LightYagamii

0xf4d676...43d65f
Smart Score
9
Win Rate
43.9%
Total P&L
-$13.8K
Trade Count
999
Sharpe Ratio
0.87
Sortino Ratio
17.19
Max Drawdown
312.6%
ROI
-39.0%
Profit Factor
0.33
Kelly Fraction
0.000
R² (Curve Fit)
Smart Score
09/100100

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Quantitative Edge Profile
Developing9

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

Risk-Adjusted Return (Sharpe)0.49
Equity Curve R² (Linear Fit)8.2%
Win Consistency44.1%
Profit Factor0.23
Drawdown Resilience0.19
Conviction Sizing (Kelly)0.19
Weekly Sharpe est.0.14
Trading Activity999 trades · 67 active days
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