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-8.937Net Profit
0.437PSR
-0.531Sharpe Ratio
-0.041Alpha
-0.035Beta
-2.838CAR
20.3Drawdown
-0.07Loss Rate
0Parameters
0Security Types
815Tradeable Dates
5148Trades
1.22Treynor Ratio
0.07Win Rate
52.342Net Profit
14.488PSR
0.45Sharpe Ratio
0.077Alpha
-0.107Beta
11.106CAR
23.2Drawdown
-1.48Loss Rate
0Parameters
0Security Types
1006Tradeable Dates
244Trades
-0.633Treynor Ratio
1.11Win Rate
171.176Net Profit
56.501PSR
1.061Sharpe Ratio
0.196Alpha
-0.11Beta
28.347CAR
24.1Drawdown
-0.5Loss Rate
19Parameters
0Security Types
1006Tradeable Dates
674Trades
-1.694Treynor Ratio
0.52Win Rate
171.176Net Profit
56.501PSR
1.061Sharpe Ratio
0.196Alpha
-0.11Beta
28.347CAR
24.1Drawdown
-0.5Loss Rate
19Parameters
0Security Types
1006Tradeable Dates
674Trades
-1.694Treynor Ratio
0.52Win Rate
52.318Net Profit
14.474PSR
0.45Sharpe Ratio
0.077Alpha
-0.108Beta
11.101CAR
23.2Drawdown
-1.48Loss Rate
15Parameters
0Security Types
1006Tradeable Dates
245Trades
-0.632Treynor Ratio
1.11Win Rate
-8.937Net Profit
0.437PSR
-0.531Sharpe Ratio
-0.041Alpha
-0.035Beta
-2.838CAR
20.3Drawdown
-0.07Loss Rate
0Parameters
0Security Types
815Tradeable Dates
5148Trades
1.22Treynor Ratio
0.07Win Rate
52.342Net Profit
14.488PSR
0.45Sharpe Ratio
0.077Alpha
-0.107Beta
11.106CAR
23.2Drawdown
-1.48Loss Rate
0Parameters
0Security Types
1006Tradeable Dates
244Trades
-0.633Treynor Ratio
1.11Win Rate
171.176Net Profit
56.501PSR
1.061Sharpe Ratio
0.196Alpha
-0.11Beta
28.347CAR
24.1Drawdown
-0.5Loss Rate
19Parameters
0Security Types
1006Tradeable Dates
674Trades
-1.694Treynor Ratio
0.52Win Rate
171.176Net Profit
56.501PSR
1.061Sharpe Ratio
0.196Alpha
-0.11Beta
28.347CAR
24.1Drawdown
-0.5Loss Rate
19Parameters
0Security Types
1006Tradeable Dates
674Trades
-1.694Treynor Ratio
0.52Win Rate
52.318Net Profit
14.474PSR
0.45Sharpe Ratio
0.077Alpha
-0.108Beta
11.101CAR
23.2Drawdown
-1.48Loss Rate
15Parameters
0Security Types
1006Tradeable Dates
245Trades
-0.632Treynor Ratio
1.11Win Rate