Paper Trading Report
Generated from weekly long-short simulation outputs.
Summary Stats
Annualized return
-2.19%
Annualized vol
2.83%
Sharpe
-0.7696
Max drawdown
-4.50%
Hit rate
47.30%
Avg turnover
0.0157
Weeks
74
Final equity
0.9690
Equity Curve
Weekly Returns Histogram
Drawdown Curve
