| Overall Statistics |
|
Total Orders 3028 Average Win 0.34% Average Loss -0.28% Compounding Annual Return 124.548% Drawdown 44.400% Expectancy 0.469 Start Equity 100000 End Equity 472831.65 Net Profit 372.832% Sharpe Ratio 1.994 Sortino Ratio 2.419 Probabilistic Sharpe Ratio 74.863% Loss Rate 33% Win Rate 67% Profit-Loss Ratio 1.20 Alpha 0 Beta 0 Annual Standard Deviation 0.481 Annual Variance 0.231 Information Ratio 2.004 Tracking Error 0.481 Treynor Ratio 0 Total Fees $3499.12 Estimated Strategy Capacity $57000000.00 Lowest Capacity Asset NTLA WAB9H50ZHGF9 Portfolio Turnover 12.83% |
