ai-stock-agentBacktest 2 of 3
1y · 15 symbols
Generated 5/25/2026, 8:56:49 AM · id 20260525-135649
Total return
+2.25%
Annualized +2.25%
Sharpe
2.35
Sortino 2.81
Max drawdown
-0.33%
12 days at trough
Volatility (ann)
0.96%
Calmar 6.82
VaR 95% (daily)
-0.03%
VaR 99% (daily)
-0.13%
Win months
17%
12 months tracked
Equity → end
$102,246.60
Started $100,000.00
Monthly returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | — | — | — | — | — | +0.0 | +0.0 | +0.0 | +0.0 | +0.0 | +0.0 | +0.0 |
| 2026 | +0.0 | +0.0 | -0.2 | +1.5 | +1.0 | — | — | — | — | — | — | — |
Yearly returns
| Year | Return |
|---|---|
| 2026 | +2.25% |
Trade statistics
| Total trades | 14 |
| Win rate | 78.6% |
| Avg PnL / trade | $2,407.07 |
| Avg win | $3,400.65 |
| Avg loss | -$1,236.04 |
| Profit factor | 10.09 |
| Expectancy / trade | $2,407.07 |
Per-symbol breakdown
| Symbol | Total % | Annualized % | Sharpe | Max DD % | Win % | Trades |
|---|---|---|---|---|---|---|
| AAPL | +2.3% | +2.3% | 2.52 | -0.2 | 100 | 1 |
| AMD | +11.5% | +11.6% | 2.30 | -0.5 | 100 | 3 |
| AMZN | +0.0% | +0.0% | 0.00 | 0.0 | 0 | 0 |
| ARM | +0.9% | +0.9% | 0.26 | -2.8 | 100 | 1 |
| ASML | -0.5% | -0.5% | -0.27 | -1.7 | 0 | 1 |
| AVGO | +1.3% | +1.3% | 1.41 | -0.2 | 100 | 1 |
| GOOGL | +6.0% | +6.0% | 2.16 | -0.6 | 100 | 1 |
| META | +0.0% | +0.0% | 0.00 | 0.0 | 0 | 0 |
| MSFT | +0.0% | +0.0% | 0.00 | 0.0 | 0 | 0 |
| MU | +5.7% | +5.8% | 1.23 | -3.2 | 67 | 3 |
| NVDA | +1.8% | +1.8% | 0.67 | -2.5 | 50 | 2 |
| PLTR | +0.0% | +0.0% | 0.00 | 0.0 | 0 | 0 |
| SMCI | +0.0% | +0.0% | 0.00 | 0.0 | 0 | 0 |
| TSLA | +0.0% | +0.0% | 0.00 | 0.0 | 0 | 0 |
| TSM | +4.6% | +4.7% | 1.48 | -1.3 | 100 | 1 |