Calmar Ratio
6.42
Rank: 19
Percentile: 91%
Omega Ratio
9.71
Rank: 1
Percentile: 100%
Sharpe Ratio
7.23
Rank: 1
Percentile: 100%
Statistical Confidence
4.00
Rank: 1
Percentile: 100%
Sortino Ratio
32.76
Rank: 1
Percentile: 100%
Return (%)
36.95
Rank: 38
Percentile: 82%
Penalty Multipliers
Penalties
Drawdown Threshold: 1.0000
Total: 0.9918
Risk Profile: 0.9918
Weight
Rank: 5
Percentile: 98%
Value: 0.076
Drawdown
Max Drawdown: 5.76%
Engagement
Number of Closed Positions: 340
Total Recorded Closed Position Duration: 3472 hr
Number of Checkpoints: 75
Number of Positions: 340
Percentage Profitable: 70%
Drawdown Scale