System Detail
Nqnmlong2
Intra day Long only system. This backtest uses 3x leverage.
Tear Sheet
NQNMLong2
Day Trading CAGR 29.99%
Sharpe 5.33
Max DD -13.16%
CAR/DD 2.28
Profit Factor 1.62
Exposure 12.14%
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 | - | - | - | -1.1% | 0.0% | 12.1% | 2.3% | 4.1% | 1.4% | 0.9% | -0.9% | -2.0% | 17.2% |
| 2007 | 1.7% | 0.5% | 4.0% | -1.6% | 0.3% | 2.5% | 0.4% | 2.7% | -0.3% | 0.6% | 0.9% | 0.3% | 12.5% |
| 2008 | -3.2% | 2.5% | 3.5% | 7.6% | 7.7% | -3.6% | 0.1% | 1.8% | -3.7% | -1.0% | -2.4% | 2.8% | 11.8% |
| 2009 | 10.6% | -2.1% | 3.9% | 4.8% | 4.3% | 5.0% | 11.3% | -0.3% | 4.6% | 0.4% | 4.2% | 1.5% | 59.3% |
| 2010 | -0.3% | -2.6% | -0.1% | 2.8% | 0.1% | 1.4% | 5.6% | -0.6% | 4.5% | 2.0% | 0.7% | -1.5% | 12.3% |
| 2011 | 4.6% | 4.5% | 2.9% | -3.3% | 0.6% | 8.7% | 7.1% | 1.0% | -1.3% | 4.9% | 4.0% | 3.4% | 43.1% |
| 2012 | -0.7% | 1.5% | 4.3% | 3.3% | 0.2% | 6.0% | 6.8% | -1.0% | 6.8% | 1.1% | 0.9% | 5.6% | 40.3% |
| 2013 | -3.7% | 4.3% | 1.3% | 6.1% | 0.4% | 0.4% | -1.9% | -0.7% | 3.2% | 0.4% | 3.7% | 1.3% | 15.2% |
| 2014 | 1.7% | 5.1% | 1.3% | -1.0% | 0.7% | 0.2% | 2.1% | 0.7% | 3.0% | 10.7% | 0.3% | 3.6% | 31.9% |
| 2015 | 3.8% | 3.2% | 0.8% | 1.2% | 2.5% | 0.1% | 4.9% | 4.7% | -2.6% | 4.5% | 4.4% | 3.9% | 36.1% |
| 2016 | 6.1% | 2.2% | 7.4% | 2.1% | 4.7% | 4.9% | 0.2% | -1.2% | 4.4% | 0.4% | -1.0% | 2.0% | 36.9% |
| 2017 | -0.3% | -1.7% | 0.7% | 1.5% | 2.8% | 6.0% | -1.0% | 4.5% | -0.4% | 4.5% | 3.8% | 1.3% | 23.4% |
| 2018 | 8.5% | 4.0% | 8.4% | 5.5% | 1.7% | 0.9% | 6.6% | 4.1% | 1.4% | 2.7% | 10.6% | -2.9% | 64.2% |
| 2019 | 10.0% | 0.2% | 2.9% | 0.5% | 0.4% | 2.7% | -0.6% | 5.2% | -1.7% | 4.8% | -0.2% | 2.1% | 29.1% |
| 2020 | 5.8% | 1.9% | -7.0% | 9.9% | 0.1% | -2.4% | 6.6% | 1.1% | -4.4% | 2.6% | -0.8% | 0.0% | 12.7% |
| 2021 | 5.4% | 1.7% | 7.6% | 1.1% | 3.5% | 2.2% | -1.6% | 1.7% | -0.1% | 3.9% | 1.4% | 6.4% | 38.3% |
| 2022 | -0.9% | -2.1% | 2.4% | 5.3% | 7.5% | 3.8% | 8.9% | 2.7% | 2.5% | 7.4% | 10.1% | 2.0% | 61.2% |
| 2023 | 9.6% | 4.3% | 2.4% | 5.7% | 7.9% | 3.6% | -0.9% | 4.0% | -2.3% | -1.0% | 1.7% | 2.1% | 43.3% |
| 2024 | 4.2% | 3.5% | -0.7% | 1.5% | -0.3% | 4.5% | 4.3% | 1.9% | 1.4% | -1.1% | 1.0% | 8.7% | 32.4% |
| 2025 | 2.5% | -0.8% | 2.6% | -2.6% | 0.6% | 1.5% | -0.5% | 4.2% | -0.6% | 0.9% | -0.9% | -2.5% | 4.0% |
| 2026 | -3.6% | -2.3% | 0.1% | 5.3% | 5.8% | 3.1% | -3.4% | 2.9% | 1.0% | - | - | - | 8.7% |