The post is to test whether custom HTML can work in wordpress. Unfortunately, only table display and figure cannot. Share strategy backtest report and predicted signal. Not so correct, but ok as reference.
TQQQ predict open predict close predict high predict low Signal 2022-10-25 21.36 22.08 22.07 21.06 buy 2022-10-26 22.46 22.55 23.14 22.06 buy
Key Performance Metrics
Metric Strategy
Risk-Free Rate 0.0% Time in Market 74.0% Cumulative Return 48.62% CAGR﹪ 17.1% Sharpe 0.98 Prob. Sharpe Ratio 93.65% Smart Sharpe 0.96 Sortino 1.37 Smart Sortino 1.35 Sortino/√2 0.97 Smart Sortino/√2 0.95 Omega 1.22 Max Drawdown -13.71% Longest DD Days 209 Volatility (ann.) 17.71% Calmar 1.25 Skew -0.46 Kurtosis 4.98 Expected Daily 0.06% Expected Monthly 1.29% Expected Yearly 14.12% Kelly Criterion 10.26% Risk of Ruin 0.0% Daily Value-at-Risk -1.77% Expected Shortfall (cVaR) -1.77% Max Consecutive Wins 7 Max Consecutive Losses 5 Gain/Pain Ratio 0.22 Gain/Pain (1M) 1.28 Payoff Ratio 0.93 Profit Factor 1.22 Common Sense Ratio 1.26 CPC Index 0.64 Tail Ratio 1.03 Outlier Win Ratio 4.78 Outlier Loss Ratio 3.66 MTD -1.04% 3M -1.24% 6M -5.57% YTD -0.92% 1Y 6.45% 3Y (ann.) 17.1% 5Y (ann.) 17.1% 10Y (ann.) 17.1% All-time (ann.) 17.1% Best Day 6.16% Worst Day -5.28% Best Month 13.99% Worst Month -7.78% Best Year 24.58% Worst Year -0.92% Avg. Drawdown -2.9% Avg. Drawdown Days 24 Recovery Factor 3.55 Ulcer Index 0.06 Serenity Index 0.85 Avg. Up Month 4.33% Avg. Down Month -2.68% Win Days 56.84% Win Month 58.06% Win Quarter 63.64% Win Year 66.67%
EOY Returns
Year Return Cumulative
2020 23.01% 24.58% 2021 20.02% 20.41% 2022 0.56% -0.92%
Worst 10 Drawdowns
Started Recovered Drawdown Days
2020-09-03 2021-01-21 -13.71 140 2022-03-30 2022-10-25 -12.64 209 2021-12-28 2022-02-28 -10.51 62 2021-07-08 2021-10-21 -8.82 105 2021-04-22 2021-06-17 -7.73 56 2021-02-16 2021-04-01 -5.41 44 2021-12-09 2021-12-27 -4.87 18 2021-12-01 2021-12-07 -4.68 6 2021-01-27 2021-02-12 -4.64 16 2020-07-23 2020-08-03 -2.63 11
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