| Overall Statistics |
|
Total Trades 414 Average Win 0.16% Average Loss -0.08% Compounding Annual Return 14.447% Drawdown 3.200% Expectancy 0.918 Net Profit 15.754% Sharpe Ratio 1.577 Probabilistic Sharpe Ratio 74.935% Loss Rate 37% Win Rate 63% Profit-Loss Ratio 2.02 Alpha -0.012 Beta 0.455 Annual Standard Deviation 0.063 Annual Variance 0.004 Information Ratio -2.057 Tracking Error 0.071 Treynor Ratio 0.22 Total Fees $414.80 Estimated Strategy Capacity $360000000.00 Lowest Capacity Asset QQQ RIWIV7K5Z9LX |
