Tear Sheet
TQ1A
Day Trading CAGR 22.19%
Sharpe 3.81
Max DD -16.16%
CAR/DD 1.37
Profit Factor 1.54
Exposure 13.06%
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% | 2.1% | -1.5% | 5.0% | -2.6% | 4.4% | -5.7% | 2.6% | 3.2% | 7.1% |
| 2008 | -1.0% | -3.8% | 3.8% | 9.2% | 5.0% | 2.0% | 2.8% | 4.1% | -4.0% | 0.0% | -4.2% | 0.4% | 14.4% |
| 2009 | 7.7% | -1.2% | 10.7% | 0.5% | 3.2% | 0.5% | 11.0% | -0.4% | 0.5% | -1.1% | 6.1% | 0.3% | 43.5% |
| 2010 | 1.5% | 0.1% | -1.5% | 2.5% | -2.1% | 3.9% | 0.3% | -3.4% | -3.8% | 0.6% | -1.6% | -1.2% | -5.0% |
| 2011 | 5.3% | 3.8% | 2.6% | -2.4% | 1.5% | 10.6% | 6.6% | 4.9% | 3.7% | 2.0% | 0.1% | -1.6% | 43.1% |
| 2012 | -3.9% | 1.5% | 4.8% | 3.3% | 1.6% | 5.2% | -2.6% | -0.4% | 5.5% | -1.2% | 0.7% | 2.9% | 18.1% |
| 2013 | -4.6% | 1.4% | -0.2% | 4.0% | -1.5% | -0.8% | -1.9% | 1.4% | 0.7% | 2.2% | 4.1% | -1.6% | 2.9% |
| 2014 | 4.5% | 0.3% | 2.0% | -3.0% | 2.3% | 2.1% | -2.1% | 2.2% | 2.0% | 3.3% | 0.7% | 5.8% | 21.6% |
| 2015 | 0.0% | 3.5% | 0.3% | 1.6% | 2.6% | 0.2% | 3.8% | 0.3% | -1.6% | -1.3% | 5.4% | 4.9% | 21.2% |
| 2016 | 0.7% | 3.7% | 0.3% | 1.6% | 7.8% | 2.4% | 2.6% | -0.9% | -1.2% | 0.7% | -0.2% | 3.3% | 22.5% |
| 2017 | -0.6% | -0.6% | 0.2% | 0.9% | 4.2% | 1.3% | 2.7% | 1.3% | 0.9% | 2.1% | 3.1% | -0.1% | 16.6% |
| 2018 | 9.0% | -3.2% | 2.1% | 0.9% | 0.0% | -0.8% | 8.1% | 2.8% | 1.7% | 1.7% | 4.2% | -2.4% | 26.0% |
| 2019 | 2.4% | 1.1% | 1.9% | 0.8% | 1.7% | 3.5% | 0.4% | 3.6% | 1.5% | 2.9% | 2.2% | 2.4% | 27.4% |
| 2020 | 4.2% | 5.7% | -2.3% | 16.0% | -1.2% | -2.2% | 7.5% | 2.5% | 2.1% | -0.9% | 0.5% | 0.0% | 34.8% |
| 2021 | 4.4% | 1.0% | 6.4% | 4.8% | 3.6% | 3.7% | 0.5% | 4.4% | 1.5% | 1.2% | -1.3% | 7.4% | 44.5% |
| 2022 | -2.2% | -2.1% | 1.0% | 3.3% | 7.6% | 4.6% | 3.0% | 4.6% | 0.8% | 1.4% | 2.5% | -2.4% | 23.8% |
| 2023 | 1.3% | -1.2% | 2.1% | 7.4% | 10.5% | 2.9% | -2.6% | 6.2% | -2.2% | 0.2% | 1.2% | -0.3% | 27.5% |
| 2024 | 8.6% | 2.8% | -5.3% | 3.5% | -2.3% | 5.1% | 0.4% | 3.3% | 0.8% | -2.0% | 1.9% | 10.8% | 30.2% |
| 2025 | 4.4% | 1.6% | 1.3% | 0.2% | -1.2% | 1.3% | -0.8% | 5.1% | -1.3% | 0.5% | -3.7% | -1.7% | 5.6% |
| 2026 | -3.2% | 0.0% | -0.9% | 5.7% | 9.3% | - | - | - | - | - | - | - | 10.7% |