-
- | Cumulative Return |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Cumulative Return %"] >= 0}
- +{abbreviateNumber(quantStats[$stockTicker?.toUpperCase()]["Cumulative Return %"])}%
- {:else}
- {abbreviateNumber(quantStats[$stockTicker?.toUpperCase()]["Cumulative Return %"])}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Cumulative Return %"] >= 0}
- +{quantStats["SPY"]["Cumulative Return %"]}%
- {:else}
- {quantStats["SPY"]["Cumulative Return %"]}%
- {/if}
- |
-
-
-
- | Compound Annual Growth Rate (CAGR) |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["CAGR %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["CAGR %"]}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["CAGR %"]}%
- {/if}
- |
-
- {#if quantStats["SPY"]["CAGR %"] >= 0}
- +{quantStats["SPY"]["CAGR %"]}%
- {:else}
- {quantStats["SPY"]["CAGR %"]}%
- {/if}
- |
-
-
-
- | Sharpe |
-
- {quantStats[$stockTicker?.toUpperCase()]["Sharpe"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Sharpe"]?.toFixed(2)}
- |
-
-
-
- | Sortino |
-
- {quantStats[$stockTicker?.toUpperCase()]["Sortino"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Sortino"]?.toFixed(2)}
- |
-
-
-
- | Max Drawdown |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Max Drawdown"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Max Drawdown"]}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Max Drawdown"]}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Max Drawdown"] >= 0}
- +{quantStats["SPY"]["Max Drawdown"]}%
- {:else}
- {quantStats["SPY"]["Max Drawdown"]}%
- {/if}
- |
-
-
-
- | Longest Drawdown Days |
-
- {quantStats[$stockTicker?.toUpperCase()]["Longest DD Days"]}
- |
-
- {quantStats["SPY"]["Longest DD Days"]}
- |
-
-
-
- | Volatility (ann.) |
-
- {quantStats[$stockTicker?.toUpperCase()]["Volatility (ann.) %"]}%
- |
-
- {quantStats["SPY"]["Volatility (ann.) %"]}%
- |
-
-
-
- | Correlation |
-
- {quantStats[$stockTicker?.toUpperCase()]["Correlation"]}%
- |
-
- {quantStats["SPY"]["Correlation"]}
- |
-
-
-
- | R^2 |
-
- {quantStats[$stockTicker?.toUpperCase()]["R^2"]}
- |
-
- {quantStats["SPY"]["R^2"]}
- |
-
-
-
- | Calmar |
-
- {quantStats[$stockTicker?.toUpperCase()]["Calmar"]}
- |
-
- {quantStats["SPY"]["Calmar"]}
- |
-
-
-
- | Skew |
-
- {quantStats[$stockTicker?.toUpperCase()]["Skew"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Skew"]?.toFixed(2)}
- |
-
-
-
- | Kurtosis |
-
- {quantStats[$stockTicker?.toUpperCase()]["Kurtosis"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Kurtosis"]?.toFixed(2)}
- |
-
-
-
- | Expected Daily |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Expected Daily %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Expected Daily %"]}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Expected Daily %"]}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Expected Daily %"] >= 0}
- +{quantStats["SPY"]["Expected Daily %"]}%
- {:else}
- {quantStats["SPY"]["Expected Daily %"]}%
- {/if}
- |
-
-
-
- | Expected Monthly |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Expected Monthly %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Expected Monthly %"]}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Expected Monthly %"]}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Expected Monthly %"] >= 0}
- +{quantStats["SPY"]["Expected Monthly %"]}%
- {:else}
- {quantStats["SPY"]["Expected Monthly %"]}%
- {/if}
- |
-
-
-
- | Expected Yearly |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Expected Yearly %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Expected Yearly %"]}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Expected Yearly %"]}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Expected Yearly %"] >= 0}
- +{quantStats["SPY"]["Expected Yearly %"]}%
- {:else}
- {quantStats["SPY"]["Expected Yearly %"]}%
- {/if}
- |
-
-
-
- | Kelly Criterion |
-
- {quantStats[$stockTicker?.toUpperCase()]["Kelly Criterion %"]}%
- |
-
- {quantStats["SPY"]["Kelly Criterion %"]}%
- |
-
-
-
- | Risk of Ruin |
-
- {quantStats[$stockTicker?.toUpperCase()]["Risk of Ruin %"]}%
- |
-
- {quantStats["SPY"]["Risk of Ruin %"]}%
- |
-
-
-
- | Daily Value-at-Risk |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Daily Value-at-Risk %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Daily Value-at-Risk %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Daily Value-at-Risk %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Daily Value-at-Risk %"] >= 0}
- +{quantStats["SPY"]["Daily Value-at-Risk %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Daily Value-at-Risk %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Expected Shortfall (cVaR) |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Expected Shortfall (cVaR) %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Expected Shortfall (cVaR) %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Expected Shortfall (cVaR) %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Expected Shortfall (cVaR) %"] >= 0}
- +{quantStats["SPY"]["Expected Shortfall (cVaR) %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Expected Shortfall (cVaR) %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Max Consecutive Wins |
-
- {quantStats[$stockTicker?.toUpperCase()]["Max Consecutive Wins"]}
- |
-
- {quantStats["SPY"]["Max Consecutive Wins"]}
- |
-
-
-
- | Max Consecutive Losses |
-
- {quantStats[$stockTicker?.toUpperCase()]["Max Consecutive Losses"]}
- |
-
- {quantStats["SPY"]["Max Consecutive Losses"]}
- |
-
-
-
- | Gain/Pain Ratio |
-
- {quantStats[$stockTicker?.toUpperCase()]["Gain/Pain Ratio"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Gain/Pain Ratio"]?.toFixed(2)}
- |
-
-
-
- | Gain/Pain (1M) |
-
- {quantStats[$stockTicker?.toUpperCase()]["Gain/Pain (1M)"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Gain/Pain (1M)"]?.toFixed(2)}
- |
-
-
-
- | Payoff Ratio |
-
- {quantStats[$stockTicker?.toUpperCase()]["Payoff Ratio"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Payoff Ratio"]?.toFixed(2)}
- |
-
-
-
- | Profit Factor |
-
- {quantStats[$stockTicker?.toUpperCase()]["Profit Factor"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Profit Factor"]?.toFixed(2)}
- |
-
-
-
- | Outlier Win Ratio |
-
- {quantStats[$stockTicker?.toUpperCase()]["Outlier Win Ratio"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Outlier Win Ratio"]?.toFixed(2)}
- |
-
-
-
- | Outlier Loss Ratio |
-
- {quantStats[$stockTicker?.toUpperCase()]["Outlier Loss Ratio"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Outlier Loss Ratio"]?.toFixed(2)}
- |
-
-
-
- | MTD |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["MTD %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["MTD %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["MTD %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["MTD %"] >= 0}
- +{quantStats["SPY"]["MTD %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["MTD %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | 3M |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["3M %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["3M %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["3M %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["3M %"] >= 0}
- +{quantStats["SPY"]["3M %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["3M %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | 6M |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["6M %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["6M %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["6M %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["6M %"] >= 0}
- +{quantStats["SPY"]["6M %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["6M %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Best Day |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Best Day %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Best Day %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Best Day %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Best Day %"] >= 0}
- +{quantStats["SPY"]["Best Day %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Best Day %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Worst Day |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Worst Day %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Worst Day %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Worst Day %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Worst Day %"] >= 0}
- +{quantStats["SPY"]["Worst Day %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Worst Day %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Best Month |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Best Month %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Best Month %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Best Month %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Best Month %"] >= 0}
- +{quantStats["SPY"]["Best Month %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Best Month %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Worst Month |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Worst Month %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Worst Month %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Worst Month %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Worst Month %"] >= 0}
- +{quantStats["SPY"]["Worst Month %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Worst Month %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Best Year |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Best Year %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Best Year %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Best Year %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Best Year %"] >= 0}
- +{quantStats["SPY"]["Best Year %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Best Year %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Worst Year |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Worst Year %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Worst Year %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Worst Year %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Worst Year %"] >= 0}
- +{quantStats["SPY"]["Worst Year %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Worst Year %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Avg. Drawdown |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Avg. Drawdown"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Avg. Drawdown"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Avg. Drawdown"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Avg. Drawdown"] >= 0}
- +{quantStats["SPY"]["Avg. Drawdown"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Avg. Drawdown"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Avg. Drawdown Days |
-
- {quantStats[$stockTicker?.toUpperCase()]["Avg. Drawdown Days"]}
- |
-
- {quantStats["SPY"]["Avg. Drawdown Days"]}
- |
-
-
-
- | Recovery Factor |
-
- {quantStats[$stockTicker?.toUpperCase()]["Recovery Factor"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Recovery Factor"]?.toFixed(2)}
- |
-
-
-
- | Ulcer Index |
-
- {quantStats[$stockTicker?.toUpperCase()]["Ulcer Index"]?.toFixed(2)}
- |
-
- {quantStats["SPY"]["Ulcer Index"]?.toFixed(2)}
- |
-
-
-
- | Avg. Up Month |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Avg. Up Month %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Avg. Up Month %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Avg. Up Month %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Avg. Up Month %"] >= 0}
- +{quantStats["SPY"]["Avg. Up Month %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Avg. Up Month %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Avg. Down Month |
-
- {#if quantStats[$stockTicker?.toUpperCase()]["Avg. Down Month %"] >= 0}
- +{quantStats[$stockTicker?.toUpperCase()]["Avg. Down Month %"]?.toFixed(2)}%
- {:else}
- {quantStats[$stockTicker?.toUpperCase()]["Avg. Down Month %"]?.toFixed(2)}%
- {/if}
- |
-
- {#if quantStats["SPY"]["Avg. Down Month %"] >= 0}
- +{quantStats["SPY"]["Avg. Down Month %"]?.toFixed(2)}%
- {:else}
- {quantStats["SPY"]["Avg. Down Month %"]?.toFixed(2)}%
- {/if}
- |
-
-
-
- | Win Days |
-
- {quantStats[$stockTicker?.toUpperCase()]["Win Days %"]?.toFixed(2)}%
- |
-
- {quantStats["SPY"]["Win Days %"]?.toFixed(2)}%
- |
-
-
-
- | Win Month |
-
- {quantStats[$stockTicker?.toUpperCase()]["Win Month %"]?.toFixed(2)}%
- |
-
- {quantStats["SPY"]["Win Month %"]?.toFixed(2)}%
- |
-
-
-
- | Win Quarter |
-
- {quantStats[$stockTicker?.toUpperCase()]["Win Quarter %"]?.toFixed(2)}%
- |
-
- {quantStats["SPY"]["Win Quarter %"]?.toFixed(2)}%
- |
-
-
-
- | Win Year |
-
- {quantStats[$stockTicker?.toUpperCase()]["Win Year %"]?.toFixed(2)}%
- |
-
- {quantStats["SPY"]["Win Year %"]?.toFixed(2)}%
- |
-
-
-