QuantScript
Reconstructed Equity
| Metric | Value |
|---|---|
| Realized PnL | +3,551.59 |
| Total Return | 35.5% |
| Sharpe Ratio | 0.85 |
| Sortino Ratio | 1.29 |
| Max Drawdown | -31.3% |
| Win Rate | 81.2% |
| Total Trades | 1412 |
| Fill Rate | 58.8% |
| Filled Orders | 3075 |
| Rejected Orders | 0 |
| Canceled Orders | 2149 |
| Partially Filled Orders | 0 |
| Buy Orders | 3534 |
| Sell Orders | 1695 |
| Gross Volume | +8,318,551.59 |
| Fees | 0 |
| Maker Trades | 0 |
| Taker Trades | 0 |
| Total Orders | 5229 |
QuantPilotATR Long Grid with Trend Filter
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QuantScript
Reconstructed Equity
| Metric | Value |
|---|---|
| Realized PnL | +3,551.59 |
| Total Return | 35.5% |
| Sharpe Ratio | 0.85 |
| Sortino Ratio | 1.29 |
| Max Drawdown | -31.3% |
| Win Rate | 81.2% |
| Total Trades | 1412 |
| Fill Rate | 58.8% |
| Filled Orders | 3075 |
| Rejected Orders | 0 |
| Canceled Orders | 2149 |
| Partially Filled Orders | 0 |
| Buy Orders | 3534 |
| Sell Orders | 1695 |
| Gross Volume | +8,318,551.59 |
| Fees | 0 |
| Maker Trades | 0 |
| Taker Trades | 0 |
| Total Orders | 5229 |