Overall Statistics
Total Trades
2
Average Win
0.00%
Average Loss
0.00%
Annual Return
31.907%
Drawdown
0.400%
Expectancy
-0.234
Net Profit
2.641%
Sharpe Ratio
3.546
Loss Rate
50%
Win Rate
50%
Profit-Loss Ratio
0.53
Alpha
0.253
Beta
-0.032
Annual Standard Deviation
0.069
Annual Variance
0.005
Information Ratio
0.021
Tracking Error
0.088
Treynor Ratio
-7.712