| Overall Statistics |
|
Total Orders 7783 Average Win 0.09% Average Loss -0.08% Compounding Annual Return 51.729% Drawdown 43.400% Expectancy 0.533 Start Equity 210000 End Equity 1690037.17 Net Profit 704.780% Sharpe Ratio 1.061 Sortino Ratio 1.279 Probabilistic Sharpe Ratio 35.999% Loss Rate 28% Win Rate 72% Profit-Loss Ratio 1.12 Alpha 0.091 Beta 1.125 Annual Standard Deviation 0.363 Annual Variance 0.132 Information Ratio 0.993 Tracking Error 0.124 Treynor Ratio 0.342 Total Fees $8220.06 Estimated Strategy Capacity $32000000.00 Lowest Capacity Asset ALAB YGY3PXP9GIUD Portfolio Turnover 2.73% Drawdown Recovery 566 |
