| Overall Statistics |
|
Total Trades 16 Average Win 0.29% Average Loss -0.31% Compounding Annual Return -36.276% Drawdown 1.700% Expectancy -0.268 Net Profit -0.661% Sharpe Ratio -4.779 Sortino Ratio 0 Probabilistic Sharpe Ratio 8.870% Loss Rate 62% Win Rate 38% Profit-Loss Ratio 0.95 Alpha -0.393 Beta -0.369 Annual Standard Deviation 0.06 Annual Variance 0.004 Information Ratio 0.027 Tracking Error 0.168 Treynor Ratio 0.775 Total Fees $32.74 Estimated Strategy Capacity $2300000.00 Lowest Capacity Asset LTHM WYLMG5UVFEXX Portfolio Turnover 90.40% |