Description
nullDetails
Metrics
| Metric | Measure |
|---|---|
| AccountName | default |
| NoOfTrades | 32.00 |
| NoOfWins | 20.00 |
| NoOfLosses | 12.00 |
| SharpRatio | 0.63 |
| SortinoRatio | 0.78 |
| GrossProfit | $21255.18 |
| FirstDate | 2004-05-28 |
| LastDate | 2023-02-28 |
| FirstEquity | $10000.00 |
| FinalEquity | $31255.18 |
| OpenEquity | $24972.79 |
| LongEquity | $21255.18 |
| ShortEquity | $0.00 |
| PercentWins | 62.50% |
| AveWin | 10.19% |
| AveLoss | -3.58% |
| AveWinLoss | 2.84 |
| Expectancy | 5.02% |
| AveDrawUp | 19.47% |
| AveDrawDown | -8.24% |
| MaxDrawDown | -15.19% |
| Kelly | 49.31% |
| Thorpe | 104.99 |
| Rachev | 0.87 |
| APR | 6.26% |
| CalmarRatio | 0.76 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| SPY | 2004-05-28 | 2004-07-30 | $78.08 | $76.96 | Long | 103.0 | -1.43% | 9884.82 | 9884.82 |
| SPY | 2004-08-31 | 2005-03-31 | $77.15 | $83.20 | Long | 103.0 | 7.85% | 10508.73 | 10508.73 |
| SPY | 2005-04-29 | 2005-10-31 | $81.64 | $85.43 | Long | 104.0 | 4.64% | 10902.81 | 10902.81 |
| SPY | 2005-11-30 | 2006-05-31 | $89.19 | $91.53 | Long | 99.0 | 2.62% | 11134.28 | 11134.28 |
| SPY | 2006-06-30 | 2008-01-31 | $91.77 | $101.87 | Long | 98.0 | 11.01% | 12124.02 | 12124.02 |
| SPY | 2008-04-30 | 2008-06-30 | $103.03 | $95.85 | Long | 95.0 | -6.96% | 11442.37 | 11442.37 |
| SPY | 2009-03-31 | 2010-05-28 | $60.82 | $85.33 | Long | 152.0 | 40.29% | 15167.34 | 15167.34 |
| SPY | 2010-07-30 | 2010-08-31 | $86.44 | $82.55 | Long | 142.0 | -4.50% | 14615.25 | 14615.25 |
| SPY | 2010-09-30 | 2011-07-29 | $89.94 | $103.41 | Long | 131.0 | 14.97% | 16379.26 | 16379.26 |
| SPY | 2011-10-31 | 2011-11-30 | $100.86 | $100.45 | Long | 131.0 | -0.41% | 16325.57 | 16325.57 |
| SPY | 2012-01-31 | 2012-05-31 | $106.21 | $106.79 | Long | 124.0 | 0.55% | 16398.30 | 16398.30 |
| SPY | 2012-06-29 | 2012-07-31 | $111.12 | $112.44 | Long | 119.0 | 1.18% | 16554.73 | 16554.73 |
| SPY | 2012-08-31 | 2013-06-28 | $115.25 | $133.91 | Long | 116.0 | 16.19% | 18719.34 | 18719.34 |
| SPY | 2013-07-31 | 2013-08-30 | $140.83 | $136.61 | Long | 107.0 | -3.00% | 18267.38 | 18267.38 |
| SPY | 2013-09-30 | 2014-01-31 | $140.94 | $150.28 | Long | 104.0 | 6.63% | 19238.56 | 19238.56 |
| SPY | 2014-02-28 | 2014-09-30 | $157.12 | $168.48 | Long | 99.0 | 7.24% | 20364.00 | 20364.00 |
| SPY | 2014-10-31 | 2014-12-31 | $172.45 | $176.74 | Long | 95.0 | 2.48% | 20770.98 | 20770.98 |
| SPY | 2015-02-27 | 2015-06-30 | $181.14 | $178.69 | Long | 92.0 | -1.35% | 20545.62 | 20545.62 |
| SPY | 2015-10-30 | 2015-11-30 | $181.41 | $182.08 | Long | 91.0 | 0.37% | 20605.97 | 20605.97 |
| SPY | 2016-03-31 | 2016-10-31 | $181.32 | $189.46 | Long | 92.0 | 4.49% | 21354.62 | 21354.62 |
| SPY | 2016-12-30 | 2018-02-28 | $200.42 | $248.30 | Long | 86.0 | 23.88% | 25471.53 | 25471.53 |
| SPY | 2018-03-29 | 2018-04-30 | $241.49 | $242.74 | Long | 85.0 | 0.52% | 25577.62 | 25577.62 |
| SPY | 2018-07-31 | 2018-08-31 | $259.33 | $267.61 | Long | 79.0 | 3.19% | 26231.57 | 26231.57 |
| SPY | 2018-09-28 | 2018-10-31 | $269.20 | $250.60 | Long | 78.0 | -6.91% | 24780.53 | 24780.53 |
| SPY | 2019-01-31 | 2019-05-31 | $251.44 | $257.54 | Long | 79.0 | 2.43% | 25262.29 | 25262.29 |
| SPY | 2019-06-28 | 2020-02-28 | $275.46 | $281.19 | Long | 74.0 | 2.08% | 25686.06 | 25686.06 |
| SPY | 2020-04-30 | 2021-09-30 | $277.40 | $419.16 | Long | 75.0 | 51.10% | 36318.02 | 36318.02 |
| SPY | 2021-10-29 | 2021-11-30 | $448.57 | $444.96 | Long | 65.0 | -0.80% | 36083.75 | 36083.75 |
| SPY | 2021-12-31 | 2022-01-31 | $465.56 | $441.00 | Long | 62.0 | -5.27% | 34561.39 | 34561.39 |
| SPY | 2022-07-29 | 2022-08-31 | $406.82 | $390.22 | Long | 68.0 | -4.08% | 33432.65 | 33432.65 |
| SPY | 2022-11-30 | 2022-12-30 | $404.23 | $380.96 | Long | 66.0 | -5.76% | 31896.56 | 31896.56 |
| SPY | 2023-01-31 | 2023-02-28 | $404.92 | $394.74 | Long | 63.0 | -2.51% | 31255.18 | 31255.18 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | TimeFrame |
|---|