Symtrade

๐Ÿ“Š Portfolio Simulation

Pair trading portfolio โ€” $100.000 | 10x leverage | MDD included

Note: MDD (max drawdown) is the largest intra-trade decline per pair during the backtest. In the portfolio this is scaled and shown cumulatively. Dit geeft een realistischer beeld of risk than just the final result. Past results are no guarantee of future performance.

โš™๏ธ Parameters

Initial capital
$100k
Final value
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Return
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Port. MDD
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Max DD %
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Winning
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Avg wr
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Trades
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Best
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Worst
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๐Ÿ“ˆ Portfolio performance

๐Ÿ“‹ Pair contributions โ€” sorted by P&L

#PairTradesWin%P&LScaledMDDW/L

โš ๏ธ Risk analysis โ€” MDD vs P&L

PairP&LMDDRatioRisk