|
| Strategy Description |
|---|
|
|
| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | 212 | {{$KPI-DAYS-LIVE}} | Drawdown | 7.7% | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | 3% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 80% | {{$KPI-LIVE-PSR}} |
| CAGR | 34.5% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | 2.1 | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | 77M | Sortino Ratio | 0.0 | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | 0.1 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | -1.3 | {{$KPI-LIVE-INFORMATION-RATIO}} |
| Drawdown Recovery | 0 | {{$KPI-LIVE-DRAWDOWN-RECOVERY}} |
| Monthly Returns |
|---|
|
| Cumulative Returns |
|---|
|
| Annual Returns |
|---|
|
| Returns Per Trade |
|---|
|
| Asset Allocation |
|---|
|
| Drawdown |
|---|
|
