Compare
v1 vs v2
vs
Equity overlay
How to readThe solid line (v1) is this strategy’s account value over time. The dashed line (v2) is the buy-and-hold benchmark — what the market’s own price would have returned over the same window.
Metrics
| Metric | v1 | v2 |
|---|---|---|
| Avg trade return | +28.00% | +1.31% |
| Edge vs crowd | +0.00% | +0.00% |
| Compounded (fixed-fraction) | +223.65% | −1.18% |
| CAGR | +119.98% | −1.63% |
| Sharpe | 1.43 | 0.00 |
| Sortino | 2.61 | 0.00 |
| Probabilistic Sharpe (PSR) | 98.70% | 56.69% |
| Min track record (MinTRL) | 297.65 | 25,039.8129 |
| Expected Calibration Error | 11.91% | 9.04% |
| Max drawdown | 31.48% | 32.51% |
| Win rate | 49.19% | 40.43% |
| Trades | 124 | 47 |