hbetfx · Run-Reports · 2025-12-05-20-35
Backtest-Report 2025-12-05-20-35
Zeitraum 1979-01-02 to 2025-11-24 · CAGR 20.75% · Sortino 1.2098 · MaxDD -52.10% · 1149 Trades · Endwert €68,491,357.03 (aus 10.000 €)
Config-Hash d43810f8d03e5e55Lookback 300w 0.2–0.8Crash-Cap 0.45Winner-Cap 0.454Kosten 0.003
Gesamtübersicht
Performance & Risiko
Rollierende 3-Jahres-Metriken
Allokation, Overlays & Trades
Kennzahlen (Volltext)
================================================================================ A+D ALLOCATOR - COMPREHENSIVE PERFORMANCE METRICS ================================================================================ Run ID: 20251205_203528 Date: 2025-12-05 20:35:44 Period: 1979-01-02 00:00:00 to 2025-11-24 00:00:00 Trading Days: 11666 RISK-ADJUSTED RETURNS -------------------------------------------------------------------------------- CAGR: 20.75% Sharpe Ratio: 0.8724 Sortino Ratio: 1.2098 Calmar Ratio: 0.3984 RISK METRICS -------------------------------------------------------------------------------- Annualized Volatility: 25.69% Maximum Drawdown: -52.10% MONTHLY STATISTICS -------------------------------------------------------------------------------- Positive Months: 61.39% Average Up Month: 5.91% Average Down Month: -4.70% Payoff Ratio: 1.2571 Max Consecutive Down: 6 PORTFOLIO PERFORMANCE -------------------------------------------------------------------------------- Initial Value: € 10,000.00 Final Value: €68,491,357.03 Total Return: 684813.57% TRADING ACTIVITY -------------------------------------------------------------------------------- Total Trades: 1149 Trades per Year: 24.5 ================================================================================