Simulácie

  • Stĺpec
  • Start Date
  • End Date
  • Stop Loss
  • PnL
  • B&H
  • Mean trade PnL
  • Max Drawdown
  • Sharpe ratio
  • Sortino ratio
  • P/D ratio
  • Candles
  • Trades
  • Min trade candles
  • Max trade candles
  • Mean trade candles
  • Trade candles
  • Stoplosses
  • Overnights
  • SPY benchmark
  • Volatility
  • Možnosti
  • Stĺpce
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
OPT_ALP_RHILO_30MIN_LAST_ETF_ATR12model_OPT_ALP_RHILO_30MIN_LAST_ATR12_ex19_7SOXL2024-01-082024-12-3010.00%010▲+1,205.85%▲+1.39%30.57%-13.28%-11.43%1,483.73%28.20%0%3.215.80365.00337.0039.45070215053,16051▲+1,179.08%42.40%
OPT_ALP_RHILO_30MIN_LAST_ETF_ATR12model_OPT_ALP_RHILO_30MIN_LAST_ATR12_ex19_7SOXL2024-01-082024-12-305.00%010▲+1,111.61%▲+1.39%34.33%-11.61%-11.43%1,306.84%28.20%0%3.236.54362.00340.0032.38070215043,0612111▲+1,084.84%42.40%
OPT_ALP_2025_1DAY_LAST_ETF_ATR18model_OPT_ALP_RHILO_30MIN_LAST_ATR18_ex13_5NUGT2025-01-272025-09-057.00%010▲+1,104.09%▲+179.73%7.00%28.35%-7.00%1,104.09%56.43%0%4.0613.4130.003.00157.73033124414620▲+1,095.47%28.94%
OPT_ALP_2025_1DAY_LAST_ETF_ATR18model_OPT_ALP_RHILO_30MIN_LAST_ATR18_ex13_5NUGT2025-01-272025-09-087.00%0.0110▲+1,070.86%▲+187.44%7.00%28.35%-7.00%1,104.09%56.43%0%3.9615.0430.004.00152.98034124414720▲+1,061.97%28.24%
OPT_ALP_2025_1DAY_LAST_ETF_ATR12model_OPT_ALP_RHILO_30MIN_LAST_ATR12_ex15_5JNUG2024-11-182025-09-267.00%010▲+1,050.92%▲+261.32%20.06%4.50%-7.02%1,050.92%63.18%0%2.7316.9426.0019.0052.39045163520561▲+1,037.04%30.55%
OPT_ALP_RHILO_30MIN_LAST_ETF_ATR12model_OPT_ALP_RHILO_30MIN_LAST_ATR12_ex19_7SOXL2024-01-082024-12-305.00%0.0110▲+1,042.24%▲+1.39%30.67%-14.19%-11.43%1,234.31%28.20%0%3.146.34358.00343.0033.98070115043,0162212▲+1,015.47%42.40%
OPT_ALP_2025_1DAY_LAST_ETF_ATR18model_OPT_ALP_RHILO_30MIN_LAST_ATR18_ex13_5NUGT2025-01-272025-09-0510.00%010▲+1,027.66%▲+179.73%10.00%28.35%-10.00%1,027.66%56.43%0%3.898.8530.003.00102.77033124414820▲+1,019.04%28.94%
OPT_ALP_2025_1DAY_LAST_ETF_ATR12model_OPT_ALP_RHILO_30MIN_LAST_ATR12_ex15_9JNUG2024-11-182025-09-2610.00%0.0110▲+1,012.38%▲+261.32%10.82%3.42%-10.23%1,012.38%63.18%0%2.7518.2322.0014.0093.57036163620901▲+998.50%30.55%
OPT_ALP_RHILO_30MIN_LAST_ETF_ATR12model_OPT_ALP_RHILO_30MIN_LAST_ATR12_ex19_7SOXL2024-01-082024-12-3010.00%0.0110▲+1,000.80%▲+1.39%30.42%-15.82%-11.43%1,243.14%28.20%0%3.035.43360.00341.0032.90070115043,11251▲+974.03%42.40%
OPT_ALP_2025_1DAY_LAST_ETF_ATR18model_OPT_ALP_RHILO_30MIN_LAST_ATR18_ex13_5NUGT2025-01-272025-09-0810.00%0.0110▲+996.54%▲+187.44%10.00%28.35%-10.00%1,027.66%56.43%0%3.809.5230.004.0099.65034124414920▲+987.65%28.24%
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