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| Strategy Description |
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Inspired by Russ_CW https://www.reddit.com/r/algotrading/comments/1f8v70e/backtest_results_for_a_simple_reversal_strategy/ |
| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | 9013 | {{$KPI-DAYS-LIVE}} | Drawdown | 10.2% | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | 19% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 0% | {{$KPI-LIVE-PSR}} |
| CAGR | 1.8% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | -0.2 | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | 130M | Sortino Ratio | -0.1 | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | 0.2 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | -0.3 | {{$KPI-LIVE-INFORMATION-RATIO}} |
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