knox-b2-vsm

0xdc0962...6e9526
Smart Score
0
Win Rate
85.4%
Total P&L
-$329
Trade Count
1,750
Sharpe Ratio
-14.76
Sortino Ratio
-37.51
Max Drawdown
49928.0%
ROI
-2.8%
Profit Factor
0.77
Kelly Fraction
0.000
R² (Curve Fit)
Smart Score
00.3/100100
Quantitative Edge Profile
Developing0.3

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

Risk-Adjusted Return (Sharpe)0.02
Equity Curve R² (Linear Fit)0.3%
Win Consistency1.6%
Profit Factor0.01
Drawdown Resilience0.01
Conviction Sizing (Kelly)0.01
Weekly Sharpe est.0.00
Trading Activity1,750 trades · 27 active days
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P&L Calendar
$7,6960d profit27d loss
AprMayJunJulAugSepOctNovDecJanFebMarAprMoWeFrSuLossProfit

Daily realized P&L — green is profit, red is loss, intensity is magnitude

Full 52-week Trading Activity & P&L Calendar — interactive, updated daily on Accrue

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