Trading Days | Annual Profit Ratio | Win Ratio | Sharpe ratio | Information ratio |
10 | 8.2032% | 69.2308% | 0.4666 | 0.4967 |
20 | 6.8503% | 61.5385% | 0.2499 | 0.2787 |
40 | 5.7268% | 61.5385% | 0.1493 | 0.1592 |