Reconstructed Equity
MetricValue
Realized PnL+1,946.27
Total Return19.5%
Sharpe Ratio1.13
Sortino Ratio1.81
Max Drawdown-11.7%
Win Rate50.3%
Total Trades505
Fill Rate100.0%
Filled Orders1010
Rejected Orders0
Canceled Orders0
Partially Filled Orders0
Buy Orders505
Sell Orders505
Gross Volume+10,101,946.27
Fees0
Maker Trades0
Taker Trades0
Total Orders1010