30 days remaining
Collateral Balance:
Omega
Percentile: 73%
Value: 0.73
Target: 1.00
Sharpe Ratio
Percentile: 63%
Value: 0.63
Target: 1.00
Sortino
Percentile: 67%
Value: 0.67
Target: 1.00
Statistical Confidence
Percentile: 73%
Value: 0.73
Target: 1.00
Calmar
Percentile: 57%
Value: 0.57
Target: 1.00
Return
Percentile: 30%
Value: 0.30
Target: 1.00
PnL
Percentile: 30%
Value: 0.30
Target: 1.00
Average Daily PnL
$0.76
Rank: 16
Percentile: 47%
Calmar Ratio
9.80
Rank: 10
Percentile: 67%
Omega Ratio
14.85
Rank: 2
Percentile: 93%
Sharpe Ratio
0.80
Rank: 13
Percentile: 57%
Statistical Confidence
2.23
Rank: 8
Percentile: 73%
Sortino Ratio
1.30
Rank: 11
Percentile: 63%
Capacity
$5,000.00
Rank: 106
Percentile: 0%
Total PnL
$118.61
Rank: 79
Percentile: 64%
Return (%)
5.49
Rank: 17
Percentile: 43%
Penalty Multipliers
Penalties
Drawdown Threshold: 1.0000
Total: 0.9918
Risk Profile: 0.9918
Weight
Rank: 130
Percentile: 41%
Value: 0.000
Drawdown
Max Drawdown: 0.79%
Engagement
Number of Closed Positions: 49
Total Recorded Closed Position Duration: 940 hr
Number of Checkpoints: 58
Number of Positions: 49
Percentage Profitable: 82%
Performance percentiles across different asset subcategories
Drawdown Scale