Strategy Report Summary
Basic Template Algorithm

Strategy Report

Strategy Description

This is where you can put a description of your strategy. Lorem ipsum dolor sit amet, consectetur adipiscing elit. Suspendisse accumsan sollicitudin felis eget egestas. Ut sit amet massa laoreet, malesuada ligula accumsan, molestie eros. Morbi pretium sapien mollis, lobortis libero ac, ultricies lectus. Donec congue augue orci, sit amet gravida lectus cursus eget. Nam turpis enim, tristique sit amet ex nec, accumsan placerat ipsum. Vestibulum eget sodales odio. Nam eu tristique purus. Phasellus et diam a quam tincidunt auctor egestas sed mi.Nam turpis enim, tristique sit amet ex nec, accumsan placerat ipsum. Vestibulum eget sodales odio. Nam eu tristique purus. Phasellus et diam a quam tincidunt auctor egestas sed mi. Nam turpis enim, tristique sit amet ex nec, accumsan placerat ipsum. Vestibulum eget sodales odio. Nam eu tristique purus. Phasellus et diam a quam tincidunt auctor egestas sed mi. Nam turpis enim, tristique sit amet ex nec, accumsan placerat ipsum.

About the Author Xiang Li

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Key Characteristics
Significant Period:
Significant Trading:
Diversified:
Risk Control:
Markets: Equity
Key Statistics
CAGR: 24.06%
Drawdown: 12.7%
Sharpe Ratio: 1.783
Information Ratio: 0.701
Trades Per Day: 2.367396
Monthly Returns
Cumulative Returns
Annual Returns
Return Histogram
Asset Allocation
Drawdown
Backtest Strategy Analysis
Basic Template Algorithm
Daily Returns
Rolling Portfolio Beta to Equity
Rolling Sharpe Ratio (6 Months)
Net Holdings