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3.81Net Profit
18.154PSR
-0.202Sharpe Ratio
-0.052Alpha
0.238Beta
3.506CAR
13.4Drawdown
-0.05Loss Rate
0Parameters
0Security Types
271Tradeable Dates
6872Trades
-0.092Treynor Ratio
0.04Win Rate
3.81Net Profit
18.154PSR
-0.202Sharpe Ratio
-0.052Alpha
0.238Beta
3.506CAR
13.4Drawdown
-0.05Loss Rate
0Parameters
0Security Types
271Tradeable Dates
6872Trades
-0.092Treynor Ratio
0.04Win Rate