| Overall Statistics |
|
Total Trades 4187 Average Win 0.35% Average Loss -0.21% Compounding Annual Return 23.865% Drawdown 18.500% Expectancy 0.496 Net Profit 751.154% Sharpe Ratio 1.277 Probabilistic Sharpe Ratio 75.409% Loss Rate 43% Win Rate 57% Profit-Loss Ratio 1.64 Alpha 0.096 Beta 0.744 Annual Standard Deviation 0.133 Annual Variance 0.018 Information Ratio 0.693 Tracking Error 0.102 Treynor Ratio 0.228 Total Fees $20151.84 Estimated Strategy Capacity $150000000.00 Lowest Capacity Asset GOOCV VP83T1ZUHROL |
