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SWELL
THETA
Last updated: waiting for time!
Correlation: 0.9563
Z-Score: -0.5963
Min Z-Score: -3.2162
Max Z-Score: 5.3887
Hedge ratio: 1.0849
Backtest results:
Total Trades: 14
Win Rate: 85.71%
Average PnL:
+5.45%
Max Drawdown: -11.00%
Max In-Trade Drawdown: -11.00%
Cum. PnL: 76.25%
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