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