Strategy Comparison Dashboard
Comprehensive analysis of AlgoStreets proprietary strategies
Performance Metrics Comparison
| Metric | AlgoStreets-Volatility-Alpha | AlgoStreets-Premium-Harvest |
|---|---|---|
| Gross CAGR | 33.6% p.a. | 37.3% p.a. |
| Net CAGR (After Fees) | 25.7% p.a. | 28.5% p.a. |
| Sharpe Ratio | 2.85 | 3.25 |
| Win Rate | 77.8% | 85.3% |
| Max Drawdown | -9.25% | -6.85% |
| Total Trades | 36 | 156 |
| Avg Trade P&L | $3,845.83 | $1,018.59 |
| Best Trade | $8,750.00 | $2,250.00 |
| Worst Trade | $-3,125.00 | $-875.00 |
Key Insights
💰 Net CAGR Leader
AlgoStreets-Premium-Harvest delivers higher net annual returns at 28.5% p.a. after fees.
🎯 Consistency Champion
AlgoStreets-Premium-Harvest shows higher win rate at 85.3%.
📊 Risk-Adjusted Winner
AlgoStreets-Premium-Harvest offers better risk-adjusted returns with 3.25 Sharpe Ratio.
🛡️ Risk Management
Both strategies feature sophisticated risk controls with maximum drawdowns limited to 6.85%.