hbetfx · Run-Reports · 2025-12-07-23-31
Backtest-Report 2025-12-07-23-31
Zeitraum 2010-12-22 to 2025-11-24 · CAGR 18.18% · Sortino 1.0833 · MaxDD -33.76% · 409 Trades · Endwert €120,702.22 (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
Benchmark-Vergleich (S&P 500)
Allokation, Overlays & Trades
Kennzahlen (Volltext)
================================================================================ A+D ALLOCATOR - COMPREHENSIVE PERFORMANCE METRICS ================================================================================ Run ID: 20251207_233112 Date: 2025-12-07 23:31:17 Period: 2010-12-22 00:00:00 to 2025-11-24 00:00:00 Trading Days: 3758 RISK-ADJUSTED RETURNS -------------------------------------------------------------------------------- CAGR: 18.18% Sharpe Ratio: 0.8451 Sortino Ratio: 1.0833 Calmar Ratio: 0.5385 RISK METRICS -------------------------------------------------------------------------------- Annualized Volatility: 22.90% Maximum Drawdown: -33.76% MONTHLY STATISTICS -------------------------------------------------------------------------------- Positive Months: 60.34% Average Up Month: 5.38% Average Down Month: -4.22% Payoff Ratio: 1.2749 Max Consecutive Down: 5 PORTFOLIO PERFORMANCE -------------------------------------------------------------------------------- Initial Value: € 10,000.00 Final Value: €120,702.22 Total Return: 1107.02% TRADING ACTIVITY -------------------------------------------------------------------------------- Total Trades: 409 Trades per Year: 27.4 ================================================================================