System Detail
Mnshort
Short system with minimum exposure to add strategy diversification. This backtest uses 9x leverage, due to less exposure time.
Tear Sheet
MNShort
Day Trading CAGR 5.92%
Sharpe 2.23
Max DD -24.14%
CAR/DD 0.25
Profit Factor 1.24
Exposure 5.53%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | - | - | - | - | - | 1.1% | 1.0% | 0.0% | 12.1% | -2.4% | -0.5% | 2.7% | 14.0% |
| 2016 | 1.2% | 3.9% | 0.4% | 0.0% | 0.0% | 0.2% | -1.1% | 0.0% | -1.1% | 1.6% | 5.6% | -2.2% | 8.4% |
| 2017 | -0.6% | 2.0% | -2.0% | -1.3% | -2.2% | 1.0% | 6.3% | 1.8% | 0.0% | 2.4% | -0.9% | 4.6% | 11.2% |
| 2018 | -2.8% | -2.0% | 3.8% | 2.2% | 0.0% | -1.3% | 8.9% | 0.6% | -0.3% | -3.4% | 0.0% | 4.2% | 9.8% |
| 2019 | -1.1% | 0.2% | -1.1% | -0.4% | -1.0% | -0.5% | 7.6% | 0.0% | 5.8% | -1.1% | 0.0% | -0.2% | 8.1% |
| 2020 | 3.6% | -0.3% | -1.3% | 11.5% | 2.2% | -3.0% | 1.8% | 0.0% | -4.6% | -1.9% | -3.7% | -1.5% | 1.8% |
| 2021 | 6.2% | 2.0% | 11.0% | 1.5% | -3.9% | 0.0% | -0.6% | 1.6% | -2.6% | -3.1% | -0.9% | 0.6% | 11.4% |
| 2022 | -3.4% | -0.9% | 7.2% | -1.1% | -3.6% | -1.1% | -2.8% | -6.5% | -1.0% | 4.5% | -0.8% | -3.5% | -12.9% |
| 2023 | -1.5% | 6.1% | -1.1% | -0.7% | -2.2% | 2.7% | 0.0% | 8.5% | 3.9% | 0.0% | -2.4% | 3.5% | 17.5% |
| 2024 | 0.5% | -3.8% | -0.7% | 4.8% | 3.0% | 1.4% | -1.6% | -4.0% | -1.4% | -0.2% | -0.7% | 0.0% | -3.1% |
| 2025 | -4.8% | 4.1% | -2.2% | 3.0% | -2.2% | -3.0% | 5.8% | -0.9% | 4.2% | -1.5% | 0.6% | 3.0% | 5.6% |
| 2026 | -1.5% | 0.0% | 3.4% | -2.3% | -2.5% | - | - | - | - | - | - | - | -2.9% |