System Detail
Mqpositional
Positional Long only system. This backtest uses 2x leverage.
Tear Sheet
MQPositional
Positional CAGR 40.82%
Sharpe 2.19
Max DD -29.80%
CAR/DD 1.37
Profit Factor 1.58
Exposure 26.04%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | - | - | - | 0.0% | 6.2% | 3.4% | 4.5% | -4.4% | 6.7% | 0.8% | 6.0% | 9.9% | 37.3% |
| 2008 | -4.2% | -8.2% | 9.6% | 8.5% | 6.3% | -4.6% | -2.6% | 10.7% | 2.8% | 7.4% | 11.1% | -11.8% | 23.9% |
| 2009 | -8.2% | 2.5% | 9.9% | 8.1% | -4.8% | 4.0% | 17.8% | 2.2% | 1.9% | -3.6% | 15.1% | 1.6% | 53.1% |
| 2010 | -4.8% | -5.8% | 7.2% | 2.0% | -0.9% | 1.6% | 6.0% | -4.1% | 16.9% | -3.6% | -1.3% | 5.1% | 17.4% |
| 2011 | 6.5% | 5.1% | -0.9% | -2.6% | 1.0% | 3.1% | 6.5% | 7.9% | 12.2% | 19.1% | -1.1% | 0.9% | 72.5% |
| 2012 | -4.9% | 2.5% | 9.9% | -0.8% | -2.7% | 8.4% | 4.3% | 4.3% | 1.0% | -2.6% | 3.1% | 1.2% | 25.0% |
| 2013 | -4.1% | 3.3% | -0.7% | 3.6% | 3.2% | -1.6% | 4.1% | 2.0% | 1.0% | 10.6% | 2.5% | 3.2% | 30.0% |
| 2014 | 4.1% | 6.4% | -5.3% | -0.5% | 10.1% | -0.6% | -2.8% | 5.7% | -3.5% | 21.4% | 8.3% | 0.4% | 49.7% |
| 2015 | -6.6% | 6.0% | 1.8% | 1.7% | -0.1% | -1.3% | 4.6% | 2.0% | 2.3% | 12.4% | 5.2% | 5.1% | 37.0% |
| 2016 | -1.5% | 4.6% | 7.7% | -0.5% | 9.4% | -0.8% | 4.2% | -1.4% | -1.3% | -1.5% | 5.8% | 6.7% | 35.3% |
| 2017 | 3.1% | 0.5% | 0.5% | 4.9% | 4.2% | 0.9% | 11.6% | 0.2% | -1.3% | 2.8% | 0.8% | -2.0% | 28.6% |
| 2018 | 12.0% | 10.8% | 2.0% | 0.3% | -0.9% | 3.8% | 2.2% | 2.7% | 0.2% | -7.0% | -5.4% | -4.9% | 14.8% |
| 2019 | 17.5% | 4.2% | 9.5% | -1.5% | -7.0% | 14.5% | 1.2% | 6.4% | 5.8% | 3.6% | 5.9% | 2.3% | 79.6% |
| 2020 | 3.3% | 3.2% | -0.3% | 18.6% | 7.9% | 12.1% | 2.0% | 9.6% | 2.4% | 6.4% | 17.5% | 4.2% | 127.4% |
| 2021 | 4.9% | 2.8% | 5.1% | 10.0% | -2.3% | 3.8% | 2.6% | 6.0% | -4.9% | 4.5% | 4.2% | 12.7% | 60.5% |
| 2022 | 4.0% | -5.7% | 2.6% | -5.5% | 6.0% | 8.3% | 7.7% | -2.0% | 0.2% | -6.2% | 14.8% | -11.7% | 9.7% |
| 2023 | 6.1% | -3.7% | 19.7% | 2.7% | 7.5% | 0.4% | -3.9% | 5.1% | -5.7% | -11.0% | 11.4% | 1.4% | 29.9% |
| 2024 | 7.6% | 5.0% | -0.3% | 1.9% | 9.4% | 9.7% | 8.0% | 6.9% | -2.9% | 0.0% | 8.8% | 7.4% | 80.3% |
| 2025 | -0.1% | -3.4% | -7.9% | -9.3% | -2.9% | 5.7% | -1.9% | 2.7% | 5.3% | 6.3% | 2.8% | 0.3% | -3.6% |
| 2026 | 4.2% | 0.9% | 0.9% | 7.6% | 6.2% | - | - | - | - | - | - | - | 21.2% |