ai-stock-agentBacktest 3 of 3
2y · 15 symbols
Generated 5/25/2026, 1:31:08 AM · id 20260525-063108
Total return
+3.76%
Annualized +1.87%
Sharpe
1.16
Sortino 1.19
Max drawdown
-1.26%
60 days at trough
Volatility (ann)
1.61%
Calmar 1.48
VaR 95% (daily)
-0.16%
VaR 99% (daily)
-0.30%
Win months
38%
24 months tracked
Equity → end
$103,763.97
Started $100,000.00
Monthly returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | — | — | — | — | — | +0.0 | +0.0 | +0.0 | +0.0 | +0.0 | +0.0 | +0.0 |
| 2025 | +0.0 | +0.0 | -0.1 | +0.2 | +0.2 | +0.1 | +0.4 | -0.6 | +0.8 | +1.0 | -0.1 | -0.6 |
| 2026 | +1.0 | -0.7 | -0.4 | +1.5 | +1.0 | — | — | — | — | — | — | — |
Yearly returns
| Year | Return |
|---|---|
| 2025 | +1.33% |
| 2026 | +2.40% |
Trade statistics
| Total trades | 101 |
| Win rate | 50.5% |
| Avg PnL / trade | $559.01 |
| Avg win | $2,359.72 |
| Avg loss | -$1,277.72 |
| Profit factor | 1.88 |
| Expectancy / trade | $559.01 |
Per-symbol breakdown
| Symbol | Total % | Annualized % | Sharpe | Max DD % | Win % | Trades |
|---|---|---|---|---|---|---|
| AAPL | +3.5% | +1.7% | 1.16 | -1.7 | 80 | 5 |
| AMD | +14.8% | +7.2% | 1.26 | -5.7 | 86 | 7 |
| AMZN | -3.9% | -2.0% | -0.65 | -5.5 | 33 | 6 |
| ARM | -1.4% | -0.7% | -0.14 | -4.8 | 40 | 5 |
| ASML | +5.1% | +2.5% | 0.75 | -4.6 | 33 | 6 |
| AVGO | -0.1% | -0.0% | 0.01 | -7.4 | 58 | 12 |
| GOOGL | +6.5% | +3.2% | 1.25 | -2.0 | 71 | 7 |
| META | -3.6% | -1.8% | -0.83 | -4.7 | 17 | 6 |
| MSFT | -2.2% | -1.1% | -0.93 | -2.6 | 0 | 4 |
| MU | +25.3% | +11.9% | 1.81 | -4.3 | 60 | 10 |
| NVDA | +0.7% | +0.3% | 0.12 | -4.3 | 33 | 9 |
| PLTR | +6.2% | +3.0% | 0.56 | -5.5 | 43 | 7 |
| SMCI | +1.8% | +0.9% | 0.22 | -5.6 | 67 | 6 |
| TSLA | -1.7% | -0.9% | -0.15 | -5.3 | 50 | 4 |
| TSM | +5.5% | +2.7% | 0.68 | -4.0 | 57 | 7 |