Calmar Ratio
2.20
Rank: 72
Percentile: 60%
Omega Ratio
2.47
Rank: 34
Percentile: 81%
Sharpe Ratio
1.74
Rank: 51
Percentile: 72%
Statistical Confidence
1.48
Rank: 49
Percentile: 73%
Sortino Ratio
2.12
Rank: 54
Percentile: 70%
Return (%)
12.59
Rank: 73
Percentile: 59%
Penalty Multipliers
Penalties
Drawdown Threshold: 1.0000
Total: 0.9918
Risk Profile: 0.9918
Weight
Rank: 38
Percentile: 79%
Value: 0.006
Drawdown
Max Drawdown: 5.73%
Engagement
Number of Closed Positions: 191
Total Recorded Closed Position Duration: 471 hr
Number of Checkpoints: 50
Number of Positions: 191
Percentage Profitable: 63%
Drawdown Scale