Tear Sheet
QBA
Day Trading CAGR 30.05%
Sharpe 2.70
Max DD -22.09%
CAR/DD 1.36
Profit Factor 1.44
Exposure 17.97%
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 | - | - | - | -0.3% | -5.0% | 1.9% | 1.6% | -0.5% | -4.5% | -1.1% | 6.4% | 5.3% | 3.2% |
| 2007 | -4.3% | 3.4% | 3.7% | 0.5% | -1.0% | 4.2% | 13.5% | 7.2% | -7.2% | 0.6% | -0.6% | 9.6% | 31.6% |
| 2008 | -4.1% | -3.9% | 4.1% | -5.6% | 10.8% | 11.6% | -7.4% | 3.4% | 9.7% | -2.2% | 34.2% | -4.8% | 47.2% |
| 2009 | 24.7% | -3.1% | 14.0% | -1.6% | 12.2% | -4.6% | 2.3% | -10.4% | 1.4% | 3.6% | -0.5% | 1.1% | 40.3% |
| 2010 | -3.6% | 3.2% | -5.4% | 10.1% | 4.8% | 10.8% | 6.3% | -3.3% | -4.2% | 7.4% | -2.1% | 2.4% | 27.5% |
| 2011 | 8.6% | -0.5% | 3.7% | -2.0% | -1.9% | 11.2% | -2.2% | -7.5% | -1.7% | 0.3% | 9.1% | 2.5% | 19.6% |
| 2012 | -4.5% | -1.6% | 1.5% | 6.5% | -2.4% | 6.5% | 2.2% | -9.2% | 3.1% | 2.7% | 5.3% | 4.9% | 14.8% |
| 2013 | -2.5% | 4.6% | -2.3% | -0.6% | 3.9% | 9.0% | -0.6% | -1.1% | -2.4% | 2.6% | 11.5% | 6.1% | 30.7% |
| 2014 | 2.6% | 2.1% | 7.2% | 14.5% | 2.8% | -6.8% | 2.8% | -2.6% | 6.8% | 0.9% | -1.3% | -2.8% | 27.7% |
| 2015 | 3.3% | -1.9% | 2.6% | -1.9% | 0.0% | 1.7% | 1.5% | 2.7% | 5.9% | -2.1% | 1.0% | 3.5% | 17.0% |
| 2016 | 7.5% | 1.0% | -3.4% | 1.5% | 0.7% | -1.6% | -3.7% | -5.2% | 2.0% | -0.3% | 6.5% | -1.2% | 3.1% |
| 2017 | -3.6% | -1.3% | 0.8% | -7.1% | 0.1% | 4.4% | 6.1% | 0.4% | 0.1% | 1.3% | -2.8% | 2.4% | 0.1% |
| 2018 | 10.3% | 4.1% | 1.2% | 13.6% | -2.0% | 4.7% | 5.1% | 0.1% | 0.5% | 10.1% | 14.1% | 1.2% | 82.0% |
| 2019 | -5.5% | -3.9% | 5.8% | -3.3% | 4.6% | 0.9% | 2.9% | 9.5% | 3.5% | 7.8% | -2.4% | -4.8% | 14.5% |
| 2020 | 1.1% | 0.2% | 23.4% | 1.0% | -3.6% | -2.9% | -2.3% | -3.5% | 11.2% | 9.8% | -1.7% | -3.8% | 28.7% |
| 2021 | 5.9% | 6.4% | 0.8% | -1.1% | 7.0% | -1.0% | -1.6% | 1.3% | 4.6% | -0.7% | 3.2% | 6.4% | 35.5% |
| 2022 | 4.8% | 2.2% | 10.2% | 33.3% | 0.5% | 1.4% | 1.3% | -0.9% | 8.1% | 5.0% | 30.0% | 9.1% | 159.1% |
| 2023 | 12.2% | -2.1% | 0.2% | 5.5% | 3.2% | -7.9% | -1.4% | -3.8% | 1.5% | -0.3% | 0.9% | 2.7% | 9.7% |
| 2024 | 2.1% | -2.3% | 3.7% | 0.8% | -3.8% | -3.6% | -1.9% | 23.7% | -2.0% | -2.4% | -3.3% | 9.8% | 19.2% |
| 2025 | -2.4% | 2.0% | 5.9% | 14.2% | 0.8% | -0.4% | -3.2% | 0.4% | -0.7% | 5.7% | -0.7% | 4.0% | 27.4% |
| 2026 | 3.6% | 6.2% | 1.7% | 1.6% | 3.0% | 11.5% | 9.7% | -3.8% | 0.7% | - | - | - | 38.7% |