| Overall Statistics |
|
Total Orders 3620 Average Win 1.13% Average Loss -0.73% Compounding Annual Return 216.042% Drawdown 65.200% Expectancy 0.576 Start Equity 10000 End Equity 15671538.63 Net Profit 156615.386% Sharpe Ratio 3.024 Sortino Ratio 3.357 Probabilistic Sharpe Ratio 99.623% Loss Rate 38% Win Rate 62% Profit-Loss Ratio 1.55 Alpha 1.307 Beta 1.617 Annual Standard Deviation 0.48 Annual Variance 0.23 Information Ratio 3.341 Tracking Error 0.408 Treynor Ratio 0.897 Total Fees $159167.07 Estimated Strategy Capacity $17000000.00 Lowest Capacity Asset BTAL UZWBUH9JN52D Portfolio Turnover 20.40% Drawdown Recovery 151 |
