| Overall Statistics |
|
Total Orders 2948 Average Win 0.76% Average Loss -0.41% Compounding Annual Return 26.989% Drawdown 9.500% Expectancy 0.246 Start Equity 100000 End Equity 419911.8 Net Profit 319.912% Sharpe Ratio 1.354 Sortino Ratio 1.689 Probabilistic Sharpe Ratio 76.119% Loss Rate 56% Win Rate 44% Profit-Loss Ratio 1.84 Alpha 0 Beta 0 Annual Standard Deviation 0.117 Annual Variance 0.014 Information Ratio 1.606 Tracking Error 0.117 Treynor Ratio 0 Total Fees $6338.20 Estimated Strategy Capacity $200000000.00 Lowest Capacity Asset NQ YYFADOG4CO3L Portfolio Turnover 184.33% Drawdown Recovery 135 |
