|
| Strategy Description |
|---|
|
Opening Range Breakout for Stocks in play u/shock_and_awful |
| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | 3270 | {{$KPI-DAYS-LIVE}} | Drawdown | 8.1% | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | 110% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 100% | {{$KPI-LIVE-PSR}} |
| CAGR | 12.0% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | 1.4 | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | 2M | Sortino Ratio | 2.9 | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | 27 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | -0.2 | {{$KPI-LIVE-INFORMATION-RATIO}} |
| Monthly Returns |
|---|
|
| Cumulative Returns |
|---|
|
| Annual Returns |
|---|
|
| Returns Per Trade |
|---|
|
| Asset Allocation |
|---|
|
| Drawdown |
|---|
|
