Backtest Statistics
Start:
2020-12-01 08:00:00+08:00
End:
2021-03-26 08:00:00+08:00
Duration:
115 days 00:00:00
Trading Period:
0 years 3 months 25 days
Beginning Balance:
$55,800.00
Ending Balance:
$264,651.07
Total Net Profit:
$208,851.07
Annualized Return:
2841.96%
Return on Initial Capital:
374.29%
Profit Factor:
160.92%
Gross Profit:
$551,662.96
Gross Loss:
$-342,811.88
Total Return:
374.29%
Max Return:
502.37%
Min Return:
-1.78%
Number of Trades:
201
Number of Winning Trades:
94
Number of Losing Trades:
15
Win Ratio:
46.77%
Loss Ratio:
7.46%
Win Days:
67
Loss Days:
43
Max Win in Day:
$110,460.85
Max Loss in Day:
$-62,091.51
Sharpe Ratio:
3.4721
Sortino Ratio:
7.7465
Annualized Volatitlity:
115.24%
Information Ratio:
9.76%
Omega Ratio:
32.86%
Downside Risk:
52.0%
Beta:
0.9764
Alpha:
2.297
Calmar Ratio:
89.4642
Tail Ratio:
1.9477
Stability of Timeseries:
90.0645%
Max Drawdown:
31.7665%
Max Drawdown Duration:
9 days 00:00:00
sqn:
1.2417