Edgar

Posted on July 1, 2015

Tags: Economics

1 Endpoints

1.1 Fetching balance sheet of 1 company

https://data.sec.gov/api/xbrl/companyfacts/CIK0001452477.json

1.2 XBRL taxonomy

https://taxonomies.xbrl.org/
https://data.sec.gov/api/xbrl/frames/us-gaap/AccountsPayableCurrent/USD/CY2019Q1I.json
- AccountsPayableCurrent is a XBRL taxonomy

2 Example trading metrics

Total Return 82.61%
Daily Sharpe 0.56
Daily Sortino 0.68
CAGR 8.80%
Max Drawdown -31.96%
Calmar Ratio 0.28

Daily Sharpe 0.56
Daily Sortino 0.68
Daily Mean (ann.) 10.09%
Daily Vol (ann.) 18.12%
Daily Skew -0.54
Daily Kurt 4.49
Best Day 5.78%
Worst Day -7.99%

Avg. Drawdown -3.51%
Avg. Drawdown Days 54.34
Avg. Up Month 4.92%
Avg. Down Month -4.59%
Win Year % 71.43%
Win 12m % 68.00%