System Detail
Nqtdaytrade
Intra day Long only system. This backtest uses 3x leverage.
Tear Sheet
NQTDayTrade
Day Trading CAGR 20.16%
Sharpe 4.71
Max DD -15.79%
CAR/DD 1.28
Profit Factor 1.42
Exposure 3.51%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | - | -0.6% | 1.6% | 1.3% | 1.7% | 0.4% | 1.1% | 0.8% | 6.1% | 2.7% | 2.5% | -0.1% | 18.8% |
| 2011 | 4.1% | 1.0% | 2.1% | -3.5% | -2.0% | 8.0% | 4.5% | -1.1% | 0.7% | 4.4% | 3.3% | 3.5% | 27.3% |
| 2012 | -2.3% | -1.5% | 3.8% | 4.1% | 5.8% | 6.6% | 2.2% | 5.7% | 3.5% | -0.8% | 4.7% | 1.7% | 38.6% |
| 2013 | -4.7% | 1.6% | 1.0% | 8.2% | 1.2% | -0.1% | 0.7% | 0.6% | -0.3% | -0.3% | -0.8% | 1.9% | 8.9% |
| 2014 | 5.0% | 2.6% | 1.6% | 1.6% | 1.3% | 1.0% | 4.0% | 2.2% | 0.0% | 3.5% | -0.6% | -0.6% | 23.8% |
| 2015 | -0.5% | 1.9% | 0.6% | 0.7% | 2.6% | 1.8% | 0.1% | -0.3% | -1.4% | 1.5% | 1.0% | 2.7% | 11.1% |
| 2016 | -0.9% | 1.5% | 2.4% | 2.1% | 9.9% | 1.1% | 3.9% | -0.3% | -1.7% | 1.0% | 3.7% | 5.0% | 30.8% |
| 2017 | -1.7% | 0.0% | -0.6% | 0.4% | 3.9% | 0.5% | 1.1% | 6.6% | -1.5% | 0.4% | 1.8% | -0.1% | 11.1% |
| 2018 | 7.6% | 0.9% | 0.3% | 1.6% | 0.6% | -0.3% | 1.3% | 0.6% | 2.8% | 1.0% | 1.1% | 10.0% | 30.7% |
| 2019 | 10.8% | 1.6% | 6.0% | 2.5% | 0.5% | 5.0% | -4.4% | 5.4% | -1.6% | 1.9% | 1.5% | 2.5% | 35.7% |
| 2020 | 2.2% | 2.2% | -3.6% | 15.2% | -0.8% | 0.3% | 5.3% | -2.1% | -6.3% | 2.6% | 4.5% | -2.2% | 16.8% |
| 2021 | 1.4% | 3.0% | 8.9% | 3.6% | 2.9% | 2.1% | 0.2% | 3.8% | -1.5% | 1.4% | 1.0% | 2.7% | 33.4% |
| 2022 | -5.7% | -2.8% | 0.0% | -1.7% | 5.8% | 2.1% | 0.1% | 3.7% | 0.6% | 0.3% | 1.1% | -2.5% | 0.5% |
| 2023 | 1.5% | 1.8% | 4.7% | 5.0% | 7.1% | -2.8% | 1.3% | 3.8% | -1.5% | -2.6% | 5.3% | -1.9% | 23.2% |
| 2024 | 6.0% | 4.2% | -0.9% | -0.9% | 0.0% | 1.8% | 0.0% | 2.4% | -1.6% | -1.3% | 4.0% | 7.4% | 22.6% |
| 2025 | 2.5% | -1.1% | 0.0% | 2.0% | 1.8% | 1.9% | 1.1% | 1.6% | -1.7% | 1.3% | -1.9% | -2.6% | 4.8% |
| 2026 | -4.9% | 1.9% | -4.0% | 4.5% | 1.9% | - | - | - | - | - | - | - | -0.9% |