Overall Statistics
Total Trades
56
Average Win
0.16%
Average Loss
-0.07%
Compounding Annual Return
27.475%
Drawdown
0.300%
Expectancy
0.641
Net Profit
1.249%
Sharpe Ratio
14.681
Loss Rate
50%
Win Rate
50%
Profit-Loss Ratio
2.28
Alpha
0.215
Beta
-0.033
Annual Standard Deviation
0.014
Annual Variance
0
Information Ratio
0.297
Tracking Error
0.077
Treynor Ratio
-6.239
Total Fees
$81.14