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CGPT
GOAT
Last updated: waiting for time!
Correlation: 0.8674
Z-Score: 1.2719
Min Z-Score: -4.2642
Max Z-Score: 9.1104
Hedge ratio: 0.5381
Backtest results:
Total Trades: 5
Win Rate: 0.00%
Average PnL:
-9.13%
Max Drawdown: -67.54%
Max In-Trade Drawdown: -39.68%
Cum. PnL: -45.65%
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