Pump and Dump

Backtest Statistics

Start: 2020-12-01 08:00:00+08:00

End: 2021-04-01 20:00:00+08:00

Duration: 121 days 12:00:00

Trading Period: 0 years 4 months 0 days

Beginning Balance: $55,800.00

Ending Balance: $290,164.37

Total Net Profit: $234,364.37

Annualized Return: 448.89%

Return on Initial Capital: 420.01%

Profit Factor: 325.73%

Gross Profit: $338,188.72

Gross Loss: $-103,824.35

Total Return: 420.01%

Max Return: 420.01%

Min Return: 0.0%

Number of Trades: 48

Number of Winning Trades: 23

Number of Losing Trades: 1

Win Ratio: 47.92%

Loss Ratio: 2.08%

Win Days: 45

Loss Days: 17

Max Win in Day: $20,173.84

Max Loss in Day: $-9,586.61

Sharpe Ratio: 4.8612

Sortino Ratio: 15.0338

Annualized Volatitlity: 35.72%

Information Ratio: 4.77%

Omega Ratio: 4.88%

Downside Risk: 11.82%

Beta: 0.0346

Alpha: -0.9999

Calmar Ratio: 53.0573

Tail Ratio: 3.1937

Stability of Timeseries: 91.6808%

Max Drawdown: 8.4605%

Max Drawdown Duration: 3 days 12:00:00

sqn: 4.2529