Metrics

risk adjusted metrics what is sharpe ratio and how is it calculated? docid\ bnpkorjldzsq6btohd1cm what is sortino ratio and how is it calculated? docid\ wdzmvahrhlsznnhwcnlwu what is mdd (maximum drawdown)? docid\ vcus5s2x4ognr lge scb what is consistency score and how is it calculated? docid\ kl8zqohvoxkq57vyxl5yd performance metrics what is profit factor? docid\ p pa5eutuyufc1exsfbix what is buy & hold return? docid\ xn2wuihdwiavaaz mxubu how does tuned calculate total invested? docid\ txk0s57aaxe193fcca1bi how are the all time returns calculated? docid\ nessfr1nsajcubitjov9w what is the difference between average win month and average monthly profit? docid\ o0pgjf9njo0ikt2uu6p8q what is the difference between realized and unrealized p\&l? docid\ nzdwfc5ctq9cnaxyt98xi how does tuned calculate open positions? docid\ xifvadnk4rrxty6rcvk2x how does tuned calculate portfolio value? docid\ oqrakzihbkmz cw1jbabi how does tuned calculate profit/loss? docid\ wsqivoa5xfuk2ssdfgb8z