Calmar Ratio
14.29
Rank: 6
Percentile: 98%
Omega Ratio
7.82
Rank: 1
Percentile: 100%
Sharpe Ratio
4.79
Rank: 3
Percentile: 99%
Statistical Confidence
3.36
Rank: 3
Percentile: 99%
Sortino Ratio
17.75
Rank: 3
Percentile: 99%
Return (%)
21.94
Rank: 29
Percentile: 89%
Penalty Multipliers
Penalties
Drawdown Threshold: 1.0000
Total: 0.9918
Risk Profile: 0.9918
Weight
Rank: 1
Percentile: 100%
Value: 0.127
Drawdown
Max Drawdown: 1.53%
Engagement
Number of Closed Positions: 47
Total Recorded Closed Position Duration: 582 hr
Number of Checkpoints: 53
Number of Positions: 47
Percentage Profitable: 83%
Drawdown Scale