| Overall Statistics |
|
Total Trades 971 Average Win 1.01% Average Loss -2.26% Compounding Annual Return 40.324% Drawdown 38.400% Expectancy 0.196 Net Profit 757.915% Sharpe Ratio 0.864 Probabilistic Sharpe Ratio 16.083% Loss Rate 17% Win Rate 83% Profit-Loss Ratio 0.45 Alpha 0.358 Beta -0.017 Annual Standard Deviation 0.412 Annual Variance 0.169 Information Ratio 0.522 Tracking Error 0.439 Treynor Ratio -21.078 Total Fees $4559.50 Estimated Strategy Capacity $1200000.00 Lowest Capacity Asset EURUSD 8G |
