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| Strategy Description |
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| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | 3833 | {{$KPI-DAYS-LIVE}} | Drawdown | 22.0% | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | 6% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 0% | {{$KPI-LIVE-PSR}} |
| CAGR | -0.9% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | -0.6 | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | 450M | Sortino Ratio | -0.8 | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | 2.1 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | -0.5 | {{$KPI-LIVE-INFORMATION-RATIO}} |
| Drawdown Recovery | 865 | {{$KPI-LIVE-DRAWDOWN-RECOVERY}} |
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