Strategy Report: FixedRiskBands Top50 cap10 (ext2, MultiTP10, no filters, Daily)

| Strategy Description

Key StatisticsBacktestLiveBacktestLive
Runtime Days1272{{$KPI-DAYS-LIVE}} Drawdown20.7%{{$KPI-LIVE-DRAWDOWN}}
Turnover1%{{$KPI-LIVE-TURNOVER}} Probabilistic SR3%{{$KPI-LIVE-PSR}}
CAGR1.3%{{$KPI-LIVE-CAGR}} Sharpe Ratio-0.5{{$KPI-LIVE-SHARPE}}
Capacity (USD)78M Sortino Ratio-0.5{{$KPI-LIVE-SORTINO}}
Trades per Day0.5{{$KPI-LIVE-TRADES-PER-DAY}} Information Ratio0.2{{$KPI-LIVE-INFORMATION-RATIO}}
Drawdown Recovery196{{$KPI-LIVE-DRAWDOWN-RECOVERY}}
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown
Strategy Report Summary: FixedRiskBands Top50 cap10 (ext2, MultiTP10, no filters, Daily)
Daily Returns
Rolling Portfolio Beta
Rolling Sharpe Ratio
Leverage
Long-Short Exposure
Strategy Report Summary: FixedRiskBands Top50 cap10 (ext2, MultiTP10, no filters, Daily)
Russia Invades Ukraine 2022-2023
AI Boom 2022-Present
Strategy Report Summary: FixedRiskBands Top50 cap10 (ext2, MultiTP10, no filters, Daily)
Parameters
tickers NVDA,AAPL,MSFT,GOOGL,AMZN,META,AVGO,TSLA,LLY,JPM,WMT,V,ORCL,MA,NFLX,XOM,COST,JNJ,HD,PG,BAC,ABBV,CVX,KO,GE,AMD,CSCO,WFC,CRM,PM,IBM,UNH,MCD,ABT,LIN,DIS,ACN,GS,MRK,NOW,T,AXP,ISRG,PEP,TMO,INTU,QCOM,CAT,TXN,BKNG maxOpenPositions 10
resolution Daily start 2023-01-01
end 2026-06-27 length 200
ext 2 minRR 0.1
enableTrail false enableMultiTP true
numTPs 10 enableER false
enableMTF false trailOffsetPerc 3
erLength 14 erThreshold 0.3