| Overall Statistics |
|
Total Trades 17103 Average Win 0.07% Average Loss -0.07% Compounding Annual Return -3.826% Drawdown 41.300% Expectancy -0.060 Net Profit -30.522% Sharpe Ratio -0.282 Loss Rate 53% Win Rate 47% Profit-Loss Ratio 0.99 Alpha -0.032 Beta 0.257 Annual Standard Deviation 0.099 Annual Variance 0.01 Information Ratio -0.452 Tracking Error 0.099 Treynor Ratio -0.108 Total Fees $37109.86 |
