Reconstructed Equity
MetricValue
Realized PnL+2,036.31
Total Return20.4%
Sharpe Ratio0.96
Sortino Ratio1.97
Max Drawdown-22.4%
Win Rate36.5%
Total Trades63
Fill Rate100.0%
Filled Orders126
Rejected Orders0
Canceled Orders0
Partially Filled Orders0
Buy Orders63
Sell Orders63
Gross Volume+1,256,525.25
Fees0
Maker Trades0
Taker Trades0
Total Orders126