Simulácie

Experiment Model Stock Start date End date Stop Loss Limit Limit Max PnL B&H Max Drawdown Min PnL Min Trade PnL Max PnL Max Trade PnL Mean trade PnL Sharpe ratio Sortino ratio Profit trades Loss trades P/D ratio Candles Trades Min trade candles Max trade candles Mean trade candles Trade candles Stoplosses Overnights SPY benchmark Volatility
30minTHETA30minTHETA_HYBRID_2_M40_exp1JNUG2024-09-232025-12-3010.00%0.210▲+955,877.15%▲+330.98%21.23%2.79%-10.87%1,001,945.14%21.11%0%9.8322.71523.00385.0045,024.83090814254,09721▲+955,854.56%48.59%
30minTHETA30minTHETA_HYBRID_3_M40_exp1JNUG2024-09-232025-12-3010.00%0.0110▲+920,151.39%▲+330.98%21.23%2.79%-10.87%964,497.78%21.11%0%9.7321.48526.00386.0043,342.03091214254,11431▲+920,128.80%48.59%
30minTHETA30minTHETA_HYBRID_3_M40_exp1JNUG2024-09-232025-12-3010.00%010▲+920,151.39%▲+330.98%21.23%2.79%-10.87%964,497.78%21.11%0%9.7321.48526.00386.0043,342.03091214254,11431▲+920,128.80%48.59%
30minTHETA30minTHETA_HYBRID_2_M40_exp1JNUG2024-09-232025-12-3010.00%0.0110▲+920,151.39%▲+330.98%21.23%2.79%-10.87%964,497.78%21.11%0%9.7321.48526.00386.0043,342.03091214254,11431▲+920,128.80%48.59%
30minTHETA30minTHETA_HYBRID_2_M40_exp1JNUG2024-09-232025-12-3010.00%010▲+920,151.39%▲+330.98%21.23%2.79%-10.87%964,497.78%21.11%0%9.7321.48526.00386.0043,342.03091214254,11431▲+920,128.80%48.59%
30minTHETA30minTHETA_HYBRID_1_M40_exp1JNUG2024-09-232025-12-3010.00%0.0110▲+920,151.39%▲+330.98%21.23%2.79%-10.87%964,497.78%21.11%0%9.7321.48526.00386.0043,342.03091214254,11431▲+920,128.80%48.59%
30minTHETA30minTHETA_HYBRID_1_M40_exp1JNUG2024-09-232025-12-3010.00%010▲+920,151.39%▲+330.98%21.23%2.79%-10.87%964,497.78%21.11%0%9.7321.48526.00386.0043,342.03091214254,11431▲+920,128.80%48.59%
30minTHETA30minTHETA_HYBRID_0_M40_exp1JNUG2024-09-232025-12-3010.00%0.0110▲+920,151.39%▲+330.98%21.23%2.79%-10.87%964,497.78%21.11%0%9.7321.48526.00386.0043,342.03091214254,11431▲+920,128.80%48.59%
30minTHETA30minTHETA_HYBRID_0_M40_exp1JNUG2024-09-232025-12-3010.00%010▲+920,151.39%▲+330.98%21.23%2.79%-10.87%964,497.78%21.11%0%9.7321.48526.00386.0043,342.03091214254,11431▲+920,128.80%48.59%
30minTHETA30minTHETA_HYBRID_4_M40_exp1JNUG2024-09-232025-12-3010.00%0.0110▲+906,109.43%▲+330.98%21.23%2.79%-10.87%949,779.15%21.11%0%9.6921.32525.00385.0042,680.61091014254,10331▲+906,086.84%48.59%