Introduction to our strategy
jupyternotebooks/nasdaqreplicationtest.ipynb
Quick Summary
| Metric | Value |
|---|
| Return % p.a. | -71 |
| Days active | 497 |
| Starting capital | 10000 |
| Current capital | 293.0€ |
Current portfolio
Detailed statistics
| Strategy |
|---|
| Start Period | 2023-11-12 |
|---|
| End Period | 2025-03-21 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.66 |
|---|
| Cumulative Return | -0.97 |
|---|
| CAGR﹪ | -0.84 |
|---|
| Sharpe | -0.49 |
|---|
| Prob. Sharpe Ratio | 0.2 |
|---|
| Sortino | -0.5 |
|---|
| Sortino/√2 | -0.35 |
|---|
| Omega | 0.68 |
|---|
| Max Drawdown | -0.98 |
|---|
| Longest DD Days | 119 |
|---|
| Gain/Pain Ratio | -0.32 |
|---|
| Gain/Pain (1M) | -0.61 |
|---|
| Payoff Ratio | 0.49 |
|---|
| Profit Factor | 0.68 |
|---|
| Common Sense Ratio | 0.73 |
|---|
| CPC Index | 0.19 |
|---|
| Tail Ratio | 1.07 |
|---|
| Outlier Win Ratio | 7.88 |
|---|
| Outlier Loss Ratio | 1.65 |
|---|
| MTD | 0 |
|---|
| 3M | -0.98 |
|---|
| 6M | -0.98 |
|---|
| YTD | -0.98 |
|---|
| 1Y | -0.98 |
|---|
| 3Y (ann.) | -0.84 |
|---|
| 5Y (ann.) | -0.84 |
|---|
| 10Y (ann.) | -0.84 |
|---|
| All-time (ann.) | -0.84 |
|---|
| Avg. Drawdown | -0.05 |
|---|
| Avg. Drawdown Days | 12 |
|---|
| Recovery Factor | 0.64 |
|---|
| Ulcer Index | 0.28 |
|---|
| Serenity Index | -0.21 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
Portfolio worth over time
| Date | Portfolio Worth |
|---|
| 2025-03-21 | 293.0€ |
| 2025-03-20 | 293.0€ |
| 2025-03-19 | 293.0€ |
| 2025-03-18 | 293.0€ |
| 2025-03-17 | 293.0€ |
| 2025-03-16 | 293.0€ |
| 2025-03-15 | 293.0€ |
| 2025-03-14 | 293.0€ |
| 2025-03-13 | 293.0€ |
| 2025-03-12 | 293.0€ |
| 2025-03-11 | 293.0€ |
| 2025-03-10 | 293.0€ |
| 2025-03-09 | 293.0€ |
| 2025-03-08 | 293.0€ |
| 2025-03-07 | 293.0€ |
| 2025-03-06 | 293.0€ |
| 2025-03-05 | 293.0€ |
| 2025-03-04 | 293.0€ |
| 2025-03-03 | 293.0€ |
| 2025-03-02 | 293.0€ |
| 2025-03-01 | 293.0€ |
| 2025-02-28 | 293.0€ |
| 2025-02-27 | 293.0€ |
| 2025-02-26 | 293.0€ |
| 2025-02-25 | 293.0€ |
| 2025-02-24 | 293.0€ |
| 2025-02-23 | 293.0€ |
| 2025-02-22 | 293.0€ |
| 2025-02-21 | 293.0€ |
| 2025-02-20 | 293.0€ |
| 2025-02-19 | 293.0€ |
| 2025-02-18 | 293.0€ |
| 2025-02-17 | 13968.63€ |
| 2025-02-16 | 13968.63€ |
| 2025-02-15 | 13968.63€ |
| 2025-02-14 | 13525.05€ |
| 2025-02-13 | 12783.68€ |
| 2025-02-12 | 12801.19€ |
| 2025-02-11 | 12674.97€ |
| 2025-02-10 | 13514.2€ |
| 2025-02-09 | 13678.23€ |
| 2025-02-08 | 13678.23€ |
| 2025-02-07 | 13678.23€ |
| 2025-02-06 | 13842.54€ |
| 2025-02-05 | 13761.48€ |
| 2025-02-04 | 13768.59€ |
| 2025-02-03 | 13623.84€ |
| 2025-02-02 | 13761.51€ |
| 2025-02-01 | 13761.51€ |
| 2025-01-31 | 13761.51€ |
| 2025-01-30 | 13818.84€ |
| 2025-01-29 | 13818.99€ |
| 2025-01-28 | 13910.46€ |
| 2025-01-27 | 13663.48€ |
| 2025-01-26 | 13892.23€ |
| 2025-01-25 | 13892.23€ |
| 2025-01-24 | 13892.23€ |
| 2025-01-23 | 13951.59€ |
| 2025-01-22 | 13882.23€ |
| 2025-01-21 | 13713.47€ |
| 2025-01-20 | 13644.56€ |
| 2025-01-19 | 13644.56€ |
| 2025-01-18 | 13644.56€ |
| 2025-01-17 | 13644.56€ |
| 2025-01-16 | 13485.34€ |
| 2025-01-15 | 13641.95€ |
| 2025-01-14 | 13341.98€ |
| 2025-01-13 | 13405.32€ |
| 2025-01-12 | 13427.87€ |
| 2025-01-11 | 13427.87€ |
| 2025-01-10 | 13427.87€ |
| 2025-01-09 | 13630.5€ |
| 2025-01-08 | 13630.5€ |
| 2025-01-07 | 13631.15€ |
| 2025-01-06 | 13836.25€ |
| 2025-01-05 | 13701.41€ |
| 2025-01-04 | 13701.41€ |
| 2025-01-03 | 13701.41€ |
| 2025-01-02 | 13510.98€ |
| 2025-01-01 | 13550.88€ |
| 2024-12-31 | 13550.88€ |
| 2024-12-30 | 13649.43€ |
| 2024-12-29 | 13792.97€ |
| 2024-12-28 | 13792.97€ |
| 2024-12-27 | 13792.97€ |
| 2024-12-26 | 13976.12€ |
| 2024-12-25 | 12735.86€ |
| 2024-12-24 | 14004.12€ |
| 2024-12-23 | 13840.07€ |
| 2024-12-22 | 13711.85€ |
| 2024-12-21 | 13711.85€ |
| 2024-12-20 | 13711.85€ |
| 2024-12-19 | 13584.97€ |
| 2024-12-18 | 13562.0€ |
| 2024-12-17 | 13947.75€ |
| 2024-12-16 | 13946.14€ |
| 2024-12-15 | 13869.13€ |
| 2024-12-14 | 13869.13€ |
| 2024-12-13 | 13869.13€ |
| 2024-12-12 | 13920.76€ |
| 2024-12-11 | 14002.62€ |
| 2024-12-10 | 13839.19€ |
| 2024-12-09 | 13834.69€ |
| 2024-12-08 | 13896.18€ |
| 2024-12-07 | 13896.18€ |
| 2024-12-06 | 13896.18€ |
| 2024-12-05 | 13846.57€ |
| 2024-12-04 | 13836.07€ |
| 2024-12-03 | 13705.84€ |
| 2024-12-02 | 13658.44€ |
| 2024-12-01 | 13557.94€ |
| 2024-11-30 | 13557.94€ |
| 2024-11-29 | 13557.93€ |
| 2024-11-28 | 13458.43€ |
| 2024-11-27 | 13458.43€ |
| 2024-11-26 | 13521.44€ |
| 2024-11-25 | 13401.45€ |
| 2024-11-24 | 13389.21€ |
| 2024-11-23 | 13389.21€ |
| 2024-11-22 | 13389.21€ |
| 2024-11-21 | 13388.73€ |
| 2024-11-20 | 13402.82€ |
| 2024-11-19 | 13421.65€ |
| 2024-11-18 | 13304.61€ |
| 2024-11-17 | 13247.98€ |
| 2024-11-16 | 13247.98€ |
| 2024-11-15 | 13247.98€ |
| 2024-11-14 | 13478.61€ |
| 2024-11-13 | 13524.51€ |
| 2024-11-12 | 13524.31€ |
| 2024-11-11 | 13517.13€ |
| 2024-11-10 | 13548.89€ |
| 2024-11-09 | 13500.24€ |
| 2024-11-08 | 13548.89€ |
| 2024-11-07 | 13523.12€ |
| 2024-11-06 | 13356.68€ |
| 2024-11-05 | 13041.15€ |
| 2024-11-04 | 12902.35€ |
| 2024-11-03 | 12959.6€ |
| 2024-11-02 | 12959.6€ |
| 2024-10-29 | 13248.29€ |
| 2024-10-28 | 13194.44€ |
| 2024-10-27 | 13167.68€ |
| 2024-10-26 | 13167.68€ |
| 2024-10-25 | 13167.68€ |
| 2024-10-24 | 13127.98€ |
| 2024-10-23 | 13056.82€ |
| 2024-10-22 | 13240.61€ |
| 2024-10-21 | 13196.23€ |
| 2024-10-20 | 13157.62€ |
| 2024-10-19 | 13157.62€ |
| 2024-10-18 | 13157.62€ |
| 2024-10-17 | 13086.63€ |
| 2024-10-16 | 13081.73€ |
| 2024-10-15 | 13046.23€ |
| 2024-10-14 | 13148.29€ |
| 2024-10-13 | 13035.03€ |
| 2024-10-12 | 13035.03€ |
| 2024-10-11 | 13035.03€ |
| 2024-10-10 | 12998.38€ |
| 2024-10-09 | 12845.19€ |
| 2024-10-08 | 12940.32€ |
| 2024-10-07 | 12773.75€ |
| 2024-10-06 | 12912.01€ |
| 2024-10-05 | 12912.01€ |
| 2024-10-04 | 12912.01€ |
| 2024-10-03 | 12791.37€ |
| 2024-10-02 | 12789.48€ |
| 2024-10-01 | 12790.22€ |
| 2024-09-30 | 12949.52€ |
| 2024-09-29 | 12871.86€ |
| 2024-09-28 | 12871.86€ |
| 2024-09-27 | 12871.86€ |
| 2024-09-26 | 12907.32€ |
| 2024-09-25 | 12879.5€ |
| 2024-09-24 | 12868.5€ |
| 2024-09-23 | 12825.69€ |
| 2024-09-22 | 12808.44€ |
| 2024-09-21 | 12808.44€ |
| 2024-09-20 | 12808.44€ |
| 2024-09-19 | 12838.79€ |
| 2024-09-18 | 12582.86€ |
| 2024-09-17 | 12620.12€ |
| 2024-09-16 | 12613.49€ |
| 2024-09-15 | 12646.12€ |
| 2024-09-14 | 12646.12€ |
| 2024-09-12 | 12615.04€ |
| 2024-09-11 | 12512.94€ |
| 2024-09-10 | 12317.5€ |
| 2024-09-09 | 12208.92€ |
| 2024-09-08 | 12108.25€ |
| 2024-09-07 | 12108.25€ |
| 2024-09-06 | 12108.25€ |
| 2024-09-05 | 12347.93€ |
| 2024-09-04 | 12329.56€ |
| 2024-09-03 | 12363.44€ |
| 2024-09-02 | 12677.58€ |
| 2024-09-01 | 12677.58€ |
| 2024-08-31 | 12677.58€ |
| 2024-08-30 | 12677.58€ |
| 2024-08-29 | 12553.32€ |
| 2024-08-28 | 12590.28€ |
| 2024-08-27 | 12696.37€ |
| 2024-08-27 | 12686.91€ |
| 2024-07-16 | 12978.68€ |
| 2024-07-15 | 12965.86€ |
| 2024-07-14 | 12927.48€ |
| 2024-07-13 | 13242.39€ |
| 2024-07-12 | 13242.39€ |
| 2024-07-11 | 13192.39€ |
| 2024-07-10 | 13471.9€ |
| 2024-07-09 | 13321.54€ |
| 2024-07-08 | 13294.64€ |
| 2024-07-07 | 13277.67€ |
| 2024-06-29 | 12827.95€ |
| 2024-06-26 | 12897.74€ |
| 2024-06-24 | 12695.85€ |
| 2024-06-23 | 12800.64€ |
| 2024-06-21 | 12800.64€ |
| 2024-06-17 | 11573.14€ |
| 2024-06-16 | 11469.29€ |
| 2024-06-15 | 11469.29€ |
| 2024-06-12 | 11419.19€ |
| 2024-06-10 | 11214.88€ |
| 2024-06-09 | 11200.02€ |
| 2024-06-08 | 12420.03€ |
| 2024-06-07 | 12420.03€ |
| 2024-06-06 | 12422.93€ |
| 2024-06-05 | 12411.74€ |
| 2024-06-04 | 12229.32€ |
| 2024-06-03 | 12182.94€ |
| 2024-06-02 | 12105.46€ |
| 2024-06-01 | 12105.46€ |
| 2024-05-31 | 12105.46€ |
| 2024-05-30 | 12054.61€ |
| 2024-05-29 | 12209.09€ |
| 2024-05-28 | 12265.92€ |
| 2024-05-27 | 12190.96€ |
| 2024-05-26 | 12190.96€ |
| 2024-05-25 | 12190.96€ |
| 2024-05-24 | 12190.96€ |
| 2024-05-23 | 12084.27€ |
| 2024-05-21 | 12129.62€ |
| 2024-05-21 | 12129.62€ |
| 2024-05-21 | 12131.06€ |
| 2024-05-21 | 12131.06€ |
| 2024-05-21 | 12131.06€ |
| 2024-05-21 | 12131.08€ |
| 2024-05-21 | 12131.08€ |
| 2024-05-21 | 12131.08€ |
| 2024-05-21 | 12131.07€ |
| 2024-04-25 | 11345.1€ |
| 2024-04-24 | 11417.76€ |
| 2024-04-23 | 11411.4€ |
| 2024-04-22 | 11260.99€ |
| 2024-04-21 | 11157.13€ |
| 2024-04-20 | 11157.13€ |
| 2024-04-19 | 11157.13€ |
| 2024-04-18 | 11345.14€ |
| 2024-04-17 | 11376.64€ |
| 2024-04-16 | 11459.29€ |
| 2024-04-15 | 11471.63€ |
| 2024-04-14 | 11644.49€ |
| 2024-04-13 | 11644.49€ |
| 2024-04-12 | 11644.49€ |
| 2024-04-11 | 11808.99€ |
| 2024-04-10 | 11649.12€ |
| 2024-04-04 | 11722.79€ |
| 2024-04-02 | 11722.27€ |
| 2024-04-01 | 11796.2€ |
| 2024-03-31 | 11791.53€ |
| 2024-03-30 | 11791.53€ |
| 2024-03-29 | 11791.53€ |
| 2024-03-28 | 11791.53€ |
| 2024-03-27 | 11802.86€ |
| 2024-03-26 | 11748.3€ |
| 2024-03-25 | 11795.51€ |
| 2024-03-24 | 11841.05€ |
| 2024-03-23 | 11841.05€ |
| 2024-03-22 | 11841.05€ |
| 2024-03-21 | 11811.88€ |
| 2024-03-20 | 11829.76€ |
| 2024-03-19 | 11722.01€ |
| 2024-03-18 | 11663.01€ |
| 2024-03-17 | 11559.76€ |
| 2024-03-16 | 11559.76€ |
| 2024-03-15 | 11559.76€ |
| 2024-03-14 | 11672.43€ |
| 2024-03-13 | 11665.82€ |
| 2024-03-12 | 11715.08€ |
| 2024-03-11 | 11527.71€ |
| 2024-03-10 | 11553.22€ |
| 2024-03-09 | 11553.22€ |
| 2024-03-08 | 11553.22€ |
| 2024-03-07 | 11669.15€ |
| 2024-03-06 | 11518.48€ |
| 2024-03-05 | 11473.41€ |
| 2024-03-04 | 11626.71€ |
| 2024-03-03 | 11676.82€ |
| 2024-03-02 | 11676.82€ |
| 2024-03-01 | 11676.82€ |
| 2024-02-29 | 11569.07€ |
| 2024-02-28 | 11490.71€ |
| 2024-02-27 | 11529.58€ |
| 2024-02-26 | 11518.17€ |
| 2024-02-25 | 11562.2€ |
| 2024-02-24 | 11642.75€ |
| 2024-02-23 | 11642.75€ |
| 2024-02-22 | 11658.11€ |
| 2024-02-21 | 11344.51€ |
| 2024-02-20 | 11341.0€ |
| 2024-02-19 | 11429.71€ |
| 2024-02-18 | 11429.71€ |
| 2024-02-17 | 11429.71€ |
| 2024-02-16 | 11429.71€ |
| 2024-02-15 | 11495.62€ |
| 2024-02-12 | 11503.45€ |
| 2024-02-11 | 11550.78€ |
| 2024-02-10 | 11550.78€ |
| 2024-02-09 | 11550.78€ |
| 2024-02-08 | 11461.25€ |
| 2024-02-07 | 11459.95€ |
| 2024-02-06 | 11341.94€ |
| 2024-02-05 | 11335.34€ |
| 2024-02-04 | 11341.15€ |
| 2024-02-03 | 11341.15€ |
| 2024-02-02 | 11341.15€ |
| 2024-02-01 | 11136.98€ |
| 2024-01-31 | 10999.09€ |
| 2024-01-30 | 11214.05€ |
| 2024-01-28 | 11153.76€ |
| 2024-01-27 | 11153.76€ |
| 2024-01-26 | 11153.75€ |
| 2024-01-25 | 11172.78€ |
| 2024-01-24 | 11156.44€ |
| 2024-01-23 | 11102.26€ |
| 2024-01-22 | 11057.83€ |
| 2024-01-21 | 11049.45€ |
| 2024-01-20 | 11049.45€ |
| 2024-01-19 | 11049.45€ |
| 2024-01-18 | 10888.43€ |
| 2024-01-17 | 10765.41€ |
| 2024-01-16 | 10812.51€ |
| 2024-01-15 | 10837.56€ |
| 2024-01-14 | 10837.56€ |
| 2024-01-13 | 10837.56€ |
| 2024-01-12 | 10837.56€ |
| 2024-01-11 | 10828.17€ |
| 2024-01-10 | 10823.1€ |
| 2024-01-09 | 10733.43€ |
| 2024-01-08 | 10722.71€ |
| 2024-01-07 | 10544.24€ |
| 2024-01-06 | 10544.24€ |
| 2024-01-05 | 10544.24€ |
| 2024-01-04 | 10527.93€ |
| 2024-01-03 | 10579.6€ |
| 2024-01-02 | 10635.76€ |
| 2024-01-01 | 10742.87€ |
| 2023-12-31 | 10742.87€ |
| 2023-12-30 | 10742.87€ |
| 2023-12-29 | 10742.87€ |
| 2023-12-28 | 10774.57€ |
| 2023-12-28 | 10776.34€ |
| 2023-12-27 | 10776.34€ |
| 2023-12-26 | 10763.29€ |
| 2023-12-25 | 10730.96€ |
| 2023-12-24 | 10730.96€ |
| 2023-12-23 | 10730.96€ |
| 2023-12-22 | 10730.96€ |
| 2023-12-21 | 10725.36€ |
| 2023-12-20 | 10628.57€ |
| 2023-12-19 | 10763.41€ |
| 2023-12-18 | 10715.02€ |
| 2023-12-17 | 10640.98€ |
| 2023-12-16 | 10640.98€ |
| 2023-12-15 | 10640.98€ |
| 2023-12-14 | 10594.14€ |
| 2023-12-13 | 10615.17€ |
| 2023-12-12 | 10513.81€ |
| 2023-12-11 | 10453.66€ |
| 2023-12-10 | 10468.94€ |
| 2023-12-09 | 10468.94€ |
| 2023-12-08 | 10468.94€ |
| 2023-12-07 | 10416.81€ |
| 2023-12-06 | 10300.2€ |
| 2023-12-06 | 10334.62€ |
| 2023-11-22 | 10427.2€ |
| 2023-11-21 | 10386.05€ |
| 2023-11-20 | 10414.2€ |
| 2023-11-19 | 10316.5€ |
| 2023-11-16 | 10322.52€ |
| 2023-11-15 | 10288.27€ |
| 2023-11-14 | 10281.85€ |
| 2023-11-13 | 10126.04€ |
| 2023-11-12 | 10134.9€ |
| 2023-11-10 | 10134.9€ |
