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 |