cts57

0xae8be6...f5038c
Smart Score
30
Win Rate
96.4%
Total P&L
-$2
Trade Count
63
Sharpe Ratio
-1.47
Sortino Ratio
-1.02
Max Drawdown
25006.9%
ROI
-0.0%
Profit Factor
15.48
Kelly Fraction
0.901
R² (Curve Fit)
Smart Score
030/100100

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Quantitative Edge Profile
Developing30

Multi-dimensional edge evaluation as a quant desk would assess a portfolio manager

Risk-Adjusted Return (Sharpe)1.65
Equity Curve R² (Linear Fit)27.3%
Win Consistency55.4%
Profit Factor0.78
Drawdown Resilience0.63
Conviction Sizing (Kelly)0.63
Weekly Sharpe est.0.48
Trading Activity63 trades · 8 active days
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