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
+5.96%
CAGR
+2.94%
Max drawdown
-23.69%
Volatility
14.47%
Sharpe
0.27
Index return
+27.64%
Alpha
-21.68%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 78.0%
Avg cash 22.0%
Start NAV 1 000 000.00
End NAV 1 059 577.89
Turnover 4 445 993.59
Fees 3 872.03
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 56 800.3281 200.00 179.60 2026-03-09 143 738.92 13.57% -10.20%
AKRBP 2021-09-15 2021-09-15 107 74.6975 242.10 311.20 2026-03-09 23 245.87 2.19% +28.54%
AKSO 2021-09-15 2021-09-15 107 5 674.3258 17.21 41.94 2026-03-09 237 981.22 22.46% +143.77%
BOUV 2021-11-05 2021-11-05 56 227.1525 69.00 50.30 2026-03-09 11 425.77 1.08% -27.10%
EPR 2021-12-17 2021-12-17 14 1 518.5002 67.50 88.40 2026-03-09 134 235.41 12.67% +30.96%
GJF 2021-10-20 2021-10-20 72 508.5607 205.60 260.40 2026-03-09 132 429.21 12.50% +26.65%
KOG 2021-06-17 2021-06-17 197 2 199.8409 44.60 401.55 2026-03-09 883 346.11 83.37% +800.34%
SALM 2020-08-28 2020-08-28 490 190.7889 485.00 552.50 2026-03-09 105 410.85 9.95% +13.92%
SB1NO 2020-08-10 2020-08-10 508 1 136.0286 79.15 204.50 2026-03-09 232 317.84 21.93% +158.37%
WWI 2020-11-20 2020-11-20 406 559.5836 160.00 739.00 2026-03-09 413 532.26 39.03% +361.88%