-11-17 | 23443.78€ |
| 2024-11-16 | 23602.01€ |
| 2024-11-15 | 23525.97€ |
| 2024-11-14 | 23836.44€ |
| 2024-11-13 | 24080.66€ |
| 2024-11-12 | 24277.4€ |
| 2024-11-11 | 24339.94€ |
| 2024-11-10 | 24049.35€ |
| 2024-11-09 | 23840.1€ |
| 2024-11-08 | 23686.15€ |
| 2024-11-07 | 23450.81€ |
| 2024-11-06 | 22980.67€ |
| 2024-11-05 | 22067.47€ |
| 2024-11-04 | 21754.67€ |
| 2024-11-03 | 21897.71€ |
| 2024-11-02 | 21933.49€ |
| 2024-10-29 | 22721.66€ |
| 2024-10-28 | 22575.39€ |
| 2024-10-27 | 22545.75€ |
| 2024-10-26 | 22491.78€ |
| 2024-10-25 | 22498.32€ |
| 2024-10-24 | 22532.14€ |
| 2024-10-23 | 22378.99€ |
| 2024-10-22 | 22793.46€ |
| 2024-10-21 | 22851.71€ |
| 2024-10-20 | 22818.27€ |
| 2024-10-19 | 22691.94€ |
| 2024-10-18 | 22684.25€ |
| 2024-10-17 | 22588.24€ |
| 2024-10-16 | 22576.51€ |
| 2024-10-15 | 22291.33€ |
| 2024-10-14 | 22732.84€ |
| 2024-10-13 | 22391.3€ |
| 2024-10-12 | 22399.64€ |
| 2024-10-11 | 22354.48€ |
| 2024-10-10 | 22382.09€ |
| 2024-10-09 | 22322.57€ |
| 2024-10-08 | 22412.38€ |
| 2024-10-07 | 22241.83€ |
| 2024-10-06 | 22136.18€ |
| 2024-10-05 | 22108.27€ |
| 2024-10-04 | 22132.94€ |
| 2024-10-03 | 21831.56€ |
| 2024-10-02 | 21703.38€ |
| 2024-10-01 | 21723.8€ |
| 2024-09-30 | 22083.42€ |
| 2024-09-29 | 22145.32€ |
| 2024-09-28 | 22142.8€ |
| 2024-09-27 | 22174.04€ |
| 2024-09-26 | 22230.21€ |
| 2024-09-25 | 22196.4€ |
| 2024-09-24 | 22270.35€ |
| 2024-09-23 | 22030.64€ |
| 2024-09-22 | 21792.05€ |
| 2024-09-21 | 21841.78€ |
| 2024-09-20 | 21829.36€ |
| 2024-09-19 | 21748.43€ |
| 2024-09-18 | 21185.62€ |
| 2024-09-17 | 21288.55€ |
| 2024-09-16 | 21243.46€ |
| 2024-09-15 | 21385.75€ |
| 2024-09-14 | 21487.43€ |
| 2024-09-12 | 21343.37€ |
| 2024-09-11 | 21115.21€ |
| 2024-09-10 | 20756.09€ |
| 2024-09-09 | 20751.97€ |
| 2024-09-08 | 20327.09€ |
| 2024-09-07 | 20308.69€ |
| 2024-09-06 | 20225.22€ |
| 2024-09-05 | 20818.19€ |
| 2024-09-04 | 21086.64€ |
| 2024-09-03 | 21190.81€ |
| 2024-09-02 | 21906.42€ |
| 2024-09-01 | 21792.81€ |
| 2024-08-31 | 21864.46€ |
| 2024-08-30 | 21873.63€ |
| 2024-08-29 | 21709.29€ |
| 2024-08-28 | 21930.54€ |
| 2024-08-27 | 22041.51€ |
| 2024-08-27 | 22157.35€ |
| 2024-07-16 | 23376.04€ |
| 2024-07-15 | 23430.66€ |
| 2024-07-14 | 23122.55€ |
| 2024-07-13 | 22952.17€ |
| 2024-07-12 | 22876.37€ |
| 2024-07-11 | 22705.21€ |
| 2024-07-10 | 22964.96€ |
| 2024-07-09 | 22679.5€ |
| 2024-07-08 | 22483.05€ |
| 2024-07-07 | 22326.91€ |
| 2024-06-29 | 22611.96€ |
| 2024-06-26 | 22677.34€ |
| 2024-06-24 | 22333.5€ |
| 2024-06-23 | 21991.31€ |
| 2024-06-21 | 22809.64€ |
| 2024-06-17 | 22726.56€ |
| 2024-06-16 | 22726.56€ |
| 2024-06-15 | 22726.56€ |
| 2024-06-12 | 22726.56€ |
| 2024-06-10 | 22726.56€ |
| 2024-06-09 | 22726.56€ |
| 2024-06-08 | 22726.56€ |
| 2024-06-07 | 22739.26€ |
| 2024-06-06 | 22925.04€ |
| 2024-06-05 | 22967.07€ |
| 2024-06-04 | 22664.05€ |
| 2024-06-03 | 22569.7€ |
| 2024-06-02 | 22507.8€ |
| 2024-06-01 | 22545.57€ |
| 2024-05-31 | 22495.08€ |
| 2024-05-30 | 22396.12€ |
| 2024-05-29 | 22531.96€ |
| 2024-05-28 | 22736.22€ |
| 2024-05-27 | 22507.14€ |
| 2024-05-26 | 22437.6€ |
| 2024-05-25 | 22317.59€ |
| 2024-05-24 | 22303.01€ |
| 2024-05-23 | 22251.56€ |
| 2024-05-21 | 22139.63€ |
| 2024-05-21 | 22139.63€ |
| 2024-05-21 | 22142.81€ |
| 2024-05-21 | 22142.81€ |
| 2024-05-21 | 22142.81€ |
| 2024-05-21 | 22142.81€ |
| 2024-05-21 | 22142.81€ |
| 2024-05-21 | 22142.81€ |
| 2024-05-21 | 22142.81€ |
| 2024-04-25 | 20467.7€ |
| 2024-04-24 | 20332.17€ |
| 2024-04-23 | 20538.66€ |
| 2024-04-22 | 20327.24€ |
| 2024-04-21 | 20073.73€ |
| 2024-04-20 | 20083.6€ |
| 2024-04-19 | 20020.87€ |
| 2024-04-18 | 20247.56€ |
| 2024-04-17 | 20106.96€ |
| 2024-04-16 | 20440.82€ |
| 2024-04-15 | 20445.56€ |
| 2024-04-14 | 20683.83€ |
| 2024-04-13 | 20346.77€ |
| 2024-04-12 | 20807.26€ |
| 2024-04-11 | 21399.53€ |
| 2024-04-10 | 21325.16€ |
| 2024-04-04 | 21177.67€ |
| 2024-04-02 | 21021.94€ |
| 2024-04-01 | 21450.9€ |
| 2024-03-31 | 21663.42€ |
| 2024-03-30 | 21477.72€ |
| 2024-03-29 | 21456.21€ |
| 2024-03-28 | 21559.25€ |
| 2024-03-27 | 21424.8€ |
| 2024-03-26 | 21518.69€ |
| 2024-03-25 | 21625.3€ |
| 2024-03-24 | 21307.29€ |
| 2024-03-23 | 21214.16€ |
| 2024-03-22 | 21045.65€ |
| 2024-03-21 | 21342.69€ |
| 2024-03-20 | 21328.2€ |
| 2024-03-19 | 20887.96€ |
| 2024-03-18 | 21186.88€ |
| 2024-03-17 | 21222.53€ |
| 2024-03-16 | 21059.74€ |
| 2024-03-15 | 21258.68€ |
| 2024-03-14 | 21556.32€ |
| 2024-03-13 | 21829.46€ |
| 2024-03-12 | 21742.34€ |
| 2024-03-11 | 21604.77€ |
| 2024-03-10 | 21431.79€ |
| 2024-03-09 | 21465.54€ |
| 2024-03-08 | 21469.0€ |
| 2024-03-07 | 21654.28€ |
| 2024-03-06 | 21399.26€ |
| 2024-03-05 | 20772.9€ |
| 2024-03-04 | 21034.85€ |
| 2024-03-03 | 20715.52€ |
| 2024-03-02 | 20612.69€ |
| 2024-03-01 | 20655.92€ |
| 2024-02-29 | 20268.65€ |
| 2024-02-28 | 20182.38€ |
| 2024-02-27 | 20085.23€ |
| 2024-02-26 | 19985.55€ |
| 2024-02-25 | 19770.15€ |
| 2024-02-24 | 19615.39€ |
| 2024-02-23 | 19552.32€ |
| 2024-02-22 | 19660.02€ |
| 2024-02-21 | 19051.52€ |
| 2024-02-20 | 19182.62€ |
| 2024-02-19 | 19423.84€ |
| 2024-02-18 | 19265.96€ |
| 2024-02-17 | 19183.88€ |
| 2024-02-16 | 19194.67€ |
| 2024-02-15 | 19146.41€ |
| 2024-02-12 | 18753.76€ |
| 2024-02-11 | 18549.09€ |
| 2024-02-10 | 18549.47€ |
| 2024-02-09 | 18538.93€ |
| 2024-02-08 | 18286.03€ |
| 2024-02-07 | 18225.51€ |
| 2024-02-06 | 17954.04€ |
| 2024-02-05 | 17837.01€ |
| 2024-02-04 | 17679.39€ |
| 2024-02-03 | 17687.51€ |
| 2024-02-02 | 17684.32€ |
| 2024-02-01 | 17559.94€ |
| 2024-01-31 | 17366.04€ |
| 2024-01-30 | 17682.72€ |
| 2024-01-28 | 17371.52€ |
| 2024-01-27 | 17388.44€ |
| 2024-01-26 | 17373.51€ |
| 2024-01-25 | 17225.68€ |
| 2024-01-24 | 17269.43€ |
| 2024-01-23 | 17130.74€ |
| 2024-01-22 | 17240.86€ |
| 2024-01-21 | 17435.95€ |
| 2024-01-20 | 17430.86€ |
| 2024-01-19 | 17449.74€ |
| 2024-01-18 | 17272.03€ |
| 2024-01-17 | 17324.49€ |
| 2024-01-16 | 17505.79€ |
| 2024-01-15 | 17386.15€ |
| 2024-01-14 | 17397.8€ |
| 2024-01-13 | 17464.16€ |
| 2024-01-12 | 17387.87€ |
| 2024-01-11 | 17503.02€ |
| 2024-01-10 | 17334.91€ |
| 2024-01-09 | 17072.63€ |
| 2024-01-08 | 17054.34€ |
| 2024-01-07 | 16711.39€ |
| 2024-01-06 | 16710.69€ |
| 2024-01-05 | 16725.21€ |
| 2024-01-04 | 16719.03€ |
| 2024-01-03 | 16641.96€ |
| 2024-01-02 | 16822.35€ |
| 2024-01-01 | 16792.67€ |
| 2023-12-31 | 16709.42€ |
| 2023-12-30 | 16723.63€ |
| 2023-12-29 | 16696.05€ |
| 2023-12-28 | 16805.54€ |
| 2023-12-28 | 16945.91€ |
| 2023-12-27 | 16917.07€ |
| 2023-12-26 | 16701.1€ |
| 2023-12-25 | 16706.29€ |
| 2023-12-24 | 16709.75€ |
| 2023-12-23 | 16731.67€ |
| 2023-12-22 | 16754.67€ |
| 2023-12-21 | 16674.38€ |
| 2023-12-20 | 16480.67€ |
| 2023-12-19 | 16665.88€ |
| 2023-12-18 | 16695.28€ |
| 2023-12-17 | 16665.85€ |
| 2023-12-16 | 16668.07€ |
| 2023-12-15 | 16686.83€ |
| 2023-12-14 | 16781.49€ |
| 2023-12-13 | 16743.31€ |
| 2023-12-12 | 16468.4€ |
| 2023-12-11 | 16500.21€ |
| 2023-12-10 | 16780.05€ |
| 2023-12-09 | 16772.94€ |
| 2023-12-08 | 16805.01€ |
| 2023-12-07 | 16661.68€ |
| 2023-12-06 | 16449.22€ |
| 2023-12-06 | 16519.17€ |
| 2023-11-22 | 16393.2€ |
| 2023-11-21 | 16284.83€ |
| 2023-11-20 | 16366.93€ |
| 2023-11-19 | 16174.3€ |
| 2023-11-16 | 16048.61€ |
| 2023-11-15 | 16260.19€ |
| 2023-11-14 | 16255.14€ |
| 2023-11-13 | 16254.25€ |
| 2023-11-12 | 16131.1€ |
| 2023-11-10 | 16178.36€ |
