Strategy Report: FixedRiskBands Top10 5min ext4 ER0.5 best-cell (6mo, +7.3% Sharpe 0.80)

| Strategy Description

Key StatisticsBacktestLiveBacktestLive
Runtime Days175{{$KPI-DAYS-LIVE}} Drawdown5.9%{{$KPI-LIVE-DRAWDOWN}}
Turnover18%{{$KPI-LIVE-TURNOVER}} Probabilistic SR56%{{$KPI-LIVE-PSR}}
CAGR15.8%{{$KPI-LIVE-CAGR}} Sharpe Ratio0.8{{$KPI-LIVE-SHARPE}}
Capacity (USD)16M Sortino Ratio1.1{{$KPI-LIVE-SORTINO}}
Trades per Day5.1{{$KPI-LIVE-TRADES-PER-DAY}} Information Ratio1.3{{$KPI-LIVE-INFORMATION-RATIO}}
Drawdown Recovery64{{$KPI-LIVE-DRAWDOWN-RECOVERY}}
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown
Strategy Report Summary: FixedRiskBands Top10 5min ext4 ER0.5 best-cell (6mo, +7.3% Sharpe 0.80)
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: FixedRiskBands Top10 5min ext4 ER0.5 best-cell (6mo, +7.3% Sharpe 0.80)
AI Boom 2022-Present
Strategy Report Summary: FixedRiskBands Top10 5min ext4 ER0.5 best-cell (6mo, +7.3% Sharpe 0.80)
Parameters
tickers NVDA,AAPL,MSFT,GOOGL,AMZN,META,AVGO,TSLA,WMT,JPM barMinutes 5
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