Trading Signal>Crude Oil Low-Risk Spread Arbitrage Strategy (H1)

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Overview

Signal Overview
Return analysis
Risk Assessment
AI Prediction
Signal Parameters
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Disclaimer

Crude Oil Low-Risk Spread Arbitrage Strategy (H1)

Signal Introduction
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Signal Overview

Cumulative Return

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Risk Assessment

Annualized Return

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Win Rate

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Max Drawdown

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Stability

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Trading Model

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Strategy Type

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Return analysis

Yield CurveReturn Distributions
1M 3M 6M 1Y YTD ALL
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By timeframe

Return during the specified period

By returns

Daily rate of return distribution

DWMYear

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Time Periods1M3M6M1YYTDALL
Signal Return------------
Benchmark Return------------
Signal Rankings

Ranking of returns among all trading strategies for the specified timeframe

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TradesExport
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SYMBOLNAMETYPEOPENING TIMECLOSING TIMEENTRY PRICECLOSING PRICERETURN

Risk Assessment

Max Drawdown
SIGNALBENCHMARK
Max Drawdown ----
Max Drawdown Length----
Max Drawdown Recovery Length----
Peak-to-Peak Duration----
Other Indicators
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Volatility & Tracking Error

BETA--

Correlation coefficient--

R Squared--

Tracking error --

3M6M1YYTD
SIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARK
Std Dev (annualized)----------------
Skewness----------------
VaR
3M6M1YYTD
SIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARK
95% Confidence Interval----------------
97% Confidence Interval----------------
99% Confidence Interval----------------
Risk-adjusted Return
3M6M1YYTD
SIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARKSIGNALBENCHMARK
Sharpe Ratio----------------
Sortino Ratio----------------
Jensen’s Alpha----------------
Treynor Ratio----------------
Information Ratio----------------

AI Prediction

Trade (times): %s--
Max Profit ($)--
Max Loss ($)--
Profit (times)--
Win Rate--
Avg Profit/T ($)--
Loss (times)--
Failure Rate--
Avg Loss/T ($)--
Signal Introduction

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