| Overall Statistics |
|
Total Trades 3171 Average Win 1.98% Average Loss -1.29% Compounding Annual Return 139.837% Drawdown 40.200% Expectancy 0.245 Net Profit 8548.568% Sharpe Ratio 2.471 Probabilistic Sharpe Ratio 98.434% Loss Rate 51% Win Rate 49% Profit-Loss Ratio 1.54 Alpha 0.548 Beta 0.182 Annual Standard Deviation 0.393 Annual Variance 0.154 Information Ratio -1.627 Tracking Error 0.832 Treynor Ratio 5.339 Total Fees $0.00 Estimated Strategy Capacity $490000.00 Lowest Capacity Asset ETHUSD XJ |
