| Overall Statistics |
|
Total Trades 66 Average Win 10.69% Average Loss -2.72% Compounding Annual Return 21.655% Drawdown 20.000% Expectancy 3.155 Net Profit 1297.434% Sharpe Ratio 1.383 Probabilistic Sharpe Ratio 81.827% Loss Rate 16% Win Rate 84% Profit-Loss Ratio 3.92 Alpha 0.216 Beta 0.108 Annual Standard Deviation 0.166 Annual Variance 0.028 Information Ratio 0.427 Tracking Error 0.244 Treynor Ratio 2.12 Total Fees $1491.33 Estimated Strategy Capacity $16000000.00 Lowest Capacity Asset XLK RGRPZX100F39 |
