static-sharpe-manual-0922
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 | 0.91€ |
Current portfolio
| Ticker | Qty | Crnt Price | Worth (USD) |
|---|
| USD | 0.905557 | 1 | 0.91 |
| AMD | 5.243304 | 0 | 0.00 |
| AMZN | 2.152063 | 0 | 0.00 |
| DG | 0.591310 | 0 | 0.00 |
| KDP | 39.845779 | 0 | 0.00 |
| LLY | 4.513932 | 0 | 0.00 |
| NOC | 0.142868 | 0 | 0.00 |
| NVDA | 97.152886 | 0 | 0.00 |
| PGR | 22.859741 | 0 | 0.00 |
| TEAM | 2.098381 | 0 | 0.00 |
| TSLA | 2.408310 | 0 | 0.00 |
| UNH | 0.697072 | 0 | 0.00 |
| WM | 5.710737 | 0 | 0.00 |
Detailed statistics
| Strategy |
|---|
| Start Period | 2023-11-12 |
|---|
| End Period | 2025-03-21 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.65 |
|---|
| Cumulative Return | -1.0 |
|---|
| CAGR﹪ | -0.99 |
|---|
| Sharpe | 0.03 |
|---|
| Prob. Sharpe Ratio | 0.51 |
|---|
| Sortino | 0.03 |
|---|
| Sortino/√2 | 0.02 |
|---|
| Omega | 1.01 |
|---|
| Max Drawdown | -1.0 |
|---|
| Longest DD Days | 129 |
|---|
| Gain/Pain Ratio | 0.01 |
|---|
| Gain/Pain (1M) | 0.05 |
|---|
| Payoff Ratio | 0.69 |
|---|
| Profit Factor | 1.01 |
|---|
| Common Sense Ratio | 1.22 |
|---|
| CPC Index | 0.41 |
|---|
| Tail Ratio | 1.21 |
|---|
| Outlier Win Ratio | 11.9 |
|---|
| Outlier Loss Ratio | 4.81 |
|---|
| MTD | 0 |
|---|
| 3M | -1.0 |
|---|
| 6M | -1.0 |
|---|
| YTD | -1.0 |
|---|
| 1Y | -1.0 |
|---|
| 3Y (ann.) | -0.99 |
|---|
| 5Y (ann.) | -0.99 |
|---|
| 10Y (ann.) | -0.99 |
|---|
| All-time (ann.) | -0.99 |
|---|
| Avg. Drawdown | -0.07 |
|---|
| Avg. Drawdown Days | 11 |
|---|
| Recovery Factor | 0.04 |
|---|
| Ulcer Index | 0.29 |
|---|
| Serenity Index | 0.02 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
Portfolio worth over time
| Date | Portfolio Worth |
|---|
| 2025-03-21 | 0.91€ |
| 2025-03-20 | 0.91€ |
| 2025-03-19 | 0.91€ |
| 2025-03-18 | 0.91€ |
| 2025-03-17 | 0.91€ |
| 2025-03-16 | 0.91€ |
| 2025-03-15 | 0.91€ |
| 2025-03-14 | 0.91€ |
| 2025-03-13 | 0.91€ |
| 2025-03-12 | 0.91€ |
| 2025-03-11 | 0.91€ |
| 2025-03-10 | 0.91€ |
| 2025-03-09 | 0.91€ |
| 2025-03-08 | 0.91€ |
| 2025-03-07 | 0.91€ |
| 2025-03-06 | 0.91€ |
| 2025-03-05 | 0.91€ |
| 2025-03-04 | 0.91€ |
| 2025-03-03 | 0.91€ |
| 2025-03-02 | 0.91€ |
| 2025-03-01 | 0.91€ |
| 2025-02-28 | 0.91€ |
| 2025-02-27 | 0.91€ |
| 2025-02-26 | 0.91€ |
| 2025-02-25 | 0.91€ |
| 2025-02-24 | 0.91€ |
| 2025-02-23 | 0.91€ |
| 2025-02-22 | 0.91€ |
| 2025-02-21 | 0.91€ |
| 2025-02-20 | 0.91€ |
| 2025-02-19 | 0.91€ |
| 2025-02-18 | 0.91€ |
| 2025-02-17 | 28935.82€ |
| 2025-02-16 | 28935.82€ |
| 2025-02-15 | 28935.82€ |
| 2025-02-14 | 25654.48€ |
| 2025-02-13 | 22730.57€ |
| 2025-02-12 | 27562.62€ |
| 2025-02-11 | 23279.07€ |
| 2025-02-10 | 28172.81€ |
| 2025-02-09 | 27894.41€ |
| 2025-02-08 | 27894.41€ |
| 2025-02-07 | 27894.41€ |
| 2025-02-06 | 27838.31€ |
| 2025-02-05 | 27312.41€ |
| 2025-02-04 | 26689.37€ |
| 2025-02-03 | 26439.04€ |
| 2025-02-02 | 26725.06€ |
| 2025-02-01 | 26725.06€ |
| 2025-01-31 | 26725.06€ |
| 2025-01-30 | 27223.35€ |
| 2025-01-29 | 26865.5€ |
| 2025-01-28 | 27373.95€ |
| 2025-01-27 | 26408.96€ |
| 2025-01-26 | 28467.69€ |
| 2025-01-25 | 28467.69€ |
| 2025-01-24 | 28467.69€ |
| 2025-01-23 | 28861.63€ |
| 2025-01-22 | 28799.95€ |
| 2025-01-21 | 28199.88€ |
| 2025-01-20 | 27839.59€ |
| 2025-01-19 | 27839.59€ |
| 2025-01-18 | 27839.59€ |
| 2025-01-17 | 27839.59€ |
| 2025-01-16 | 27553.38€ |
| 2025-01-15 | 27724.83€ |
| 2025-01-14 | 27105.9€ |
| 2025-01-13 | 27385.16€ |
| 2025-01-12 | 27605.27€ |
| 2025-01-11 | 27605.27€ |
| 2025-01-10 | 27605.27€ |
| 2025-01-09 | 28209.65€ |
| 2025-01-08 | 28209.65€ |
| 2025-01-07 | 28111.33€ |
| 2025-01-06 | 29000.93€ |
| 2025-01-05 | 28633.82€ |
| 2025-01-04 | 28633.82€ |
| 2025-01-03 | 28633.82€ |
| 2025-01-02 | 27853.95€ |
| 2025-01-01 | 27495.22€ |
| 2024-12-31 | 27495.22€ |
| 2024-12-30 | 27864.68€ |
| 2024-12-29 | 27977.63€ |
| 2024-12-28 | 27977.63€ |
| 2024-12-27 | 27977.63€ |
| 2024-12-26 | 28437.72€ |
| 2024-12-25 | 24382.6€ |
| 2024-12-24 | 28514.51€ |
| 2024-12-23 | 28288.94€ |
| 2024-12-22 | 27627.77€ |
| 2024-12-21 | 27627.77€ |
| 2024-12-20 | 27627.77€ |
| 2024-12-19 | 27193.71€ |
| 2024-12-18 | 27095.0€ |
| 2024-12-17 | 27678.57€ |
| 2024-12-16 | 27915.54€ |
| 2024-12-15 | 28183.26€ |
| 2024-12-14 | 28183.26€ |
| 2024-12-13 | 28183.26€ |
| 2024-12-12 | 28241.6€ |
| 2024-12-11 | 28514.75€ |
| 2024-12-10 | 28144.93€ |
| 2024-12-09 | 28552.42€ |
| 2024-12-08 | 29198.93€ |
| 2024-12-07 | 29198.93€ |
| 2024-12-06 | 29198.93€ |
| 2024-12-05 | 29592.83€ |
| 2024-12-04 | 29617.46€ |
| 2024-12-03 | 29028.43€ |
| 2024-12-02 | 28853.18€ |
| 2024-12-01 | 28394.21€ |
| 2024-11-30 | 28865.26€ |
| 2024-11-29 | 28865.23€ |
| 2024-11-28 | 28459.22€ |
| 2024-11-27 | 28459.22€ |
| 2024-11-26 | 28663.9€ |
| 2024-11-25 | 28372.72€ |
| 2024-11-24 | 28905.86€ |
| 2024-11-23 | 28905.86€ |
| 2024-11-22 | 28905.86€ |
| 2024-11-21 | 29237.14€ |
| 2024-11-20 | 29005.9€ |
| 2024-11-19 | 28944.11€ |
| 2024-11-18 | 28260.49€ |
| 2024-11-17 | 28463.63€ |
| 2024-11-16 | 28463.63€ |
| 2024-11-15 | 28463.63€ |
| 2024-11-14 | 29278.27€ |
| 2024-11-13 | 29535.77€ |
| 2024-11-12 | 29770.41€ |
| 2024-11-11 | 29545.58€ |
| 2024-11-10 | 29712.1€ |
| 2024-11-09 | 29712.1€ |
| 2024-11-08 | 29712.1€ |
| 2024-11-07 | 29456.83€ |
| 2024-11-06 | 29039.74€ |
| 2024-11-05 | 28194.47€ |
| 2024-11-04 | 27616.42€ |
| 2024-11-03 | 27686.86€ |
| 2024-11-02 | 27686.86€ |
| 2024-10-29 | 28709.37€ |
| 2024-10-28 | 28605.98€ |
| 2024-10-27 | 28696.08€ |
| 2024-10-26 | 28696.08€ |
| 2024-10-25 | 28696.08€ |
| 2024-10-24 | 28638.28€ |
| 2024-10-23 | 28585.89€ |
| 2024-10-22 | 29073.68€ |
| 2024-10-21 | 29154.46€ |
| 2024-10-20 | 28657.9€ |
| 2024-10-19 | 28657.9€ |
| 2024-10-18 | 28657.9€ |
| 2024-10-17 | 28529.43€ |
| 2024-10-16 | 28511.99€ |
| 2024-10-15 | 28017.69€ |
| 2024-10-14 | 28798.57€ |
| 2024-10-13 | 28516.88€ |
| 2024-10-12 | 28516.88€ |
| 2024-10-11 | 28516.88€ |
| 2024-10-10 | 28389.96€ |
| 2024-10-09 | 28211.9€ |
| 2024-10-08 | 28134.26€ |
| 2024-10-07 | 27440.57€ |
| 2024-10-06 | 27414.85€ |
| 2024-10-05 | 27414.85€ |
| 2024-10-04 | 27414.85€ |
| 2024-10-03 | 27054.43€ |
| 2024-10-02 | 26754.57€ |
| 2024-10-01 | 26572.51€ |
| 2024-09-30 | 27035.74€ |
| 2024-09-29 | 26926.59€ |
| 2024-09-28 | 26926.59€ |
| 2024-09-27 | 26926.59€ |
| 2024-09-26 | 27364.91€ |
| 2024-09-25 | 27481.42€ |
| 2024-09-24 | 27201.52€ |
| 2024-09-23 | 26735.79€ |
| 2024-09-22 | 26687.24€ |
| 2024-09-21 | 26687.24€ |
| 2024-09-20 | 26687.24€ |
| 2024-09-19 | 26769.85€ |
| 2024-09-18 | 26229.19€ |
| 2024-09-17 | 26445.18€ |
| 2024-09-16 | 26676.15€ |
| 2024-09-15 | 26904.65€ |
| 2024-09-14 | 26904.65€ |
| 2024-09-12 | 26790.24€ |
| 2024-09-11 | 26496.37€ |
| 2024-09-10 | 25497.96€ |
| 2024-09-09 | 25366.01€ |
| 2024-09-08 | 24846.52€ |
| 2024-09-07 | 24846.52€ |
| 2024-09-06 | 24846.52€ |
| 2024-09-05 | 25449.25€ |
| 2024-09-04 | 25598.77€ |
| 2024-09-03 | 25744.97€ |
| 2024-09-02 | 26927.84€ |
| 2024-09-01 | 26927.84€ |
| 2024-08-31 | 26927.84€ |
| 2024-08-30 | 26927.84€ |
| 2024-08-29 | 26541.74€ |
| 2024-08-28 | 27328.58€ |
| 2024-08-27 | 27598.57€ |
| 2024-08-27 | 27534.9€ |
| 2024-07-16 | 26759.54€ |
| 2024-07-15 | 27107.38€ |
| 2024-07-14 | 27080.36€ |
| 2024-07-13 | 27080.36€ |
| 2024-07-12 | 27080.36€ |
| 2024-07-11 | 26756.58€ |
| 2024-07-10 | 27509.35€ |
| 2024-07-09 | 27077.83€ |
| 2024-07-08 | 26719.0€ |
| 2024-07-07 | 26469.76€ |
| 2024-06-29 | 25996.95€ |
| 2024-06-26 | 26243.18€ |
| 2024-06-24 | 25409.52€ |
| 2024-06-23 | 25734.03€ |
| 2024-06-21 | 26140.95€ |
| 2024-06-17 | 15073.6€ |
| 2024-06-16 | 14906.63€ |
| 2024-06-15 | 14906.63€ |
| 2024-06-12 | 14735.89€ |
| 2024-06-10 | 14893.6€ |
| 2024-06-09 | 14922.51€ |
| 2024-06-08 | 25492.67€ |
| 2024-06-07 | 25492.67€ |
| 2024-06-06 | 25474.81€ |
| 2024-06-05 | 25568.83€ |
| 2024-06-04 | 24940.34€ |
| 2024-06-03 | 24725.08€ |
| 2024-06-02 | 24254.19€ |
| 2024-06-01 | 24254.19€ |
| 2024-05-31 | 24254.19€ |
| 2024-05-30 | 24176.96€ |
| 2024-05-29 | 24484.51€ |
| 2024-05-28 | 24489.57€ |
| 2024-05-27 | 23759.48€ |
| 2024-05-26 | 23759.48€ |
| 2024-05-25 | 23759.48€ |
| 2024-05-24 | 23759.48€ |
| 2024-05-23 | 23453.52€ |
| 2024-05-21 | 22768.84€ |
| 2024-05-21 | 22768.84€ |
| 2024-05-21 | 22780.6€ |
| 2024-05-21 | 22780.6€ |
| 2024-05-21 | 22780.6€ |
| 2024-05-21 | 22780.6€ |
| 2024-05-21 | 22780.6€ |
| 2024-05-21 | 22780.6€ |
| 2024-05-21 | 22780.6€ |
| 2024-04-25 | 21170.54€ |
| 2024-04-24 | 20863.86€ |
| 2024-04-23 | 21167.59€ |
| 2024-04-22 | 20751.97€ |
| 2024-04-21 | 20429.72€ |
| 2024-04-20 | 20429.72€ |
| 2024-04-19 | 20429.72€ |
| 2024-04-18 | 21261.18€ |
| 2024-04-17 | 21207.52€ |
| 2024-04-16 | 21526.33€ |
| 2024-04-15 | 21340.82€ |
| 2024-04-14 | 21560.05€ |
| 2024-04-13 | 21560.05€ |
| 2024-04-12 | 21560.05€ |
| 2024-04-11 | 21897.32€ |
| 2024-04-10 | 21609.69€ |
| 2024-04-04 | 22037.68€ |
| 2024-04-02 | 21994.77€ |
| 2024-04-01 | 22152.92€ |
| 2024-03-31 | 22130.91€ |
| 2024-03-30 | 22130.91€ |
| 2024-03-29 | 22130.91€ |
| 2024-03-28 | 22130.91€ |
| 2024-03-27 | 22105.08€ |
| 2024-03-26 | 22249.9€ |
| 2024-03-25 | 22493.5€ |
| 2024-03-24 | 22378.91€ |
| 2024-03-23 | 22378.91€ |
| 2024-03-22 | 22378.91€ |
| 2024-03-21 | 22103.17€ |
| 2024-03-20 | 22030.45€ |
| 2024-03-19 | 21907.22€ |
| 2024-03-18 | 21845.04€ |
| 2024-03-17 | 21652.35€ |
| 2024-03-16 | 21652.35€ |
| 2024-03-15 | 21652.3€ |
| 2024-03-14 | 21627.68€ |
| 2024-03-13 | 21918.81€ |
| 2024-03-12 | 22077.42€ |
| 2024-03-11 | 21300.73€ |
| 2024-03-10 | 21643.92€ |
| 2024-03-09 | 21643.92€ |
| 2024-03-08 | 21643.92€ |
| 2024-03-07 | 22184.26€ |
| 2024-03-06 | 21776.1€ |
| 2024-03-05 | 21326.43€ |
| 2024-03-04 | 21361.75€ |
| 2024-03-03 | 21028.16€ |
| 2024-03-02 | 21028.16€ |
| 2024-03-01 | 21028.16€ |
| 2024-02-29 | 20595.61€ |
| 2024-02-28 | 20452.93€ |
| 2024-02-27 | 20583.68€ |
| 2024-02-26 | 20677.16€ |
| 2024-02-25 | 20605.86€ |
| 2024-02-24 | 20605.86€ |
| 2024-02-23 | 20605.86€ |
| 2024-02-22 | 20632.5€ |
| 2024-02-21 | 19332.46€ |
| 2024-02-20 | 19524.57€ |
| 2024-02-19 | 19998.92€ |
| 2024-02-18 | 19998.92€ |
| 2024-02-17 | 19998.92€ |
| 2024-02-16 | 19998.92€ |
| 2024-02-15 | 19911.67€ |
| 2024-02-12 | 19524.5€ |
| 2024-02-11 | 19557.72€ |
| 2024-02-10 | 19557.72€ |
| 2024-02-09 | 19557.72€ |
| 2024-02-08 | 19269.49€ |
| 2024-02-07 | 19241.86€ |
| 2024-02-06 | 18885.25€ |
| 2024-02-05 | 19061.12€ |
| 2024-02-04 | 18618.7€ |
| 2024-02-03 | 18618.7€ |
| 2024-02-02 | 18618.7€ |
| 2024-02-01 | 18264.91€ |
| 2024-01-31 | 17967.31€ |
| 2024-01-30 | 18193.09€ |
| 2024-01-28 | 17977.99€ |
| 2024-01-27 | 17977.99€ |
| 2024-01-26 | 17977.99€ |
| 2024-01-25 | 17927.43€ |
| 2024-01-24 | 17974.89€ |
| 2024-01-23 | 17627.13€ |
| 2024-01-22 | 17584.97€ |
| 2024-01-21 | 17596.48€ |
| 2024-01-20 | 17596.48€ |
| 2024-01-19 | 17596.48€ |
| 2024-01-18 | 17266.03€ |
| 2024-01-17 | 17167.55€ |
| 2024-01-16 | 17205.06€ |
| 2024-01-15 | 17024.21€ |
| 2024-01-14 | 17024.21€ |
| 2024-01-13 | 17024.21€ |
| 2024-01-12 | 17024.21€ |
| 2024-01-11 | 17021.61€ |
| 2024-01-10 | 16905.46€ |
| 2024-01-09 | 16780.66€ |
| 2024-01-08 | 16651.02€ |
| 2024-01-07 | 16179.07€ |
| 2024-01-06 | 16179.07€ |
| 2024-01-05 | 16179.07€ |
| 2024-01-04 | 16066.94€ |
| 2024-01-03 | 16047.12€ |
| 2024-01-02 | 16053.24€ |
| 2024-01-01 | 16146.62€ |
| 2023-12-31 | 16146.62€ |
| 2023-12-30 | 16146.62€ |
| 2023-12-29 | 16146.62€ |
| 2023-12-28 | 16138.37€ |
| 2023-12-28 | 16111.04€ |
| 2023-12-27 | 16111.04€ |
| 2023-12-26 | 16014.64€ |
| 2023-12-25 | 15927.24€ |
| 2023-12-24 | 15927.24€ |
| 2023-12-23 | 15927.24€ |
| 2023-12-22 | 15927.24€ |
| 2023-12-21 | 15921.66€ |
| 2023-12-20 | 15727.55€ |
| 2023-12-19 | 16030.79€ |
| 2023-12-18 | 16009.19€ |
| 2023-12-17 | 15767.97€ |
| 2023-12-16 | 15767.97€ |
| 2023-12-15 | 15767.97€ |
| 2023-12-14 | 15717.45€ |
| 2023-12-13 | 15988.72€ |
| 2023-12-12 | 15911.34€ |
| 2023-12-11 | 15732.96€ |
| 2023-12-10 | 15775.27€ |
| 2023-12-09 | 15775.27€ |
| 2023-12-08 | 15775.27€ |
| 2023-12-07 | 15652.7€ |
| 2023-12-06 | 15476.02€ |
| 2023-12-06 | 15544.7€ |
| 2023-11-22 | 15830.85€ |
| 2023-11-21 | 15899.0€ |
| 2023-11-20 | 15903.54€ |
| 2023-11-19 | 15710.66€ |
| 2023-11-16 | 15768.96€ |
| 2023-11-15 | 15678.88€ |
| 2023-11-14 | 15902.46€ |
| 2023-11-13 | 15757.77€ |
| 2023-11-12 | 15607.05€ |
| 2023-11-10 | 15607.05€ |
