Overall Statistics
Total Trades
126
Average Win
14.76%
Average Loss
-4.55%
Compounding Annual Return
17.139%
Drawdown
40.700%
Expectancy
0.685
Net Profit
364.791%
Sharpe Ratio
0.703
Probabilistic Sharpe Ratio
9.069%
Loss Rate
60%
Win Rate
40%
Profit-Loss Ratio
3.25
Alpha
0.104
Beta
0.321
Annual Standard Deviation
0.194
Annual Variance
0.037
Information Ratio
0.171
Tracking Error
0.212
Treynor Ratio
0.424
Total Fees
$4858.95
Estimated Strategy Capacity
$770000000.00
Lowest Capacity Asset
TSLA UNU3P8Y3WFAD