Description
Total position allocation is set to 80.00% of account
Details
Assets
| Assets | Percentage |
|---|---|
| LNG | 0 - 26.88% |
Metrics
| Metric | Measure |
|---|---|
| Account | War |
| SharpRatio | 2.91 |
| SortinoRatio | 5.19 |
| PercentWins | 70.06% |
| AveWin | 5.69% |
| AveLoss | -3.57% |
| AveWinLoss | 1.59 |
| MedianDD | -5.08% |
| MaxDD | -8.05% |
| Rolling Year Return | 32.78% |
| Annualized Return (CAGR) | 46.91% |
| CalmarRatio | 9.56 |