| Strategy Description |
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|
Key Statistics | Backtest | Live | Backtest | Live | ||
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Runtime Days | 53 | {{$KPI-DAYS-LIVE}} | Drawdown | 109.9% | {{$KPI-LIVE-DRAWDOWN}} | |
Turnover | 0% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 0% | {{$KPI-LIVE-PSR}} | |
CAGR | 0.0% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | -0.4 | {{$KPI-LIVE-SHARPE}} | |
Markets | Future | Future | Information Ratio | -0.4 | {{$KPI-LIVE-INFORMATION-RATIO}} | |
Trades per Day | 0.1 | {{$KPI-LIVE-TRADES-PER-DAY}} | Strategy Capacity (USD) | 340M |
Monthly Returns |
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Cumulative Returns |
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Annual Returns |
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Returns Per Trade |
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Asset Allocation |
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Drawdown |
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