| Metric | Value |
| --- | --- |
| Initial Balance | $1000000.00 |
| Final Balance | $1646444.58 |
| Kelly Strategy Total Return | 64.64% |
| Buy and Hold Total Return | 31.87% |
| Kelly Strategy Sharpe Ratio | 2.8807 |
| Buy and Hold Sharpe Ratio | 1.3994 |
| Number of trades | 34 |