QuantScript
Reconstructed Equity
| Metric | Value |
|---|---|
| Realized PnL | +13,820.97 |
| Total Return | 138.2% |
| Sharpe Ratio | 3.09 |
| Sortino Ratio | 5.44 |
| Max Drawdown | -16.9% |
| Win Rate | 64.7% |
| Total Trades | 1608 |
| Fill Rate | 58.3% |
| Filled Orders | 3442 |
| Rejected Orders | 0 |
| Canceled Orders | 2457 |
| Partially Filled Orders | 0 |
| Buy Orders | 1871 |
| Sell Orders | 4028 |
| Gross Volume | +9,156,179.03 |
| Fees | 0 |
| Maker Trades | 0 |
| Taker Trades | 0 |
| Total Orders | 5899 |
QuantPilotATR Short Grid with Trend Filter
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QuantScript
Reconstructed Equity
| Metric | Value |
|---|---|
| Realized PnL | +13,820.97 |
| Total Return | 138.2% |
| Sharpe Ratio | 3.09 |
| Sortino Ratio | 5.44 |
| Max Drawdown | -16.9% |
| Win Rate | 64.7% |
| Total Trades | 1608 |
| Fill Rate | 58.3% |
| Filled Orders | 3442 |
| Rejected Orders | 0 |
| Canceled Orders | 2457 |
| Partially Filled Orders | 0 |
| Buy Orders | 1871 |
| Sell Orders | 4028 |
| Gross Volume | +9,156,179.03 |
| Fees | 0 |
| Maker Trades | 0 |
| Taker Trades | 0 |
| Total Orders | 5899 |