QuantScript
Reconstructed Equity
| Metric | Value |
|---|---|
| Realized PnL | +22,210.96 |
| Total Return | 222.1% |
| Sharpe Ratio | 4.62 |
| Sortino Ratio | 10.47 |
| Max Drawdown | -9.1% |
| Win Rate | 57.9% |
| Total Trades | 171 |
| Fill Rate | 100.0% |
| Filled Orders | 343 |
| Rejected Orders | 0 |
| Canceled Orders | 0 |
| Partially Filled Orders | 0 |
| Buy Orders | 172 |
| Sell Orders | 171 |
| Gross Volume | +6,881,563.43 |
| Fees | 0 |
| Maker Trades | 0 |
| Taker Trades | 0 |
| Total Orders | 343 |
QuantPilotEMA Trend Crossover with RSI Filter
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QuantScript
Reconstructed Equity
| Metric | Value |
|---|---|
| Realized PnL | +22,210.96 |
| Total Return | 222.1% |
| Sharpe Ratio | 4.62 |
| Sortino Ratio | 10.47 |
| Max Drawdown | -9.1% |
| Win Rate | 57.9% |
| Total Trades | 171 |
| Fill Rate | 100.0% |
| Filled Orders | 343 |
| Rejected Orders | 0 |
| Canceled Orders | 0 |
| Partially Filled Orders | 0 |
| Buy Orders | 172 |
| Sell Orders | 171 |
| Gross Volume | +6,881,563.43 |
| Fees | 0 |
| Maker Trades | 0 |
| Taker Trades | 0 |
| Total Orders | 343 |