Strategy Report: LEAN Strategy

| Strategy Description

Key StatisticsBacktestLiveBacktestLive
Runtime Days0{{$KPI-DAYS-LIVE}} Drawdown-{{$KPI-LIVE-DRAWDOWN}}
Turnover-{{$KPI-LIVE-TURNOVER}} Probabilistic SR-{{$KPI-LIVE-PSR}}
CAGR0.0%{{$KPI-LIVE-CAGR}} Sharpe Ratio-{{$KPI-LIVE-SHARPE}}
Capacity (USD)- Sortino Ratio-{{$KPI-LIVE-SORTINO}}
Trades per Day-{{$KPI-LIVE-TRADES-PER-DAY}} Information Ratio-{{$KPI-LIVE-INFORMATION-RATIO}}
Drawdown Recovery-{{$KPI-LIVE-DRAWDOWN-RECOVERY}}
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown
Strategy Report Summary: LEAN Strategy
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: LEAN Strategy
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