Portfolio Backtest

Rule-aware portfolio replay from order_plan_daily
Market: Oslo Børs Universe: OSEBX
NAV trajectory
2020-01-02 → 2021-12-31
Portfolio
Index (Oslo Børs)
Total return
+5.63%
CAGR
+2.78%
Max drawdown
-23.69%
Volatility
14.52%
Sharpe
0.26
Index return
+27.64%
Alpha
-22.01%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 77.7%
Avg cash 22.3%
Start NAV 1 000 000.00
End NAV 1 056 308.33
Turnover 4 446 567.12
Fees 3 871.78
Exits
Exit date Symbol Signal Entry date Hold days Entry Exit Return Reason
Open positions at end
Symbol Entry date Last event date Hold days Qty Avg cost Last price Last price date Market value % of NAV Unrealized %
AFG 2021-11-05 2021-11-05 56 797.7762 200.00 179.60 2026-03-09 143 280.60 13.56% -10.20%
AKRBP 2021-09-15 2021-09-15 107 72.9446 242.10 311.20 2026-03-09 22 700.37 2.15% +28.54%
AKSO 2021-09-15 2021-09-15 107 5 657.0729 17.21 41.94 2026-03-09 237 257.64 22.46% +143.77%
BOUV 2021-11-05 2021-11-05 56 229.6261 69.00 50.30 2026-03-09 11 550.19 1.09% -27.10%
EPR 2021-12-17 2021-12-17 14 1 513.7329 67.50 88.40 2026-03-09 133 813.99 12.67% +30.96%
GJF 2021-10-20 2021-10-20 72 506.9425 205.60 260.40 2026-03-09 132 007.83 12.50% +26.65%
KOG 2021-06-17 2021-06-17 197 2 193.2373 44.60 401.55 2026-03-09 880 694.43 83.37% +800.34%
SALM 2020-08-28 2020-08-28 490 190.8115 485.00 552.50 2026-03-09 105 423.34 9.98% +13.92%
SB1NO 2020-08-10 2020-08-10 508 1 130.9615 79.15 204.50 2026-03-09 231 281.62 21.90% +158.37%
WWI 2020-11-20 2020-11-20 406 557.9056 160.00 739.00 2026-03-09 412 292.21 39.03% +361.88%