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| Strategy Description |
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| Key Statistics | Backtest | Live | Backtest | Live | |
|---|---|---|---|---|---|
| Runtime Days | 2006 | {{$KPI-DAYS-LIVE}} | Drawdown | 39.1% | {{$KPI-LIVE-DRAWDOWN}} |
| Turnover | 2% | {{$KPI-LIVE-TURNOVER}} | Probabilistic SR | 6% | {{$KPI-LIVE-PSR}} |
| CAGR | 9.8% | {{$KPI-LIVE-CAGR}} | Sharpe Ratio | 0.3 | {{$KPI-LIVE-SHARPE}} |
| Capacity (USD) | 330M | Sortino Ratio | 0.3 | {{$KPI-LIVE-SORTINO}} | |
| Trades per Day | 1.2 | {{$KPI-LIVE-TRADES-PER-DAY}} | Information Ratio | 0.4 | {{$KPI-LIVE-INFORMATION-RATIO}} |
| Drawdown Recovery | 1674 | {{$KPI-LIVE-DRAWDOWN-RECOVERY}} |
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