xgb_sharpeopt_trenddet
22 March, 2025 | 4 Min ReadIntroduction to our strategy
created in basebot
Quick Summary
| Metric | Value |
|---|
| Return % p.a. | -93 |
| Days active | 392 |
| Starting capital | 9993.86 |
| Current capital | 0.0€ |
Current portfolio
| Ticker | Qty | Crnt Price | Worth (USD) |
|---|
| USD | 9.094947e-13 | 1 | 0.0 |
| WMT | 2.664992e+01 | 0 | 0.0 |
| LLY | 4.941851e+00 | 0 | 0.0 |
| NVDA | 1.918679e+01 | 0 | 0.0 |
Detailed statistics
| Strategy |
|---|
| Start Period | 2024-02-24 |
|---|
| End Period | 2025-02-18 |
|---|
| Risk-Free Rate | 0 |
|---|
| Time in Market | 0.69 |
|---|
| Cumulative Return | -1.0 |
|---|
| CAGR﹪ | -1.0 |
|---|
| Sharpe | -0.72 |
|---|
| Prob. Sharpe Ratio | 0.16 |
|---|
| Sortino | -0.76 |
|---|
| Sortino/√2 | -0.54 |
|---|
| Omega | 0.65 |
|---|
| Max Drawdown | -1.0 |
|---|
| Longest DD Days | 360 |
|---|
| Gain/Pain Ratio | -0.35 |
|---|
| Gain/Pain (1M) | -0.63 |
|---|
| Payoff Ratio | 0.48 |
|---|
| Profit Factor | 0.65 |
|---|
| Common Sense Ratio | 0.66 |
|---|
| CPC Index | 0.18 |
|---|
| Tail Ratio | 1.02 |
|---|
| Outlier Win Ratio | 3.92 |
|---|
| Outlier Loss Ratio | 3.45 |
|---|
| 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 | -1.0 |
|---|
| Avg. Drawdown Days | 360 |
|---|
| Recovery Factor | 0.87 |
|---|
| Ulcer Index | 0.19 |
|---|
| Serenity Index | -0.97 |
|---|
Last trades
| Date | Buy/Sell | Ticker | Price | Qty | Volume |
|---|
| 2024-02-23 09:44:50.377145 | Buy | NVDA | 785.380005 | 1.495882 | 1174.84 |
| 2024-02-23 09:44:50.349667 | Buy | LLY | 769.640015 | 3.852873 | 2965.33 |
| 2024-02-23 09:44:50.317472 | Buy | WMT | 175.410004 | 20.777391 | 3644.56 |
| 2024-02-23 09:39:47.478347 | Buy | NVDA | 785.380005 | 0.422797 | 332.06 |
| 2024-02-23 09:39:47.160869 | Buy | LLY | 769.640015 | 1.088977 | 838.12 |
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 | 9609.0€ |
| 2025-02-16 | 9609.0€ |
| 2025-02-15 | 9609.0€ |
| 2025-02-14 | 9609.0€ |
| 2025-02-13 | 9703.96€ |
| 2025-02-12 | 9591.44€ |
| 2025-02-11 | 9553.52€ |
| 2025-02-10 | 9599.46€ |
| 2025-02-09 | 9527.33€ |
| 2025-02-08 | 9527.33€ |
| 2025-02-07 | 9527.33€ |
| 2025-02-06 | 9511.14€ |
| 2025-02-05 | 9287.56€ |
| 2025-02-04 | 9044.34€ |
| 2025-02-03 | 8896.09€ |
| 2025-02-02 | 8927.95€ |
| 2025-02-01 | 8927.95€ |
| 2025-01-31 | 8927.95€ |
| 2025-01-30 | 9088.93€ |
| 2025-01-29 | 8945.42€ |
| 2025-01-28 | 9045.81€ |
| 2025-01-27 | 8861.66€ |
| 2025-01-26 | 9143.14€ |
| 2025-01-25 | 9143.14€ |
| 2025-01-24 | 9143.14€ |
| 2025-01-23 | 9113.13€ |
| 2025-01-22 | 9032.43€ |
| 2025-01-21 | 8851.23€ |
| 2025-01-20 | 8678.81€ |
| 2025-01-19 | 8678.81€ |
| 2025-01-18 | 8678.81€ |
| 2025-01-17 | 8678.81€ |
| 2025-01-16 | 8739.86€ |
| 2025-01-15 | 8738.49€ |
| 2025-01-14 | 8628.83€ |
| 2025-01-13 | 8936.55€ |
| 2025-01-12 | 9039.11€ |
| 2025-01-11 | 9039.11€ |
| 2025-01-10 | 9039.11€ |
| 2025-01-09 | 9025.05€ |
| 2025-01-08 | 9025.05€ |
| 2025-01-07 | 8930.4€ |
| 2025-01-06 | 9084.69€ |
| 2025-01-05 | 9055.62€ |
| 2025-01-04 | 9055.62€ |
| 2025-01-03 | 9055.62€ |
| 2025-01-02 | 8897.32€ |
| 2025-01-01 | 8799.52€ |
| 2024-12-31 | 8799.52€ |
| 2024-12-30 | 8875.88€ |
| 2024-12-29 | 8941.82€ |
| 2024-12-28 | 8941.82€ |
| 2024-12-27 | 8941.82€ |
| 2024-12-26 | 9082.17€ |
| 2024-12-25 | 9092.37€ |
| 2024-12-24 | 9092.37€ |
| 2024-12-23 | 9022.74€ |
| 2024-12-22 | 8836.8€ |
| 2024-12-21 | 8836.8€ |
| 2024-12-20 | 8836.8€ |
| 2024-12-19 | 8740.08€ |
| 2024-12-18 | 8745.55€ |
| 2024-12-17 | 8892.52€ |
| 2024-12-16 | 8910.64€ |
| 2024-12-15 | 8987.29€ |
| 2024-12-14 | 8987.29€ |
| 2024-12-13 | 8987.29€ |
| 2024-12-12 | 9008.86€ |
| 2024-12-11 | 9137.45€ |
| 2024-12-10 | 9062.71€ |
| 2024-12-09 | 9135.05€ |
| 2024-12-08 | 9368.84€ |
| 2024-12-07 | 9368.84€ |
| 2024-12-06 | 9368.84€ |
| 2024-12-05 | 9403.06€ |
| 2024-12-04 | 9402.8€ |
| 2024-12-03 | 9202.53€ |
| 2024-12-02 | 9081.2€ |
| 2024-12-01 | 9048.19€ |
| 2024-11-30 | 9048.19€ |
| 2024-11-29 | 9048.19€ |
| 2024-11-28 | 8940.45€ |
| 2024-11-27 | 8940.45€ |
| 2024-11-26 | 8961.16€ |
| 2024-11-25 | 8726.05€ |
| 2024-11-24 | 8830.34€ |
| 2024-11-23 | 8830.34€ |
| 2024-11-22 | 8830.34€ |
| 2024-11-21 | 8875.7€ |
| 2024-11-20 | 8845.74€ |
| 2024-11-19 | 8734.75€ |
| 2024-11-18 | 8523.47€ |
| 2024-11-17 | 8657.0€ |
| 2024-11-16 | 8657.0€ |
| 2024-11-15 | 8657.0€ |
| 2024-11-14 | 8952.4€ |
| 2024-11-13 | 9096.86€ |
| 2024-11-12 | 9156.87€ |
| 2024-11-11 | 9145.06€ |
| 2024-11-10 | 9202.6€ |
| 2024-11-09 | 9202.6€ |
| 2024-11-08 | 9202.6€ |
| 2024-11-07 | 9032.0€ |
| 2024-11-06 | 8854.21€ |
| 2024-11-05 | 8897.92€ |
| 2024-11-04 | 8791.47€ |
| 2024-11-03 | 8835.28€ |
| 2024-11-02 | 8835.28€ |
| 2024-10-29 | 9352.79€ |
| 2024-10-28 | 9327.28€ |
| 2024-10-27 | 9326.17€ |
| 2024-10-26 | 9326.17€ |
| 2024-10-25 | 9326.17€ |
| 2024-10-24 | 9311.8€ |
| 2024-10-23 | 9360.57€ |
| 2024-10-22 | 9433.74€ |
| 2024-10-21 | 9388.87€ |
| 2024-10-20 | 9351.15€ |
| 2024-10-19 | 9351.15€ |
| 2024-10-18 | 9351.15€ |
| 2024-10-17 | 9315.23€ |
| 2024-10-16 | 9297.35€ |
| 2024-10-15 | 9214.44€ |
| 2024-10-14 | 9382.34€ |
| 2024-10-13 | 9327.14€ |
| 2024-10-12 | 9327.14€ |
| 2024-10-11 | 9327.14€ |
| 2024-10-10 | 9208.66€ |
| 2024-10-09 | 9233.0€ |
| 2024-10-08 | 9189.46€ |
| 2024-10-07 | 8998.3€ |
| 2024-10-06 | 8938.07€ |
| 2024-10-05 | 8938.07€ |
| 2024-10-04 | 8938.07€ |
| 2024-10-03 | 8876.81€ |
| 2024-10-02 | 8827.34€ |
| 2024-10-01 | 8781.66€ |
| 2024-09-30 | 8860.21€ |
| 2024-09-29 | 8793.31€ |
| 2024-09-28 | 8793.31€ |
| 2024-09-27 | 8793.31€ |
| 2024-09-26 | 9003.51€ |
| 2024-09-25 | 9108.1€ |
| 2024-09-24 | 9037.35€ |
| 2024-09-23 | 8910.63€ |
| 2024-09-22 | 8886.48€ |
| 2024-09-21 | 8886.48€ |
| 2024-09-20 | 8886.48€ |
| 2024-09-19 | 8863.3€ |
| 2024-09-18 | 8753.58€ |
| 2024-09-17 | 8790.69€ |
| 2024-09-16 | 8951.55€ |
| 2024-09-15 | 8997.97€ |
| 2024-09-14 | 8997.97€ |
| 2024-09-12 | 9029.58€ |
| 2024-09-11 | 8895.11€ |
| 2024-09-10 | 8628.21€ |
| 2024-09-09 | 8592.46€ |
| 2024-09-08 | 8476.49€ |
| 2024-09-07 | 8476.49€ |
| 2024-09-06 | 8476.49€ |
| 2024-09-05 | 8618.67€ |
| 2024-09-04 | 8772.79€ |
| 2024-09-03 | 8855.78€ |
| 2024-09-02 | 9092.78€ |
| 2024-09-01 | 9092.78€ |
| 2024-08-31 | 9092.78€ |
| 2024-08-30 | 9092.78€ |
| 2024-08-29 | 8939.09€ |
| 2024-08-28 | 9127.1€ |
| 2024-08-27 | 9207.42€ |
| 2024-08-27 | 9196.92€ |
| 2024-07-16 | 8942.92€ |
| 2024-07-15 | 9016.48€ |
| 2024-07-14 | 9011.79€ |
| 2024-07-13 | 9011.79€ |
| 2024-07-12 | 9011.79€ |
| 2024-07-11 | 8920.94€ |
| 2024-07-10 | 9109.16€ |
| 2024-07-09 | 8991.87€ |
| 2024-07-08 | 8853.33€ |
| 2024-07-07 | 8800.5€ |
| 2024-06-29 | 8649.05€ |
| 2024-06-26 | 8699.03€ |
| 2024-06-24 | 8501.12€ |
| 2024-06-23 | 8606.27€ |
| 2024-06-21 | 8606.27€ |
| 2024-06-17 | 6421.63€ |
| 2024-06-16 | 6380.28€ |
| 2024-06-15 | 6380.28€ |
| 2024-06-12 | 6293.44€ |
| 2024-06-10 | 6292.86€ |
| 2024-06-09 | 6188.17€ |
| 2024-06-08 | 8275.67€ |
| 2024-06-07 | 8275.67€ |
| 2024-06-06 | 8248.87€ |
| 2024-06-05 | 8247.61€ |
| 2024-06-04 | 8123.47€ |
| 2024-06-03 | 8068.54€ |
| 2024-06-02 | 7910.0€ |
| 2024-06-01 | 7910.0€ |
| 2024-05-31 | 7910.0€ |
| 2024-05-30 | 7877.36€ |
| 2024-05-29 | 7943.7€ |
| 2024-05-28 | 7911.03€ |
| 2024-05-27 | 7775.37€ |
| 2024-05-26 | 7775.37€ |
| 2024-05-25 | 7775.37€ |
| 2024-05-24 | 7775.37€ |
| 2024-05-23 | 7714.79€ |
| 2024-05-21 | 7517.2€ |
| 2024-05-21 | 7517.2€ |
| 2024-05-21 | 7526.59€ |
| 2024-05-21 | 7526.59€ |
| 2024-05-21 | 7526.59€ |
| 2024-05-21 | 7526.59€ |
| 2024-05-21 | 7526.59€ |
| 2024-05-21 | 7526.59€ |
| 2024-05-21 | 7526.59€ |
| 2024-04-25 | 6772.23€ |
| 2024-04-24 | 6742.7€ |
| 2024-04-23 | 6841.26€ |
| 2024-04-22 | 6742.54€ |
| 2024-04-21 | 6637.82€ |
| 2024-04-20 | 6637.82€ |
| 2024-04-19 | 6637.82€ |
| 2024-04-18 | 6890.21€ |
| 2024-04-17 | 6912.22€ |
| 2024-04-16 | 6962.22€ |
| 2024-04-15 | 6957.41€ |
| 2024-04-14 | 7009.22€ |
| 2024-04-13 | 7009.22€ |
| 2024-04-12 | 7009.22€ |
| 2024-04-11 | 7093.8€ |
| 2024-04-10 | 7051.11€ |
| 2024-04-04 | 7125.56€ |
| 2024-04-02 | 7068.28€ |
| 2024-04-01 | 7091.3€ |
| 2024-03-31 | 7181.73€ |
| 2024-03-30 | 7181.73€ |
| 2024-03-29 | 7181.73€ |
| 2024-03-28 | 7181.73€ |
| 2024-03-27 | 7195.44€ |
| 2024-03-26 | 7217.97€ |
| 2024-03-25 | 7257.71€ |
| 2024-03-24 | 7239.52€ |
| 2024-03-23 | 7239.52€ |
| 2024-03-22 | 7239.52€ |
| 2024-03-21 | 7198.49€ |
| 2024-03-20 | 7185.61€ |
| 2024-03-19 | 7156.4€ |
| 2024-03-18 | 7088.03€ |
| 2024-03-17 | 7029.42€ |
| 2024-03-16 | 7029.42€ |
| 2024-03-15 | 7029.41€ |
| 2024-03-14 | 7072.95€ |
| 2024-03-13 | 7122.09€ |
| 2024-03-12 | 7130.94€ |
| 2024-03-11 | 6891.46€ |
| 2024-03-10 | 7047.96€ |
| 2024-03-09 | 7047.96€ |
| 2024-03-08 | 7047.96€ |
| 2024-03-07 | 7242.04€ |
| 2024-03-06 | 7169.56€ |
| 2024-03-05 | 7092.17€ |
| 2024-03-04 | 7131.09€ |
| 2024-03-03 | 7009.74€ |
| 2024-03-02 | 7009.74€ |
| 2024-03-01 | 7009.74€ |
| 2024-02-29 | 6804.43€ |
| 2024-02-28 | 6823.12€ |
| 2024-02-27 | 6878.6€ |
| 2024-02-26 | 6920.57€ |
| 2024-02-25 | 6874.75€ |
| 2024-02-24 | 9993.86€ |
| 2024-02-23 | 9993.86€ |
