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that day.
Backtested Gross Gains
This graph compares the Algo's best and worst performance over time, showing how returns can vary depending on when you start using the Algo.
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Performance Summary
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Avg Drawdown
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Indicates the average decline the strategy experiences in downturns, revealing how deep its typical losses go.
Risk : Reward
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Indicates how much the Algo typically earns for every rupee it risks. E.g., 1:3 means it targets ₹3 in reward for every ₹1 of risk.
Frequency of trade
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Indicates how often the Algo trades on average.
Risk
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Indicates the expected volatility of the Algo and is classified into levels like Low, Medium, and High.
Max Drawdown
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Indicates the largest decline the Algo has faced so far, reflecting its most severe historical downturn.
Success Ratio
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Indicates the percentage of trades that end in profit. E.g., 70% means 7 out of 10 trades are winners.
Avg Profit in Trade
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Indicates the average gain the Algo earns on its winning trades.
Avg Loss in Trade
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Indicates the average loss the Algo incurs on its losing trades.
Avg Time to Recovery
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Indicates the average number of days the Algo took to bounce back after experiencing its average drawdown.
Max Time to Recovery
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Indicates the number of days the Algo took in the past to recover from its worst drawdown to date.
Sharpe Ratio
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Indicates how well an Algo balances risk and return, showing how effectively it manages volatility.
*Metrics/Analytics basis past data. Historical data does not guarantee future results.
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Strategy Overview
This algorithm is built on a systematic trend-following framework that aims to identify and participate in sustained market moves using predefined, rule-based signals. The strategy relies on quantitative analysis of price action and momentum to determine the prevailing market direction, removing the need for discretionary judgement or predictions. When a strong trend signal is detected, the algorithm initiates positions aligned with that direction in an attempt to capture meaningful directional movements. All decisions are governed by objective rules and predefined risk parameters, allowing the strategy to maintain disciplined execution and consistency across different market conditions.
This Algo is managed by
Stratzy
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