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Set custom column order
  • Pair
  • Correlation
  • Z-Score
  • Drawdown
  • Win Rate
  • Average PnL
  • Cumulative Pnl Backtest Chart
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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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