Reconstructed Equity
MetricValue
Realized PnL+6,128.17
Total Return61.3%
Sharpe Ratio1.52
Sortino Ratio2.24
Max Drawdown-15.6%
Win Rate62.4%
Total Trades1546
Fill Rate62.4%
Filled Orders3350
Rejected Orders0
Canceled Orders2020
Partially Filled Orders0
Buy Orders1826
Sell Orders3544
Gross Volume+9,013,871.83
Fees0
Maker Trades0
Taker Trades0
Total Orders5370