| Strategy Description |
---|
Random Test |
Key Statistics | Backtest | Live | Backtest | Live | |
---|---|---|---|---|---|
Runtime Days | 122 | {{$KPI-DAYS-LIVE}} | Drawdown | 12.4% | {{$KPI-LIVE-DRAWDOWN}} |
Turnover | 0% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 0% | {{$KPI-LIVE-PSR}} |
CAGR | -31.7% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | -9.1 | {{$KPI-LIVE-SHARPE}} |
Capacity (USD) | - | Sortino Ratio | 0.0 | {{$KPI-LIVE-SORTINO}} | |
Trades per Day | 104 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | -9.6 | {{$KPI-LIVE-INFORMATION-RATIO}} |
Monthly Returns |
---|
Cumulative Returns |
---|
Annual Returns |
---|
Returns Per Trade |
---|
Asset Allocation |
---|
Drawdown |
---|