System Detail
Shortq
Intra day Short only system. This backtest uses 3x leverage.
Tear Sheet
ShortQ
Day Trading CAGR 20.38%
Sharpe 4.24
Max DD -18.57%
CAR/DD 1.10
Profit Factor 1.27
Exposure 7.22%
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% | -2.7% | -2.8% | -0.6% | -1.2% | -3.1% | 0.5% | 5.5% | 0.1% | -4.5% |
| 2008 | 11.2% | 9.8% | 4.4% | 2.0% | 0.6% | 2.9% | 8.2% | -2.7% | 3.8% | 18.1% | 3.1% | 7.7% | 93.3% |
| 2009 | 15.4% | 10.2% | 7.0% | -7.3% | 4.0% | 3.8% | 2.4% | -0.4% | 3.5% | 2.7% | 2.1% | 1.9% | 53.2% |
| 2010 | 4.3% | -5.6% | 1.6% | 2.8% | 4.1% | 11.5% | 8.5% | 0.7% | 4.9% | -1.1% | 1.9% | -0.9% | 36.9% |
| 2011 | -0.6% | 1.0% | 0.0% | 2.8% | -0.8% | 1.6% | 3.3% | 7.5% | 11.1% | -6.2% | 8.2% | 6.9% | 39.2% |
| 2012 | 2.5% | 2.6% | -0.9% | 5.2% | 0.3% | -3.1% | 2.7% | 8.3% | 0.0% | 5.6% | 0.7% | 0.7% | 26.9% |
| 2013 | -0.2% | -0.3% | 1.3% | -5.0% | 4.3% | -1.0% | 0.6% | -0.4% | 0.9% | -0.2% | -0.5% | -1.4% | -2.0% |
| 2014 | 0.2% | -0.5% | 3.6% | -1.4% | 2.9% | 2.6% | -2.3% | 2.3% | 2.2% | -0.3% | 0.5% | 2.3% | 12.5% |
| 2015 | 12.3% | -0.1% | -1.6% | -1.0% | 0.1% | -1.4% | 0.2% | -6.7% | 8.3% | 2.2% | 1.8% | -8.1% | 4.3% |
| 2016 | -1.6% | 2.3% | 3.7% | 5.2% | -1.5% | 1.2% | -3.3% | 0.4% | 0.0% | 0.4% | -0.9% | -1.0% | 4.9% |
| 2017 | 0.2% | -0.6% | -1.3% | 3.4% | -0.1% | 0.7% | 1.4% | 1.6% | -0.7% | 0.7% | 0.0% | 0.1% | 5.5% |
| 2018 | 4.3% | 13.9% | -5.1% | 11.0% | 0.3% | -1.8% | 1.4% | 1.8% | -0.5% | 9.1% | 0.7% | 1.6% | 41.5% |
| 2019 | 0.8% | 0.9% | 0.8% | -1.7% | 7.0% | -2.2% | -1.4% | 3.8% | 2.9% | -2.4% | 1.3% | 0.3% | 10.2% |
| 2020 | -2.4% | 2.6% | -8.2% | -1.9% | 5.9% | 5.7% | 7.2% | -0.1% | -1.6% | -1.5% | 3.4% | -2.9% | 5.2% |
| 2021 | 0.0% | 0.1% | 2.4% | 1.0% | -0.2% | 0.9% | -1.3% | -1.3% | 7.2% | -1.0% | -0.3% | 0.5% | 8.0% |
| 2022 | 7.6% | -1.4% | -11.1% | 10.9% | 9.1% | 8.8% | -3.5% | 11.7% | 6.8% | 3.0% | 8.7% | -3.7% | 54.1% |
| 2023 | 1.7% | 10.2% | 5.6% | 2.2% | -2.9% | -1.7% | 6.2% | -1.1% | 0.8% | -6.7% | -6.0% | -2.0% | 5.1% |
| 2024 | 1.7% | 0.4% | 0.5% | 6.0% | 1.2% | 2.8% | 4.4% | 2.5% | 4.0% | -6.0% | -2.3% | 1.6% | 17.5% |
| 2025 | 6.8% | 4.0% | -3.8% | 2.7% | 2.7% | 2.2% | 2.9% | -2.2% | 3.4% | 7.7% | 4.7% | -4.0% | 29.6% |
| 2026 | 3.3% | -6.3% | -1.6% | -4.6% | -0.1% | - | - | - | - | - | - | - | -9.2% |