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| Strategy Description

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{{$TEXT-STRATEGY-DESCRIPTION}}

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Key StatisticsBacktestLiveBacktestLive
Runtime Days{{$KPI-BACKTEST-DAYS}}{{$KPI-DAYS-LIVE}}Drawdown{{$KPI-DRAWDOWN}}{{$KPI-LIVE-DRAWDOWN}}
Turnover{{$KPI-TURNOVER}}{{$KPI-LIVE-TURNOVER}}Probabilistic SR{{$KPI-PSR}}{{$KPI-LIVE-PSR}}
CAGR{{$KPI-CAGR}}{{$KPI-LIVE-CAGR}}{{$LIVE-MARKER}}Sharpe Ratio{{$KPI-SHARPE}}{{$KPI-LIVE-SHARPE}}
Capacity (USD){{$KPI-STRATEGY-CAPACITY}}Sortino Ratio{{$KPI-SORTINO}}{{$KPI-LIVE-SORTINO}}
Trades per Day{{$KPI-TRADES-PER-DAY}}{{$KPI-LIVE-TRADES-PER-DAY}}Information Ratio{{$KPI-INFORMATION-RATIO}}{{$KPI-LIVE-INFORMATION-RATIO}}
Drawdown Recovery{{$KPI-DRAWDOWN-RECOVERY}}{{$KPI-LIVE-DRAWDOWN-RECOVERY}}
Monthly Returns
Cumulative Returns
Annual Returns
Returns Per Trade
Asset Allocation
Drawdown