Tear Sheet
TQ1A
Day Trading CAGR 23.51%
Sharpe 4.02
Max DD -11.43%
CAR/DD 2.06
Profit Factor 1.53
Exposure 12.80%
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% | -0.2% | -1.5% | 6.6% | -2.2% | 1.3% | -3.4% | 2.1% | 3.4% | 5.9% |
| 2008 | -0.2% | -5.5% | 3.5% | 7.5% | 7.1% | -2.3% | -2.6% | 4.5% | -3.9% | -0.6% | -0.2% | 7.5% | 14.7% |
| 2009 | 8.8% | -1.2% | 4.3% | 1.8% | -0.2% | -0.8% | 10.7% | -0.4% | -0.2% | -2.8% | 6.2% | 0.1% | 28.6% |
| 2010 | 2.4% | -2.4% | 0.3% | 1.9% | 0.2% | 3.7% | 0.3% | -2.5% | -1.1% | 2.4% | -0.7% | -1.1% | 3.1% |
| 2011 | 5.5% | 4.2% | -1.0% | -2.0% | 2.9% | 11.2% | 9.0% | 4.9% | -0.3% | 7.6% | 0.6% | -0.8% | 49.4% |
| 2012 | -0.7% | 1.5% | 6.1% | 3.1% | 2.1% | 4.6% | -2.2% | 0.1% | 6.0% | -0.8% | 1.4% | 3.8% | 27.6% |
| 2013 | -7.4% | 3.0% | 0.3% | 2.4% | -1.4% | -1.0% | -2.4% | 0.9% | 1.3% | 2.6% | 3.8% | -2.4% | -0.8% |
| 2014 | 4.1% | -0.2% | 1.5% | -1.8% | 2.0% | 0.5% | -2.8% | 1.7% | 2.1% | 2.2% | 0.3% | 5.6% | 16.2% |
| 2015 | 0.8% | 3.6% | 1.2% | 0.5% | 2.5% | -0.5% | 5.6% | -0.7% | -3.2% | 0.0% | 5.2% | 7.8% | 24.7% |
| 2016 | 5.4% | -1.6% | 8.1% | 1.7% | 7.8% | 4.0% | 2.9% | -1.4% | -1.8% | -0.3% | -0.9% | 3.7% | 30.3% |
| 2017 | 0.2% | -1.0% | 0.4% | 2.1% | 4.8% | 0.8% | 2.8% | 4.3% | 0.9% | 1.7% | 3.5% | -0.6% | 21.6% |
| 2018 | 8.8% | 1.4% | 2.1% | 1.5% | 0.0% | 1.4% | 7.8% | 3.0% | 1.7% | 1.6% | 11.7% | -1.7% | 46.0% |
| 2019 | 3.9% | 1.2% | 2.3% | 0.2% | 1.6% | 2.3% | 0.2% | 5.1% | 1.5% | 3.4% | 2.0% | 2.1% | 28.9% |
| 2020 | 3.8% | 4.5% | -0.7% | 16.8% | -0.9% | -0.1% | 4.8% | 2.3% | 2.8% | -1.3% | -0.5% | 0.0% | 34.8% |
| 2021 | 4.4% | 1.7% | 5.8% | 3.4% | 4.3% | 3.6% | -0.3% | 4.3% | 0.4% | 1.0% | -1.0% | 4.7% | 37.2% |
| 2022 | -1.9% | -1.7% | 1.9% | 7.3% | 12.8% | 0.7% | 7.5% | 4.0% | 0.8% | 3.1% | 5.6% | -1.8% | 44.2% |
| 2023 | 1.9% | 1.6% | 2.1% | 2.5% | 10.7% | 1.0% | -4.8% | 5.3% | -2.4% | -2.1% | -2.7% | -1.2% | 11.4% |
| 2024 | 8.7% | 1.9% | -4.9% | 2.2% | -3.1% | 4.9% | 0.3% | 2.4% | 0.4% | -4.3% | 0.4% | 12.0% | 21.5% |
| 2025 | 3.7% | 0.6% | 0.8% | 0.2% | 0.2% | 0.8% | 0.2% | 5.1% | -1.7% | 1.3% | -2.8% | -1.4% | 6.8% |
| 2026 | -3.3% | 1.0% | -0.4% | 7.1% | 5.7% | 6.7% | -2.3% | 3.4% | -0.1% | - | - | - | 18.7% |