Sharpe and Sortino measure return per unit of risk (Sortino only penalises downside); max drawdown is the worst peak-to-trough fall. Whole-account numbers come from daily equity snapshots; per-strategy numbers are inferred from Alpaca fills.
Strategy P&L matches each tagged entry order to the next opposite-side fill on the same symbol in Alpaca's order history — an approximation, not a stored ledger. Only fully closed round trips count; open positions are excluded.
1 closed trade — needs 5 for risk-adjusted stats.
0 closed trades — needs 5 for risk-adjusted stats.
0 closed trades — needs 5 for risk-adjusted stats.
0 closed trades — needs 5 for risk-adjusted stats.
0 closed trades — needs 5 for risk-adjusted stats.