Strategy Report
| Strategy Description |
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Put your strategy description here: |
| About the Author Xiang Li |
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| Key Characteristics | |
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| Significant Period: | ✔ |
| Significant Trading: | ✔ |
| Diversified: | ✖ |
| Risk Control: | ✔ |
| Markets: | Equity |
| Key Statistics | |
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| CAGR: | 24.06% |
| Drawdown: | 12.7% |
| Sharpe Ratio: | 1.783 |
| Information Ratio: | 0.701 |
| Trades Per Day: | 2.367396 |
| Monthly Returns |
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| Cumulative Returns |
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| Annual Returns |
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| Return Histogram |
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| Asset Allocation |
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| Drawdown |
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