Description
Total position allocation is set to 85.00% of account
Details
Metrics
| Metric | Measure |
|---|---|
| Account | Plays |
| SharpRatio | 3.17 |
| SortinoRatio | 4.76 |
| PercentWins | 69.64% |
| AveWin | 7.36% |
| AveLoss | -3.35% |
| AveWinLoss | 2.20 |
| MedianDD | -10.83% |
| MaxDD | -23.42% |
| Rolling Year Return | 96.64% |
| Annualized Return (CAGR) | 130.98% |
| CalmarRatio | 12.19 |