Strategy Report: Steel AI No ML

| Strategy Description

Simple algorithm using three indicators; ema short, ema long, and Bollinger Bands with minute resolution. Uses two symbols BOTZ and X.

Key StatisticsBacktestLiveBacktestLive
Runtime Days17{{$KPI-DAYS-LIVE}} Drawdown7.6%{{$KPI-LIVE-DRAWDOWN}}
Turnover0%{{$KPI-LIVE-TURNOVER}} Probabilistic SR0%{{$KPI-LIVE-PSR}}
CAGR3,612.5%{{$KPI-LIVE-CAGR}} Sharpe Ratio5.7{{$KPI-LIVE-SHARPE}}
Markets EquityEquity Information Ratio5.7{{$KPI-LIVE-INFORMATION-RATIO}}
Trades per Day721{{$KPI-LIVE-TRADES-PER-DAY}} Strategy Capacity (USD)-
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown
Strategy Report Summary: Steel AI No ML
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: Steel AI No ML
New Normal 2014-2019