A crypto market trading system based on machine learning models with a 60% return on investment per year
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🏆 INSTITUTIONAL QUANT PERFORMANCE REPORT 🏆
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💰 Initial Capital : $1,000.00
📈 Final Portfolio Value : $2,318.03 (+131.80%)
📊 Annualized Return : +52.16%
⏱️ Market Exposure Time : 49.93% (365 out of 731 days)
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🔄 Total Trades : 76
🎯 Win Rate : 61.84%
📈 Avg Holding Duration : 4.8 Days
⚖️ Profit Factor : 2.13
📊 System Expectancy : $+17.99 per trade
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🔴 Max Drawdown (MDD) : -16.21%
⚡ Annualized Sharpe Ratio : 1.90
📉 Annualized Sortino Ratio: 2.52
📐 Calmar Ratio : 3.22
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📈 Alpha (vs Benchmark) : +0.4449
📉 Beta (vs Benchmark) : -0.0210
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📊 Long Trades: 36 | Win Rate: 61.1% | Avg Return: +4.17%
📊 Short Trades: 40 | Win Rate: 62.5% | Avg Return: +7.29%
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📊 Avg R-Multiple : 0.17
📊 Best R-Multiple : 1.07
📊 Worst R-Multiple : -1.01
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