|
| Strategy Description |
|---|
|
{{$TEXT-STRATEGY-DESCRIPTION}} |
| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | {{$KPI-BACKTEST-DAYS}} | {{$KPI-DAYS-LIVE}} | Drawdown | {{$KPI-DRAWDOWN}} | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | {{$KPI-TURNOVER}} | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | {{$KPI-PSR}} | {{$KPI-LIVE-PSR}} |
| CAGR | {{$KPI-CAGR}} | {{$KPI-LIVE-CAGR}} | {{$LIVE-MARKER}}Sharpe Ratio | {{$KPI-SHARPE}} | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | {{$KPI-STRATEGY-CAPACITY}} | Sortino Ratio | {{$KPI-SORTINO}} | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | {{$KPI-TRADES-PER-DAY}} | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | {{$KPI-INFORMATION-RATIO}} | {{$KPI-LIVE-INFORMATION-RATIO}} |
| Drawdown Recovery | {{$KPI-DRAWDOWN-RECOVERY}} | {{$KPI-LIVE-DRAWDOWN-RECOVERY}} |
| Monthly Returns |
|---|
|
|
| Cumulative Returns |
|---|
|
|
| Annual Returns |
|---|
|
|
| Returns Per Trade |
|---|
|
|
| Asset Allocation |
|---|
|
|
| Drawdown |
|---|
|
|