| Overall Statistics |
|
Total Orders 3136 Average Win 0.73% Average Loss -0.40% Compounding Annual Return 27.482% Drawdown 9.300% Expectancy 0.240 Start Equity 100000 End Equity 429812.6 Net Profit 329.813% Sharpe Ratio 1.384 Sortino Ratio 1.792 Probabilistic Sharpe Ratio 78.516% Loss Rate 56% Win Rate 44% Profit-Loss Ratio 1.81 Alpha 0 Beta 0 Annual Standard Deviation 0.116 Annual Variance 0.014 Information Ratio 1.636 Tracking Error 0.116 Treynor Ratio 0 Total Fees $6742.40 Estimated Strategy Capacity $210000000.00 Lowest Capacity Asset NQ YYFADOG4CO3L Portfolio Turnover 190.53% Drawdown Recovery 135 |
