Overall Statistics |
Total Trades 19 Average Win 29.17% Average Loss 0% Compounding Annual Return 19.212% Drawdown 18.700% Expectancy 0 Net Profit 959.577% Sharpe Ratio 1.179 Probabilistic Sharpe Ratio 60.360% Loss Rate 0% Win Rate 100% Profit-Loss Ratio 0 Alpha 0.178 Beta 0.238 Annual Standard Deviation 0.176 Annual Variance 0.031 Information Ratio 0.362 Tracking Error 0.229 Treynor Ratio 0.871 Total Fees $86.11 Estimated Strategy Capacity $76000000.00 Lowest Capacity Asset QQQ RIWIV7K5Z9LX |