| Metric | Value |
| --- | --- |
| Initial Balance | $1000000.00 |
| Final Balance | $2149699.45 |
| Kelly Strategy Total Return | 114.97% |
| Buy and Hold Total Return | 65.88% |
| Kelly Strategy Sharpe Ratio | 1.7510 |
| Buy and Hold Sharpe Ratio | 1.1269 |
| Number of trades | 57 |