Tear Sheet
TQ3A
Day Trading CAGR 20.33%
Sharpe 3.56
Max DD -25.20%
CAR/DD 0.81
Profit Factor 1.47
Exposure 11.57%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | - | - | - | 0.1% | -1.8% | -0.2% | 2.2% | 1.4% | -2.7% | -4.6% | -2.5% | -0.7% | -8.7% |
| 2008 | -0.1% | 0.1% | 1.4% | 4.9% | 1.5% | -4.1% | 1.3% | 5.4% | -5.4% | -7.5% | -5.0% | -4.9% | -12.6% |
| 2009 | 8.0% | 2.9% | 9.3% | 3.0% | -3.2% | 2.2% | 3.2% | -4.4% | 0.5% | -2.7% | 6.2% | 1.3% | 28.4% |
| 2010 | 2.5% | -1.0% | -1.0% | 1.3% | -0.7% | -5.4% | 0.1% | -2.9% | 0.4% | -0.7% | 2.3% | -1.5% | -6.6% |
| 2011 | 4.5% | 0.4% | 1.8% | -0.7% | -1.4% | 3.7% | 4.0% | 1.8% | -2.6% | 4.7% | 7.1% | 0.4% | 26.0% |
| 2012 | -1.1% | -1.1% | 4.9% | 4.7% | 5.5% | 11.1% | 2.4% | 2.6% | 5.6% | -1.4% | 3.8% | 4.5% | 49.7% |
| 2013 | -3.8% | 1.8% | 1.9% | 5.7% | 1.4% | 2.3% | -2.6% | -3.1% | -0.4% | 0.4% | 1.1% | 0.3% | 4.7% |
| 2014 | 3.9% | 2.0% | -0.2% | -2.6% | 4.4% | 0.1% | 3.3% | 5.0% | 1.2% | 10.0% | -1.8% | -0.4% | 27.1% |
| 2015 | 2.7% | 2.8% | -2.5% | 3.1% | -0.1% | 2.3% | 3.1% | 9.0% | -0.9% | 3.2% | 3.9% | 2.2% | 32.4% |
| 2016 | 2.9% | -3.4% | 5.7% | 1.3% | 7.5% | 3.6% | 2.1% | 0.3% | 1.1% | 0.1% | 4.3% | 3.2% | 32.1% |
| 2017 | -1.2% | -0.4% | 0.8% | -1.2% | 3.1% | 3.2% | 2.0% | 4.4% | -1.8% | 1.2% | 2.6% | 0.3% | 13.5% |
| 2018 | 3.9% | 1.8% | 1.1% | 6.1% | 3.8% | 0.7% | 1.5% | 1.6% | 0.4% | 1.2% | 6.2% | -3.7% | 27.1% |
| 2019 | 8.9% | 0.2% | 3.6% | 1.3% | 2.3% | 6.4% | -0.5% | 5.0% | 1.5% | -0.6% | 1.4% | 2.4% | 36.6% |
| 2020 | 0.5% | 2.1% | -4.0% | 19.7% | 0.5% | -2.4% | 7.5% | 6.4% | 4.3% | 0.1% | 2.0% | -1.3% | 39.3% |
| 2021 | 2.9% | 4.4% | 5.7% | 2.9% | 1.0% | 2.7% | 0.5% | 3.5% | -1.4% | 3.2% | 0.6% | 3.6% | 33.7% |
| 2022 | -1.0% | -1.5% | 5.4% | 3.6% | 2.7% | 4.2% | 5.9% | 4.5% | 0.8% | -3.0% | 5.9% | -1.6% | 28.4% |
| 2023 | -1.0% | -5.5% | -0.3% | 3.8% | 5.2% | 2.9% | 1.5% | -0.3% | -3.7% | -0.2% | -0.9% | 0.6% | 1.6% |
| 2024 | 9.5% | 3.7% | 0.1% | 3.1% | -1.0% | 5.9% | 2.7% | 3.4% | 2.8% | -0.8% | -0.6% | 8.2% | 43.1% |
| 2025 | 2.1% | -0.8% | -1.6% | 22.7% | -0.1% | -1.9% | 0.2% | -0.1% | -0.5% | 0.7% | -2.0% | -2.1% | 15.3% |
| 2026 | -3.1% | 1.2% | -3.8% | 4.4% | 4.8% | - | - | - | - | - | - | - | 3.2% |