Strategy Report: Clone of Basic Template Algorithm

| Strategy Description

Random Test

Key StatisticsBacktestLiveBacktestLive
Runtime Days122{{$KPI-DAYS-LIVE}} Drawdown12.4%{{$KPI-LIVE-DRAWDOWN}}
Turnover0%{{$KPI-LIVE-TURNOVER}} Probabilistic SR0%{{$KPI-LIVE-PSR}}
CAGR-31.7%{{$KPI-LIVE-CAGR}} Sharpe Ratio-9.1{{$KPI-LIVE-SHARPE}}
Capacity (USD)- Sortino Ratio0.0{{$KPI-LIVE-SORTINO}}
Trades per Day104{{$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
Strategy Report Summary: Clone of Basic Template Algorithm
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: Clone of Basic Template Algorithm
New Normal 2014-2019