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ROI Stats
April: Portfolio (-1.75%) vs SP500 (-0.75%).
March: Portfolio (+3.25%) vs SP500 (+3.13%).
Trade Stats
+---------+---------+-------+--------+------+--------+--------+---------+
| Months | Entries | Exits | Win% | PF | TScore | ZScore | Optf |
+---------+---------+-------+--------+------+--------+--------+---------+
| Apr | 2 | 2 | 50.00% | 0.42 | - 0.41 | inf | -70.13% |
| Mar | 6 | 7 | 71.43% | 4.06 | 1.54 | 0.68 | 53.82% |
| Last 3 | 14 | 17 | 52.94% | 0.71 | - 0.47 | - 0.99 | -21.60% |
| Last 6 | 38 | 38 | 63.16% | 1.08 | 0.18 | - 0.42 | 4.85% |
| Last 12 | 79 | 81 | 58.02% | 0.85 | - 0.56 | - 0.22 | -10.45% |
| All | 200 | 199 | 64.32% | 1.46 | 2.07 | - 2.30 | 20.14% |
+---------+---------+-------+--------+------+--------+--------+---------+
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.
