Strategy Report: Clone of LiquidatingMultipleOptionStrategiesRegressionAlgorithm

| Strategy Description

Key StatisticsBacktestLiveBacktestLive
Runtime Days1{{$KPI-DAYS-LIVE}} Drawdown0.0%{{$KPI-LIVE-DRAWDOWN}}
Turnover81%{{$KPI-LIVE-TURNOVER}} Probabilistic SR0%{{$KPI-LIVE-PSR}}
CAGR-100.0%{{$KPI-LIVE-CAGR}} Sharpe Ratio0.0{{$KPI-LIVE-SHARPE}}
Capacity (USD)310K Sortino Ratio0.0{{$KPI-LIVE-SORTINO}}
Trades per Day7200{{$KPI-LIVE-TRADES-PER-DAY}} Information Ratio0.0{{$KPI-LIVE-INFORMATION-RATIO}}
Drawdown Recovery0{{$KPI-LIVE-DRAWDOWN-RECOVERY}}
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown
Strategy Report Summary: Clone of LiquidatingMultipleOptionStrategiesRegressionAlgorithm
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: Clone of LiquidatingMultipleOptionStrategiesRegressionAlgorithm
New Normal 2014-2019
Strategy Report Summary: Clone of LiquidatingMultipleOptionStrategiesRegressionAlgorithm
Parameters
UserId 200374 ProjectId 14992071