entropy-py

0x8e5221...d32320
Smart Score
32
Win Rate
90.2%
Total P&L
+$2.0K
Trade Count
3,937
Sharpe Ratio
0.43
Sortino Ratio
56.45
Max Drawdown
58649.1%
ROI
0.9%
Profit Factor
1.17
Kelly Fraction
0.132
R² (Curve Fit)
Smart Score
032.3/100100

Recent Trades

Quantitative Edge Profile
Developing32.3

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

Risk-Adjusted Return (Sharpe)1.78
Equity Curve R² (Linear Fit)29.4%
Win Consistency22.8%
Profit Factor0.84
Drawdown Resilience0.68
Conviction Sizing (Kelly)0.68
Weekly Sharpe est.0.52
Trading Activity3,937 trades · 23 active days
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