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