Overall Statistics
Total Trades
20
Average Win
6.13%
Average Loss
-2.32%
Compounding Annual Return
-17.411%
Drawdown
22.600%
Expectancy
-0.160
Net Profit
-6.192%
Sharpe Ratio
-0.307
Probabilistic Sharpe Ratio
19.510%
Loss Rate
77%
Win Rate
23%
Profit-Loss Ratio
2.64
Alpha
0.118
Beta
-0.187
Annual Standard Deviation
0.291
Annual Variance
0.085
Information Ratio
-1.281
Tracking Error
0.938
Treynor Ratio
0.479
Total Fees
$2461.32
Estimated Strategy Capacity
$110000000000000.00
Lowest Capacity Asset
ETHUSD E3