Data Sheets

Performance of Current MachineTrader Strategies

Strategy Metrics - Account 1


Instance: dan.live

Description: Live. Ticker: SPY. EMA1.0. lambda: 0.7; posLimit: 150 (market hrs), 80 shares (after hrs); trade size: 30 shares; varPrice: 001; varCap: 100; varFloor: 0.05; zFact: 1; zScoreThresh: 1.0

Type: Live

Start Date: 2025-08-20

Days: 26

Chart: https://www.machinetrader.io/dansavagelive

Performance Metrics:

Total Return
1.52%
Annualized Return
15.76%
Daily Std Dev
0.99%
Annualized Volatility
15.78%
Sharpe Ratio
1.06