Overall Statistics |
Total Trades 5607 Average Win 0.45% Average Loss -0.32% Compounding Annual Return 64.765% Drawdown 50.800% Expectancy 0.367 Net Profit 1897.564% Sharpe Ratio 1.346 Probabilistic Sharpe Ratio 60.246% Loss Rate 43% Win Rate 57% Profit-Loss Ratio 1.41 Alpha 0.26 Beta 0.229 Annual Standard Deviation 0.385 Annual Variance 0.148 Information Ratio -1.002 Tracking Error 0.609 Treynor Ratio 2.26 Total Fees $283998.48 Estimated Strategy Capacity $11000.00 Lowest Capacity Asset XLMUSD E3 |