Risk-Adjusted Return
ⓘ3.07%
Rank
6
Percentile
96%
Short-Term Risk-Adjusted Return
ⓘ0.00%
Rank
59
Percentile
34%
Omega Ratio
ⓘ0.93
Rank
56
Percentile
58%
Sharpe Ratio
ⓘ0.09
Rank
57
Percentile
57%
Penalty Multipliers
ⓘBiweekly
ⓘ0.00000
Daily
ⓘ0.00161
Drawdown
ⓘ1.95652
Returns Ratio
ⓘ0.68619
Time Consistency
ⓘ0.68287
Weight
Rank
50
Percentile
37%
Value
0.000
Drawdown
Approximate Drawdown
0.51%
Recent Drawdown
0.04%
Effective Drawdown
0.51%
Engagement
Number of Closed Positions
17
Total Recorded Closed Position Duration
1298 hr
Positions
30-Day Returns
1.6%
All Time Returns
1.6%
Total Number of Positions
17
Percentage Profitable
82%
Drawdown Scale
Reason | Elimination Time | Drawdown |
---|---|---|
No Current Eliminations |