| Overall Statistics |
|
Total Trades 1868 Average Win 0.82% Average Loss -0.89% Compounding Annual Return 17.200% Drawdown 22.700% Expectancy 0.133 Net Profit 177.440% Sharpe Ratio 0.88 Probabilistic Sharpe Ratio 30.361% Loss Rate 41% Win Rate 59% Profit-Loss Ratio 0.92 Alpha 0.092 Beta 0.294 Annual Standard Deviation 0.145 Annual Variance 0.021 Information Ratio 0.039 Tracking Error 0.174 Treynor Ratio 0.434 Total Fees $344216.35 Estimated Strategy Capacity $1200000.00 Lowest Capacity Asset SVXY V0H08FY38ZFP |
