Calmar Ratio
8.79
Rank: 14
Percentile: 94%
Omega Ratio
2.80
Rank: 19
Percentile: 91%
Sharpe Ratio
2.71
Rank: 24
Percentile: 89%
Statistical Confidence
2.17
Rank: 14
Percentile: 94%
Sortino Ratio
6.66
Rank: 17
Percentile: 92%
Return (%)
10.85
Rank: 80
Percentile: 62%
Penalty Multipliers
Penalties
Drawdown Threshold: 1.0000
Total: 0.9918
Risk Profile: 0.9918
Weight
Rank: 23
Percentile: 90%
Value: 0.015
Drawdown
Max Drawdown: 1.23%
Engagement
Number of Closed Positions: 89
Total Recorded Closed Position Duration: 750 hr
Number of Checkpoints: 143
Number of Positions: 89
Percentage Profitable: 83%
Drawdown Scale