Ticker Symbol

Technical Indicator

Initial Capital ($)

Commission per Trade ($)

Use Separate Sell Rule

Backtest Duration (years) 5 years Start Date: 2019-05-06

Timeframe	Strategy	Buy & Hold

Note: These tables represent Average Annual Returns (AAR), calculated as (Ending Value / Starting Value)^{1 / Number of Years} – 1.

Year	Strategy Return	Buy & Hold Return

Note: Per Year Returns are calculated as (Ending Value of Each Year / Starting Value of Each Year – 1) × 100.

Metric	Strategy	Buy & Hold

Sharpe Ratio: Measure of risk-adjusted return, calculated as the average excess return divided by the standard deviation of returns, annualized.

Sortino Ratio: Similar to the Sharpe Ratio but uses downside deviation instead of total standard deviation, focusing on negative volatility.

Upside Capture Ratio: Percentage of benchmark gains captured by the strategy during periods when the benchmark rises.

Downside Capture Ratio: Percentage of benchmark losses captured by the strategy during periods when the benchmark falls.

Maximum Drawdown: Largest peak-to-trough decline in portfolio value, expressed as a percentage.

Days to Recover: Number of trading days required for the portfolio to recover from its maximum drawdown and reach its previous peak value.