Northstarquant Analytics
API ·
…
Backtesting Research
Vol Regimes
Net
Gross
Range
All · … → …
▼
DTE
All
0
1
2
3
4
DM
WC
Orion
Portfolio · Equal Weight
DM
DM v2
DM v3
Returns
Transaction Ledger
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Total Returns %
—
Avg Annual %
—
Avg Monthly %
—
Avg Daily %
—
Calmar
—
Sharpe
—
Sortino
—
Vol (ann.) %
—
Current DD %
—
Max DD %
—
Days in DD ≤ -2%
—
Days in DD ≤ -1%
—
Mode DD %
—
Max DD Days
—
Avg DD Days
—
▶
Equity Curve · Net %
⛶
▶
Drawdown · %
⛶