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ROI Stats
Oct: Portfolio(+1.97%) vs SP500(-1.98%)
Sep: Portfolio(-4.53%) vs SP500(+2.42%)
Aug: Portfolio(-1.26%) vs SP500(+1.98%)
Trade Stats
+---------+---------+-------+--------+------+--------+--------+---------+
| Months | Entries | Exits | Win% | PF | TScore | ZScore | Optf |
+---------+---------+-------+--------+------+--------+--------+---------+
| Oct | 7 | 7 | 71.43% | 4.99 | 1.47 | - 0.38 | 57.12% |
| Sep | 4 | 6 | 33.33% | 0.51 | - 0.72 | 0.88 | -32.27% |
| Aug | 8 | 5 | 40.00% | 0.37 | - 0.84 | 0.11 | -66.78% |
| Last 3 | 19 | 18 | 50.00% | 1.00 | 0.01 | - 0.24 | 0.20% |
| Last 6 | 26 | 25 | 56.00% | 1.18 | 0.34 | 0.49 | 8.54% |
| Last 12 | 65 | 68 | 57.35% | 0.92 | - 0.25 | - 0.19 | - 4.77% |
| All | 226 | 224 | 63.39% | 1.43 | 2.09 | - 2.09 | 19.03% |
+---------+---------+-------+--------+------+--------+--------+---------+
Notes:
* PF - average profits expected per trade:
> 1.0: $1 invested returns > $1 (profitable)
= 1.0: $1 invested returns $1 (breakeven)
< 1.0: $1 invested returns < $1 (loss).
* TScore - observed probability due to chance at 95% CI:
> 1.645: not just dumb luck
<= 1.645: dumb luck.
* ZScore - duration of Win/Lose streaks:
>= 1.645: shorter duration
<= -1.645: longer duration.
* Optf - optimal percent of capital to invest:
> 0: might be worthy to invest
<= 0: save your money.
