Description
Total position allocation is set to 85.00% of account
Details
Assets
| Assets | Percentage |
|---|---|
| ASML | 0 - 4.59% |
| BG | 0 - 2.22% |
| GLD | 0 - 10.26% |
| IGV | 0 - 1.42% |
| MOO | 0 - 3.72% |
| SBSW | 0 - 35.34% |
| WOOD | 0 - 0.48% |
Metrics
| Metric | Measure |
|---|---|
| Account | Stories |
| SharpRatio | 3.30 |
| SortinoRatio | 5.05 |
| PercentWins | 68.44% |
| AveWin | 3.48% |
| AveLoss | -2.02% |
| AveWinLoss | 1.72 |
| MedianDD | -4.51% |
| MaxDD | -11.09% |
| Rolling Year Return | 87.96% |
| Annualized Return (CAGR) | 54.71% |
| CalmarRatio | 13.23 |