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| Strategy Description |
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| Key Statistics | Backtest | Live | Backtest | Live | ||
|---|---|---|---|---|---|---|
| Estimated Capacity | - | {{$KPI-LIVE-CAPACITY}} | CAGR | 5.3% | {{$KPI-LIVE-CAGR}} | |
| Turnover | 50% | {{$KPI-LIVE-TURNOVER}} | Drawdown | 59.1% | {{$KPI-LIVE-DRAWDOWN}} | |
| Kelly Estimate | 14.2 | {{$KPI-LIVE-KELLY-ESTIMATE}} | Sharpe Ratio | 0.3 | {{$KPI-LIVE-SHARPE}} | |
| Probabilistic SR | 0% | {{$KPI-LIVE-PSR}} | Information Ratio | 0.0 | {{$KPI-LIVE-INFORMATION-RATIO}} | |
| Markets | Equity,Forex | Equity,Forex | Trades Per Day | 0.3 | {{$KPI-LIVE-TRADES-PER-DAY}} | |
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