Calmar Ratio
13.83
Rank: 7
Percentile: 97%
Omega Ratio
4.38
Rank: 7
Percentile: 97%
Sharpe Ratio
4.04
Rank: 8
Percentile: 96%
Statistical Confidence
2.87
Rank: 7
Percentile: 97%
Sortino Ratio
11.16
Rank: 10
Percentile: 95%
Return (%)
20.95
Rank: 31
Percentile: 83%
Penalty Multipliers
Penalties
Drawdown Threshold: 1.0000
Total: 0.9918
Risk Profile: 0.9918
Weight
Rank: 8
Percentile: 96%
Value: 0.032
Drawdown
Max Drawdown: 1.51%
Engagement
Number of Closed Positions: 45
Total Recorded Closed Position Duration: 638 hr
Number of Checkpoints: 103
Number of Positions: 45
Percentage Profitable: 91%
Drawdown Scale