System Detail
Nqsibday
Intra day Long only system. This backtest uses 3x leverage.
Tear Sheet
NQSIBDay
Day Trading CAGR 16.51%
Sharpe 3.78
Max DD -12.09%
CAR/DD 1.37
Profit Factor 1.59
Exposure 9.02%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | 0.0% | 7.5% | 5.1% | 1.7% | 2.3% | 0.9% | 2.6% | -0.6% | -0.9% | -2.2% | 10.0% | -1.9% | 26.4% |
| 2019 | 7.0% | -1.1% | 2.5% | 1.3% | -0.6% | -1.3% | -1.8% | 1.4% | 0.7% | -1.2% | 0.2% | 2.4% | 9.6% |
| 2020 | -4.8% | 2.2% | -8.0% | 14.7% | 0.7% | -2.5% | 3.0% | -0.3% | 0.3% | 0.6% | 0.0% | -3.4% | 1.0% |
| 2021 | 1.6% | 3.0% | 5.6% | 3.1% | 1.3% | 0.1% | 0.4% | 4.7% | 0.8% | 2.1% | -2.5% | 9.7% | 33.6% |
| 2022 | -4.7% | 1.0% | -0.6% | 4.6% | 7.3% | 0.4% | 7.4% | -1.1% | -4.2% | 1.9% | 7.5% | -1.1% | 19.0% |
| 2023 | -2.7% | -2.1% | 5.4% | 4.4% | 6.8% | -3.8% | -0.5% | 3.0% | 0.8% | -3.1% | -1.3% | 2.1% | 8.7% |
| 2024 | 3.9% | 2.0% | 6.3% | 2.3% | 1.1% | 5.9% | -1.4% | -2.2% | -0.7% | -2.9% | 1.3% | 4.8% | 21.9% |
| 2025 | 1.1% | -0.6% | -2.6% | 12.7% | 4.9% | 0.1% | -2.7% | 1.3% | -2.3% | 2.2% | 0.3% | -0.7% | 13.4% |
| 2026 | -1.4% | 0.9% | 0.5% | 7.1% | 4.3% | -1.4% | 1.2% | 1.0% | 0.0% | - | - | - | 12.6% |