| Overall Statistics |
|
Total Trades 22 Average Win 11.11% Average Loss -4.60% Compounding Annual Return 2.489% Drawdown 13.300% Expectancy 0.553 Net Profit 26.966% Sharpe Ratio 0.287 Probabilistic Sharpe Ratio 0.253% Loss Rate 55% Win Rate 45% Profit-Loss Ratio 2.42 Alpha 0.01 Beta 0.091 Annual Standard Deviation 0.068 Annual Variance 0.005 Information Ratio -0.553 Tracking Error 0.145 Treynor Ratio 0.214 Total Fees $141.31 Estimated Strategy Capacity $300000000.00 Lowest Capacity Asset AMZN R735QTJ8XC9X |
