shortfilms

0xd7a732...c7fbb2
Smart Score
72
Win Rate
100.0%
Total P&L
+$7.9K
Trade Count
82
Sharpe Ratio
1.20
Sortino Ratio
42.77
Max Drawdown
1.6%
ROI
7.9%
Profit Factor
10.00
Kelly Fraction
0.000
R² (Curve Fit)
Smart Score
071.7/100100

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Quantitative Edge Profile
Active71.7

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

Risk-Adjusted Return (Sharpe)3.94
Equity Curve R² (Linear Fit)65.3%
Win Consistency71.4%
Profit Factor1.86
Drawdown Resilience1.51
Conviction Sizing (Kelly)1.51
Weekly Sharpe est.1.15
Trading Activity82 trades · 8 active days
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