Hit SL or PT multiple times before closing a position

Finished
[SPX-Short-Put]
SPX 2024-01-02 → 2024-11-29· 0.9 y Short Put1 leg1 expirationMax positions 5
Finished 24-12-04 09:45Version MesoSim-2.12.6-0-g03671375
Cumulative Return help 385.09% SPX 27.34%
CAGR help 467.53% SPX 30.43%
Win/Loss rate 4040 wins / 1 loss
Trade Count 41Avg Days in Trade 16.07
Cumulative log return since the first session, ln(value ÷ first value): 0.69 is a doubling. A series that closes at zero or below is shifted up by its lowest value first. Drawdown is measured on every NAV row. Click a legend entry to hide its series.

Risk Graph at first entry

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Statistics

Metric StrategySPX
Trades
Trade Count 411
Win/Loss rate 40 / 1 = 40-
Adjustments 457-
PT Hits 0-
SL Hits 0-
Max DIT Reaches 2-
Settlements 0-
Avg Days in Trade 16.07332
Performance
Cumulative Return 385.09%27.34%
CAGR 467.53%30.43%
Max Drawdown
from Peak		 -352.14%-9.38%
Max Drawdown
on Initial Capital		 N/AN/A
Sharpe -1.012.17
Alpha -34.15-
Beta 26.31-
Kelly Criterion -17.011.13
Profit Factor 0.771.06
Probabilistic Sharpe 10.66%97.79%
Annual Volatility 2659.73%12.62%
Omega 0.77-
Information ratio -0.01-
Avg Drawdown -2.04%-0.27%
Avg Drawdown Days 11
Avg Up Month 17.722.92
Avg Down Month N/AN/A
R^2 0.020.02
Calmar 1.333.24
Treynor 14.63-

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