| Final Equity | $22,479.50 |
| Total Return | 124.80% |
| Annualised Return | 20.08% |
| Annualised Volatility | 20.27% |
| Sharpe Ratio | 0.9033 |
| Sortino Ratio | 1.0504 |
| Max Drawdown | -25.08% |
| Max Drawdown Duration (bars) | 479 |
| Mean Return (per bar) | 0.07% |
| VaR (per bar) | -2.03% |
| CVaR (per bar) | -3.03% |
| VaR Quantile | 5th pct. |
| Skewness | 0.1568 |
| Excess Kurtosis | 5.8664 |
| Total Bars | 1257 |
| Total Trades | 146 |
| Reward Sum (RL) | -10.7571 |