Strategy Report: FixedRiskBands Top10 1h ext3 ER0.2 — OPTIMUM (+59.5%, Sharpe 0.45)

| Strategy Description

Key StatisticsBacktestLiveBacktestLive
Runtime Days1272{{$KPI-DAYS-LIVE}} Drawdown17.7%{{$KPI-LIVE-DRAWDOWN}}
Turnover2%{{$KPI-LIVE-TURNOVER}} Probabilistic SR42%{{$KPI-LIVE-PSR}}
CAGR14.3%{{$KPI-LIVE-CAGR}} Sharpe Ratio0.5{{$KPI-LIVE-SHARPE}}
Capacity (USD)110M Sortino Ratio0.5{{$KPI-LIVE-SORTINO}}
Trades per Day0.6{{$KPI-LIVE-TRADES-PER-DAY}} Information Ratio1.0{{$KPI-LIVE-INFORMATION-RATIO}}
Drawdown Recovery619{{$KPI-LIVE-DRAWDOWN-RECOVERY}}
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown
Strategy Report Summary: FixedRiskBands Top10 1h ext3 ER0.2 — OPTIMUM (+59.5%, Sharpe 0.45)
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: FixedRiskBands Top10 1h ext3 ER0.2 — OPTIMUM (+59.5%, Sharpe 0.45)
Russia Invades Ukraine 2022-2023
AI Boom 2022-Present
Strategy Report Summary: FixedRiskBands Top10 1h ext3 ER0.2 — OPTIMUM (+59.5%, Sharpe 0.45)
Parameters
tickers NVDA,AAPL,MSFT,GOOGL,AMZN,META,AVGO,TSLA,WMT,JPM resolution Hour
start 2023-01-01 end 2026-06-27
length 200 ext 3
minRR 0.1 enableTrail false
enableMultiTP true numTPs 10
enableER true enableMTF false
trailOffsetPerc 3 erLength 14
erThreshold 0.2