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| Strategy Description |
|---|
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QQQ Orb test |
| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | 2604 | {{$KPI-DAYS-LIVE}} | Drawdown | 37.7% | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | 415% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 1% | {{$KPI-LIVE-PSR}} |
| CAGR | 5.6% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | 0.2 | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | 17M | Sortino Ratio | 0.7 | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | 1.4 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | -0.2 | {{$KPI-LIVE-INFORMATION-RATIO}} |
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