| Overall Statistics |
|
Total Orders 7831 Average Win 0.09% Average Loss -0.08% Compounding Annual Return 52.120% Drawdown 43.400% Expectancy 0.536 Start Equity 210000 End Equity 1709965.57 Net Profit 714.269% Sharpe Ratio 1.068 Sortino Ratio 1.289 Probabilistic Sharpe Ratio 36.543% Loss Rate 28% Win Rate 72% Profit-Loss Ratio 1.13 Alpha 0.093 Beta 1.125 Annual Standard Deviation 0.363 Annual Variance 0.132 Information Ratio 1.011 Tracking Error 0.124 Treynor Ratio 0.345 Total Fees $8269.44 Estimated Strategy Capacity $31000000.00 Lowest Capacity Asset ALAB YGY3PXP9GIUD Portfolio Turnover 2.74% Drawdown Recovery 566 |
