Daily Return
This report presents the day-by-day return of the strategy's positions during the backtest period, expressed as a percentage of the total holdings. Strategies with large positive or negative peaks tend to exhibit higher volatility, leading to sudden fluctuations in portfolio value.
Key Considerations:
Stable strategies typically generate consistent and frequent returns.
Large negative returns result in significant drawdowns.
Large positive returns contribute to substantial increases in portfolio value.
Last modified: 10 March 2025