delta001

0x6e68d4...a7ff8a
Smart Score
24
Win Rate
53.5%
Total P&L
-$75
Trade Count
946
Sharpe Ratio
0.75
Sortino Ratio
27.82
Max Drawdown
4369.1%
ROI
-2.8%
Profit Factor
0.92
Kelly Fraction
0.000
R² (Curve Fit)
Smart Score
024/100100

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Quantitative Edge Profile
Developing24

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

Risk-Adjusted Return (Sharpe)1.32
Equity Curve R² (Linear Fit)21.8%
Win Consistency30.5%
Profit Factor0.62
Drawdown Resilience0.50
Conviction Sizing (Kelly)0.50
Weekly Sharpe est.0.38
Trading Activity946 trades · 16 active days
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