static-manual-sharpeopt-l2
27 March, 2025 | 5 Min ReadIntroduction to our strategy
created in basebot
Quick Summary
| Metric | Value |
|---|
| Return % p.a. | -71 |
| Days active | 502 |
| Starting capital | 10000 |
| Current capital | 368.6€ |
Current portfolio
Detailed statistics
| Strategy |
|---|
| Start Period | 2023-11-12 |
|---|
| End Period | 2025-03-26 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.88 |
|---|
| Cumulative Return | -0.98 |
|---|
| CAGR﹪ | -0.85 |
|---|
| Sharpe | -0.24 |
|---|
| Prob. Sharpe Ratio | 0.37 |
|---|
| Sortino | -0.26 |
|---|
| Sortino/√2 | -0.18 |
|---|
| Omega | 0.89 |
|---|
| Max Drawdown | -0.99 |
|---|
| Longest DD Days | 114 |
|---|
| Gain/Pain Ratio | -0.11 |
|---|
| Gain/Pain (1M) | -0.3 |
|---|
| Payoff Ratio | 0.77 |
|---|
| Profit Factor | 0.89 |
|---|
| Common Sense Ratio | 1.1 |
|---|
| CPC Index | 0.37 |
|---|
| Tail Ratio | 1.24 |
|---|
| Outlier Win Ratio | 4.98 |
|---|
| Outlier Loss Ratio | 2.74 |
|---|
| MTD | 0 |
|---|
| 3M | -0.98 |
|---|
| 6M | -0.98 |
|---|
| YTD | -0.99 |
|---|
| 1Y | -0.98 |
|---|
| 3Y (ann.) | -0.85 |
|---|
| 5Y (ann.) | -0.85 |
|---|
| 10Y (ann.) | -0.85 |
|---|
| All-time (ann.) | -0.85 |
|---|
| Avg. Drawdown | -0.07 |
|---|
| Avg. Drawdown Days | 18 |
|---|
| Recovery Factor | 0.35 |
|---|
| Ulcer Index | 0.31 |
|---|
| Serenity Index | -0.11 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
Portfolio worth over time
| Date | Portfolio Worth |
|---|
| 2025-03-26 | 368.6€ |
| 2025-03-25 | 368.6€ |
| 2025-03-24 | 368.6€ |
| 2025-03-23 | 368.6€ |
| 2025-03-22 | 368.6€ |
| 2025-03-21 | 368.6€ |
| 2025-03-20 | 368.6€ |
| 2025-03-19 | 368.6€ |
| 2025-03-18 | 368.6€ |
| 2025-03-17 | 368.6€ |
| 2025-03-16 | 368.6€ |
| 2025-03-15 | 368.6€ |
| 2025-03-14 | 368.6€ |
| 2025-03-13 | 368.6€ |
| 2025-03-12 | 368.6€ |
| 2025-03-11 | 368.6€ |
| 2025-03-10 | 368.6€ |
| 2025-03-09 | 368.6€ |
| 2025-03-08 | 368.6€ |
| 2025-03-07 | 368.6€ |
| 2025-03-06 | 368.6€ |
| 2025-03-05 | 368.6€ |
| 2025-03-04 | 368.6€ |
| 2025-03-03 | 368.6€ |
| 2025-03-02 | 368.6€ |
| 2025-03-01 | 368.6€ |
| 2025-02-28 | 368.6€ |
| 2025-02-27 | 368.6€ |
| 2025-02-26 | 368.6€ |
| 2025-02-25 | 368.6€ |
| 2025-02-24 | 368.6€ |
| 2025-02-23 | 368.6€ |
| 2025-02-22 | 368.6€ |
| 2025-02-21 | 368.6€ |
| 2025-02-20 | 368.6€ |
| 2025-02-19 | 368.6€ |
| 2025-02-18 | 368.6€ |
| 2025-02-17 | 25090.91€ |
| 2025-02-16 | 24936.23€ |
| 2025-02-15 | 24976.67€ |
| 2025-02-14 | 24532.12€ |
| 2025-02-13 | 23364.61€ |
| 2025-02-12 | 24122.2€ |
| 2025-02-11 | 20929.54€ |
| 2025-02-10 | 18903.27€ |
| 2025-02-09 | 24385.64€ |
| 2025-02-08 | 24577.74€ |
| 2025-02-07 | 24458.64€ |
| 2025-02-06 | 24755.27€ |
| 2025-02-05 | 24726.56€ |
| 2025-02-04 | 24301.94€ |
| 2025-02-03 | 24492.41€ |
| 2025-02-02 | 25018.42€ |
| 2025-02-01 | 25510.55€ |
| 2025-01-31 | 25820.58€ |
| 2025-01-30 | 25936.38€ |
| 2025-01-29 | 25405.36€ |
| 2025-01-28 | 25558.8€ |
| 2025-01-27 | 25319.3€ |
| 2025-01-26 | 26730.86€ |
| 2025-01-25 | 26830.49€ |
| 2025-01-24 | 26804.79€ |
| 2025-01-23 | 26869.48€ |
| 2025-01-22 | 26840.95€ |
| 2025-01-21 | 26799.01€ |
| 2025-01-20 | 26489.75€ |
| 2025-01-19 | 26380.82€ |
| 2025-01-18 | 26491.39€ |
| 2025-01-17 | 26888.03€ |
| 2025-01-16 | 26273.42€ |
| 2025-01-15 | 26816.98€ |
| 2025-01-14 | 25687.13€ |
| 2025-01-13 | 25806.72€ |
| 2025-01-12 | 26076.32€ |
| 2025-01-11 | 26161.95€ |
| 2025-01-10 | 26078.21€ |
| 2025-01-09 | 26141.36€ |
| 2025-01-08 | 26377.35€ |
| 2025-01-07 | 26470.42€ |
| 2025-01-06 | 27698.76€ |
| 2025-01-05 | 27440.09€ |
| 2025-01-04 | 27469.28€ |
| 2025-01-03 | 27392.93€ |
| 2025-01-02 | 26320.9€ |
| 2025-01-01 | 26216.06€ |
| 2024-12-31 | 26173.81€ |
| 2024-12-30 | 26486.93€ |
| 2024-12-29 | 26755.01€ |
| 2024-12-28 | 26873.71€ |
| 2024-12-27 | 26690.77€ |
| 2024-12-26 | 27239.76€ |
| 2024-12-25 | 20684.92€ |
| 2024-12-24 | 27680.77€ |
| 2024-12-23 | 27049.99€ |
| 2024-12-22 | 26253.11€ |
| 2024-12-21 | 26411.94€ |
| 2024-12-20 | 26703.35€ |
| 2024-12-19 | 26550.19€ |
| 2024-12-18 | 27113.58€ |
| 2024-12-17 | 28388.37€ |
| 2024-12-16 | 28498.34€ |
| 2024-12-15 | 27915.75€ |
| 2024-12-14 | 27900.56€ |
| 2024-12-13 | 28002.86€ |
| 2024-12-12 | 27733.34€ |
| 2024-12-11 | 27986.2€ |
| 2024-12-10 | 27135.11€ |
| 2024-12-09 | 27237.21€ |
| 2024-12-08 | 28146.29€ |
| 2024-12-07 | 28159.74€ |
| 2024-12-06 | 28234.18€ |
| 2024-12-05 | 27792.1€ |
| 2024-12-04 | 27670.3€ |
| 2024-12-03 | 26825.8€ |
| 2024-12-02 | 26776.56€ |
| 2024-12-01 | 26876.82€ |
| 2024-11-30 | 26826.55€ |
| 2024-11-29 | 26608.16€ |
| 2024-11-28 | 26199.76€ |
| 2024-11-27 | 26363.78€ |
| 2024-11-26 | 25848.56€ |
| 2024-11-25 | 25889.52€ |
| 2024-11-24 | 26193.89€ |
| 2024-11-23 | 26339.91€ |
| 2024-11-22 | 26129.55€ |
| 2024-11-21 | 26251.46€ |
| 2024-11-20 | 25612.33€ |
| 2024-11-19 | 25611.14€ |
| 2024-11-18 | 25310.82€ |
| 2024-11-17 | 24966.7€ |
| 2024-11-16 | 25172.22€ |
| 2024-11-15 | 25043.13€ |
| 2024-11-14 | 25341.2€ |
| 2024-11-13 | 25816.04€ |
| 2024-11-12 | 26116.76€ |
| 2024-11-11 | 26400.86€ |
| 2024-11-10 | 25813.19€ |
| 2024-11-09 | 25568.06€ |
| 2024-11-08 | 25322.16€ |
| 2024-11-07 | 24774.71€ |
| 2024-11-06 | 24028.38€ |
| 2024-11-05 | 22697.02€ |
| 2024-11-04 | 22280.45€ |
| 2024-11-03 | 22569.74€ |
| 2024-11-02 | 22621.06€ |
| 2024-10-29 | 23641.33€ |
| 2024-10-28 | 23517.47€ |
| 2024-10-27 | 23520.25€ |
| 2024-10-26 | 23455.8€ |
| 2024-10-25 | 23463.03€ |
| 2024-10-24 | 23416.79€ |
| 2024-10-23 | 22731.86€ |
| 2024-10-22 | 23301.54€ |
| 2024-10-21 | 23405.11€ |
| 2024-10-20 | 23345.18€ |
| 2024-10-19 | 23162.08€ |
| 2024-10-18 | 23149.22€ |
| 2024-10-17 | 23003.33€ |
| 2024-10-16 | 23001.69€ |
| 2024-10-15 | 22635.12€ |
| 2024-10-14 | 23121.87€ |
| 2024-10-13 | 22652.37€ |
| 2024-10-12 | 22660.19€ |
| 2024-10-11 | 22598.38€ |
| 2024-10-10 | 22609.8€ |
| 2024-10-09 | 22562.04€ |
| 2024-10-08 | 22756.37€ |
| 2024-10-07 | 22410.0€ |
| 2024-10-06 | 22371.42€ |
| 2024-10-05 | 22338.28€ |
| 2024-10-04 | 22370.43€ |
| 2024-10-03 | 21950.75€ |
| 2024-10-02 | 21936.52€ |
| 2024-10-01 | 22097.95€ |
| 2024-09-30 | 22645.71€ |
| 2024-09-29 | 22708.71€ |
| 2024-09-28 | 22711.7€ |
| 2024-09-27 | 22756.5€ |
| 2024-09-26 | 22791.85€ |
| 2024-09-25 | 22740.96€ |
| 2024-09-24 | 22760.34€ |
| 2024-09-23 | 22427.96€ |
| 2024-09-22 | 22022.92€ |
| 2024-09-21 | 22087.45€ |
| 2024-09-20 | 22064.58€ |
| 2024-09-19 | 21988.38€ |
| 2024-09-18 | 21225.38€ |
| 2024-09-17 | 21339.47€ |
| 2024-09-16 | 21324.02€ |
| 2024-09-15 | 21607.83€ |
| 2024-09-14 | 21755.01€ |
| 2024-09-12 | 21620.11€ |
| 2024-09-11 | 21392.56€ |
| 2024-09-10 | 20935.75€ |
| 2024-09-09 | 20771.28€ |
| 2024-09-08 | 20274.34€ |
| 2024-09-07 | 20252.81€ |
| 2024-09-06 | 20129.88€ |
| 2024-09-05 | 20987.08€ |
| 2024-09-04 | 21176.68€ |
| 2024-09-03 | 21173.73€ |
| 2024-09-02 | 21977.4€ |
| 2024-09-01 | 21827.19€ |
| 2024-08-31 | 21920.08€ |
| 2024-08-30 | 21931.8€ |
| 2024-08-29 | 21656.61€ |
| 2024-08-28 | 22098.71€ |
| 2024-08-27 | 22207.99€ |
| 2024-08-27 | 22372.59€ |
| 2024-07-16 | 24495.0€ |
| 2024-07-15 | 24569.46€ |
| 2024-07-14 | 24159.62€ |
| 2024-07-13 | 23943.86€ |
| 2024-07-12 | 23847.65€ |
| 2024-07-11 | 23557.84€ |
| 2024-07-10 | 24171.25€ |
| 2024-07-09 | 23829.61€ |
| 2024-07-08 | 23450.11€ |
| 2024-07-07 | 23192.75€ |
| 2024-06-29 | 23179.9€ |
| 2024-06-26 | 23265.35€ |
| 2024-06-24 | 22604.36€ |
| 2024-06-23 | 23111.91€ |
| 2024-06-21 | 23301.81€ |
| 2024-06-17 | 23206.77€ |
| 2024-06-16 | 23206.77€ |
| 2024-06-15 | 23206.77€ |
| 2024-06-12 | 23206.77€ |
| 2024-06-10 | 23206.77€ |
| 2024-06-09 | 23206.77€ |
| 2024-06-08 | 23206.77€ |
| 2024-06-07 | 23230.01€ |
| 2024-06-06 | 23478.91€ |
| 2024-06-05 | 23568.04€ |
| 2024-06-04 | 23216.0€ |
| 2024-06-03 | 23065.33€ |
| 2024-06-02 | 22879.22€ |
| 2024-06-01 | 22940.26€ |
| 2024-05-31 | 22865.87€ |
| 2024-05-30 | 22776.86€ |
| 2024-05-29 | 22959.46€ |
| 2024-05-28 | 23150.24€ |
| 2024-05-27 | 22902.43€ |
| 2024-05-26 | 22819.65€ |
| 2024-05-25 | 22617.33€ |
| 2024-05-24 | 22600.98€ |
| 2024-05-23 | 22560.44€ |
| 2024-05-21 | 22242.17€ |
| 2024-05-21 | 22242.17€ |
| 2024-05-21 | 22242.8€ |
| 2024-05-21 | 22242.8€ |
| 2024-05-21 | 22242.8€ |
| 2024-05-21 | 22242.8€ |
| 2024-05-21 | 22242.8€ |
| 2024-05-21 | 22242.8€ |
| 2024-05-21 | 22242.8€ |
| 2024-04-25 | 19903.76€ |
| 2024-04-24 | 19632.76€ |
| 2024-04-23 | 19737.85€ |
| 2024-04-22 | 19492.44€ |
| 2024-04-21 | 19259.29€ |
| 2024-04-20 | 19274.93€ |
| 2024-04-19 | 19182.14€ |
| 2024-04-18 | 19556.74€ |
| 2024-04-17 | 19438.32€ |
| 2024-04-16 | 19814.48€ |
| 2024-04-15 | 19826.73€ |
| 2024-04-14 | 20170.34€ |
| 2024-04-13 | 19706.54€ |
| 2024-04-12 | 20329.01€ |
| 2024-04-11 | 21116.36€ |
| 2024-04-10 | 20992.06€ |
| 2024-04-04 | 20724.72€ |
| 2024-04-02 | 20516.82€ |
| 2024-04-01 | 21167.99€ |
| 2024-03-31 | 21495.14€ |
| 2024-03-30 | 21230.59€ |
| 2024-03-29 | 21201.21€ |
| 2024-03-28 | 21338.5€ |
| 2024-03-27 | 21261.38€ |
| 2024-03-26 | 21451.3€ |
| 2024-03-25 | 21519.25€ |
| 2024-03-24 | 21112.09€ |
| 2024-03-23 | 21005.85€ |
| 2024-03-22 | 20787.27€ |
| 2024-03-21 | 21175.38€ |
| 2024-03-20 | 21185.81€ |
| 2024-03-19 | 20584.91€ |
| 2024-03-18 | 21035.33€ |
| 2024-03-17 | 21049.23€ |
| 2024-03-16 | 20842.86€ |
| 2024-03-15 | 21106.73€ |
| 2024-03-14 | 21520.7€ |
| 2024-03-13 | 21985.17€ |
| 2024-03-12 | 22015.92€ |
| 2024-03-11 | 21875.48€ |
| 2024-03-10 | 21630.09€ |
| 2024-03-09 | 21696.62€ |
| 2024-03-08 | 21703.55€ |
| 2024-03-07 | 21967.02€ |
| 2024-03-06 | 21644.0€ |
| 2024-03-05 | 20865.47€ |
| 2024-03-04 | 21176.56€ |
| 2024-03-03 | 20957.81€ |
| 2024-03-02 | 20816.17€ |
| 2024-03-01 | 20870.13€ |
| 2024-02-29 | 20418.3€ |
| 2024-02-28 | 20360.21€ |
| 2024-02-27 | 20234.82€ |
| 2024-02-26 | 20129.79€ |
| 2024-02-25 | 19811.68€ |
| 2024-02-24 | 19571.67€ |
| 2024-02-23 | 19485.16€ |
| 2024-02-22 | 19650.24€ |
| 2024-02-21 | 18903.64€ |
| 2024-02-20 | 19130.99€ |
| 2024-02-19 | 19446.62€ |
| 2024-02-18 | 19199.03€ |
| 2024-02-17 | 19072.39€ |
| 2024-02-16 | 19084.19€ |
| 2024-02-15 | 19017.49€ |
| 2024-02-12 | 18404.61€ |
| 2024-02-11 | 18197.59€ |
| 2024-02-10 | 18203.8€ |
| 2024-02-09 | 18194.43€ |
| 2024-02-08 | 17846.08€ |
| 2024-02-07 | 17801.02€ |
| 2024-02-06 | 17472.77€ |
| 2024-02-05 | 17278.83€ |
| 2024-02-04 | 17111.78€ |
| 2024-02-03 | 17118.64€ |
| 2024-02-02 | 17114.47€ |
| 2024-02-01 | 16980.05€ |
| 2024-01-31 | 16734.82€ |
| 2024-01-30 | 17082.82€ |
| 2024-01-28 | 16621.86€ |
| 2024-01-27 | 16643.33€ |
| 2024-01-26 | 16622.74€ |
| 2024-01-25 | 16469.0€ |
| 2024-01-24 | 16844.27€ |
| 2024-01-23 | 16738.99€ |
| 2024-01-22 | 16934.75€ |
| 2024-01-21 | 17258.56€ |
| 2024-01-20 | 17251.05€ |
| 2024-01-19 | 17284.18€ |
| 2024-01-18 | 17117.14€ |
| 2024-01-17 | 17281.91€ |
| 2024-01-16 | 17554.65€ |
| 2024-01-15 | 17331.43€ |
| 2024-01-14 | 17353.26€ |
| 2024-01-13 | 17447.92€ |
| 2024-01-12 | 17332.86€ |
| 2024-01-11 | 17597.04€ |
| 2024-01-10 | 17431.86€ |
| 2024-01-09 | 17039.91€ |
| 2024-01-08 | 17048.16€ |
| 2024-01-07 | 16591.02€ |
| 2024-01-06 | 16596.69€ |
| 2024-01-05 | 16617.22€ |
| 2024-01-04 | 16632.13€ |
| 2024-01-03 | 16508.42€ |
| 2024-01-02 | 16885.75€ |
| 2024-01-01 | 16828.09€ |
| 2023-12-31 | 16719.9€ |
| 2023-12-30 | 16747.76€ |
| 2023-12-29 | 16712.54€ |
| 2023-12-28 | 16884.35€ |
| 2023-12-28 | 17116.82€ |
| 2023-12-27 | 17064.57€ |
| 2023-12-26 | 16679.49€ |
| 2023-12-25 | 16703.58€ |
| 2023-12-24 | 16710.16€ |
| 2023-12-23 | 16738.71€ |
| 2023-12-22 | 16775.75€ |
| 2023-12-21 | 16671.76€ |
| 2023-12-20 | 16373.88€ |
| 2023-12-19 | 16633.52€ |
| 2023-12-18 | 16663.84€ |
| 2023-12-17 | 16624.01€ |
| 2023-12-16 | 16618.7€ |
| 2023-12-15 | 16648.57€ |
| 2023-12-14 | 16740.48€ |
| 2023-12-13 | 16619.69€ |
| 2023-12-12 | 16323.56€ |
| 2023-12-11 | 16380.13€ |
| 2023-12-10 | 16841.45€ |
| 2023-12-09 | 16827.56€ |
| 2023-12-08 | 16864.91€ |
| 2023-12-07 | 16752.13€ |
| 2023-12-06 | 16433.3€ |
| 2023-12-06 | 16549.83€ |
| 2023-11-22 | 16166.02€ |
| 2023-11-21 | 16091.27€ |
| 2023-11-20 | 16139.56€ |
| 2023-11-19 | 15922.96€ |
| 2023-11-16 | 15843.16€ |
| 2023-11-15 | 16125.06€ |
| 2023-11-14 | 16049.33€ |
| 2023-11-13 | 15975.46€ |
| 2023-11-12 | 15754.35€ |
| 2023-11-10 | 15824.46€ |
