| Overall Statistics |
|
Total Trades 22 Average Win 5.93% Average Loss -3.91% Compounding Annual Return 0.478% Drawdown 13.200% Expectancy 0.145 Net Profit 4.738% Sharpe Ratio 0.091 Probabilistic Sharpe Ratio 0.038% Loss Rate 55% Win Rate 45% Profit-Loss Ratio 1.52 Alpha -0.001 Beta 0.055 Annual Standard Deviation 0.05 Annual Variance 0.002 Information Ratio -0.665 Tracking Error 0.143 Treynor Ratio 0.083 Total Fees $582.96 Estimated Strategy Capacity $370000000.00 Lowest Capacity Asset AAPL R735QTJ8XC9X |
