Focus on Yield Farming Token

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: $353,461.46

Total Net Profit: $297,661.46

Annualized Return: 5416.22%

Return on Initial Capital: 533.44%

Profit Factor: 170.06%

Gross Profit: $722,519.40

Gross Loss: $-424,857.95

Total Return: 533.44%

Max Return: 543.79%

Min Return: -12.51%

Number of Trades: 253

Number of Winning Trades: 91

Number of Losing Trades: 42

Win Ratio: 35.97%

Loss Ratio: 16.6%

Win Days: 65

Loss Days: 46

Max Win in Day: $67,084.13

Max Loss in Day: $-29,886.67

Sharpe Ratio: 3.9785

Sortino Ratio: 8.1146

Annualized Volatitlity: 118.7%

Information Ratio: 11.79%

Omega Ratio: 42.78%

Downside Risk: 58.49%

Beta: 0.6218

Alpha: -0.6689

Calmar Ratio: 270.0333

Tail Ratio: 2.1675

Stability of Timeseries: 92.0033%

Max Drawdown: 20.0576%

Max Drawdown Duration: 5 days 00:00:00

sqn: 1.8643