| Overall Statistics |
|
Total Trades 721 Average Win 4.95% Average Loss 0.85% Compounding Annual Return -35.377% Drawdown 73.800% Expectancy 1.356 Net Profit -58.328% Sharpe Ratio -0.378 Probabilistic Sharpe Ratio 0.796% Loss Rate 65% Win Rate 35% Profit-Loss Ratio 5.81 Alpha -0.177 Beta 0.047 Annual Standard Deviation 0.464 Annual Variance 0.215 Information Ratio -0.262 Tracking Error 0.809 Treynor Ratio -3.697 Total Fees $94736.14 Estimated Strategy Capacity $1100000.00 Lowest Capacity Asset BTCUSD E3 |
