Strategy Report: FixedRiskBands Top10 1min ext4 ER0.5 best-cell (6mo, +2.8% Sharpe 0.20)

| Strategy Description

Key StatisticsBacktestLiveBacktestLive
Runtime Days175{{$KPI-DAYS-LIVE}} Drawdown9.8%{{$KPI-LIVE-DRAWDOWN}}
Turnover64%{{$KPI-LIVE-TURNOVER}} Probabilistic SR36%{{$KPI-LIVE-PSR}}
CAGR6.0%{{$KPI-LIVE-CAGR}} Sharpe Ratio0.2{{$KPI-LIVE-SHARPE}}
Capacity (USD)40M Sortino Ratio0.2{{$KPI-LIVE-SORTINO}}
Trades per Day18{{$KPI-LIVE-TRADES-PER-DAY}} Information Ratio0.6{{$KPI-LIVE-INFORMATION-RATIO}}
Drawdown Recovery12{{$KPI-LIVE-DRAWDOWN-RECOVERY}}
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown
Strategy Report Summary: FixedRiskBands Top10 1min ext4 ER0.5 best-cell (6mo, +2.8% Sharpe 0.20)
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: FixedRiskBands Top10 1min ext4 ER0.5 best-cell (6mo, +2.8% Sharpe 0.20)
AI Boom 2022-Present
Strategy Report Summary: FixedRiskBands Top10 1min ext4 ER0.5 best-cell (6mo, +2.8% Sharpe 0.20)
Parameters
tickers NVDA,AAPL,MSFT,GOOGL,AMZN,META,AVGO,TSLA,WMT,JPM barMinutes 0
resolution Minute start 2026-01-02
end 2026-06-27 length 200
ext 4 minRR 0.1
enableTrail false enableMultiTP true
numTPs 10 enableER true
enableMTF false trailOffsetPerc 3
erLength 14 erThreshold 0.5