System Detail
Nqbuystop
Long Short breakout intra-day trading system. This backtest uses 3x leverage.
Tear Sheet
NQBuyStop
Day Trading CAGR 38.35%
Sharpe 3.81
Max DD -17.44%
CAR/DD 2.20
Profit Factor 1.38
Exposure 17.24%
Annual return profile
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | - | - | - | 0.0% | -2.6% | -3.6% | 3.7% | 1.5% | -2.5% | -2.6% | 4.8% | 5.9% | 4.2% |
| 2007 | 2.1% | 0.6% | -0.5% | 1.6% | 1.2% | -2.7% | 3.4% | 16.9% | -3.7% | 3.0% | -2.2% | 0.1% | 19.8% |
| 2008 | 28.1% | 6.1% | 7.6% | 13.3% | 2.5% | 18.1% | 2.4% | 6.4% | 21.1% | 2.2% | -0.6% | 0.3% | 169.5% |
| 2009 | 9.0% | 2.5% | 1.6% | 7.5% | 20.9% | -0.1% | 13.8% | -2.8% | 5.0% | 1.9% | 1.5% | -4.7% | 69.0% |
| 2010 | 7.9% | -6.2% | 4.7% | 0.4% | 0.8% | 4.5% | -1.2% | -2.2% | 5.0% | 2.6% | -0.6% | -2.2% | 13.6% |
| 2011 | 1.6% | 3.2% | 4.9% | -6.3% | -0.4% | 3.1% | 0.6% | 11.1% | 0.0% | 2.5% | 8.4% | 0.7% | 32.2% |
| 2012 | -2.3% | -1.8% | 2.5% | 1.4% | -5.7% | 10.8% | 3.8% | -0.8% | 2.8% | 6.6% | 0.2% | 0.2% | 18.0% |
| 2013 | -5.2% | 5.7% | -1.8% | 4.5% | 2.0% | -0.2% | -1.9% | 1.1% | -0.1% | -0.6% | 1.1% | 0.7% | 5.0% |
| 2014 | -0.3% | 7.9% | 2.0% | 0.3% | 1.1% | 1.1% | 1.6% | 3.1% | 4.2% | 5.1% | 1.1% | 5.2% | 37.2% |
| 2015 | 0.8% | -3.5% | 2.1% | 1.7% | 1.0% | 4.7% | -0.4% | 5.8% | -2.5% | 4.3% | -2.3% | 5.1% | 17.4% |
| 2016 | 1.6% | 8.6% | 3.8% | 3.0% | 8.4% | 2.5% | 1.8% | 0.6% | 3.1% | -2.1% | -0.1% | 6.5% | 44.2% |
| 2017 | -1.7% | -2.0% | 0.8% | 3.4% | 2.7% | 8.5% | -3.3% | 6.5% | -5.4% | 1.5% | 3.0% | 2.4% | 16.7% |
| 2018 | 4.9% | -0.9% | 11.7% | 17.1% | 1.9% | 3.8% | 5.7% | -2.3% | -3.2% | -4.0% | 7.3% | 2.8% | 52.2% |
| 2019 | 9.7% | 1.1% | 8.9% | 2.5% | 8.6% | 4.7% | -0.8% | -5.6% | 3.8% | 5.0% | 1.5% | -1.0% | 44.3% |
| 2020 | -2.8% | 5.1% | 13.5% | 8.7% | 3.4% | -2.1% | 6.1% | -2.3% | 14.1% | 8.6% | 7.8% | -0.6% | 75.8% |
| 2021 | 1.5% | 4.8% | 9.4% | 1.3% | 4.9% | -2.7% | 4.4% | 3.8% | -0.8% | 8.6% | 1.3% | 10.3% | 57.3% |
| 2022 | 2.4% | -3.4% | 4.8% | 20.6% | -4.7% | 14.2% | 4.6% | 2.2% | 9.8% | -0.8% | 12.8% | 1.9% | 81.8% |
| 2023 | 3.8% | -0.6% | 17.4% | 1.9% | 6.4% | 6.6% | -0.8% | 6.8% | -4.8% | 6.2% | 3.8% | -2.6% | 51.5% |
| 2024 | 3.4% | 3.1% | 4.1% | 4.4% | -1.0% | -0.8% | 0.5% | 12.3% | 4.2% | 1.4% | -6.3% | 8.8% | 38.7% |
| 2025 | -9.2% | -7.1% | 9.9% | 2.7% | 1.3% | 2.5% | 0.9% | 0.0% | -0.8% | 3.7% | 2.3% | -0.1% | 4.8% |
| 2026 | -6.2% | -1.1% | 1.4% | 0.5% | 4.6% | - | - | - | - | - | - | - | -1.1% |