Stop-loss Percentage

Day range (average)

Annual Profit Ratio

Win Ratio

Sharpe Ratio

Information Ratio

1%

7.7

8.0780%

69.2308%

0.7539

0.8147

3%

8.2

4.9486%

53.8462%

0.4496

0.4600

5%

11.3

4.2912%

53.8462%

0.3223

0.3704