Loro Swing Time (LST)
Last Update: 22.01.2024
(all Date Formats: DD.MM.YYYY)
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Summary Statistics:
| Start Date | End Date | Swing | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
11.01.1996
|
31.12.2023 |
daily |
49.57% |
30.25% |
-14.10% |
2.15 |
460 p.a. |
1.49 |
79.27% |
2.09 |
2.78 |
Portfolio Equity Curve (log Scale):
Annual Statistics:
