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1936.624Net Profit
44.327PSR
1.12Sharpe Ratio
0.398Alpha
-0.268Beta
36.35CAR
55.5Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
2444Tradeable Dates
146Trades
-1.344Treynor Ratio
100Win Rate
1553.028Net Profit
6.611PSR
0.754Sharpe Ratio
0.121Alpha
-0.064Beta
9.56CAR
38.2Drawdown
10Loss Rate
8Parameters
1Security Types
6.1327Sortino Ratio
7790Tradeable Dates
807Trades
-1.807Treynor Ratio
90Win Rate
2312.852Net Profit
4.857PSR
0.73Sharpe Ratio
0.144Alpha
-0.083Beta
10.917CAR
46.1Drawdown
5Loss Rate
8Parameters
1Security Types
35.8809Sortino Ratio
7790Tradeable Dates
412Trades
-1.659Treynor Ratio
95Win Rate
3691.663Net Profit
3.103PSR
0.698Sharpe Ratio
0.178Alpha
-0.11Beta
12.561CAR
55.5Drawdown
7Loss Rate
8Parameters
1Security Types
70.929Sortino Ratio
7790Tradeable Dates
270Trades
-1.526Treynor Ratio
93Win Rate
1124.863Net Profit
3.956PSR
0.67Sharpe Ratio
0.141Alpha
-0.082Beta
13.599CAR
44.7Drawdown
11Loss Rate
8Parameters
1Security Types
0.8869Sortino Ratio
4944Tradeable Dates
307Trades
-1.614Treynor Ratio
89Win Rate
1936.624Net Profit
44.327PSR
1.12Sharpe Ratio
0.398Alpha
-0.268Beta
36.35CAR
55.5Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
2444Tradeable Dates
146Trades
-1.344Treynor Ratio
100Win Rate
1553.028Net Profit
6.611PSR
0.754Sharpe Ratio
0.121Alpha
-0.064Beta
9.56CAR
38.2Drawdown
10Loss Rate
8Parameters
1Security Types
6.1327Sortino Ratio
7790Tradeable Dates
807Trades
-1.807Treynor Ratio
90Win Rate
2312.852Net Profit
4.857PSR
0.73Sharpe Ratio
0.144Alpha
-0.083Beta
10.917CAR
46.1Drawdown
5Loss Rate
8Parameters
1Security Types
35.8809Sortino Ratio
7790Tradeable Dates
412Trades
-1.659Treynor Ratio
95Win Rate
3691.663Net Profit
3.103PSR
0.698Sharpe Ratio
0.178Alpha
-0.11Beta
12.561CAR
55.5Drawdown
7Loss Rate
8Parameters
1Security Types
70.929Sortino Ratio
7790Tradeable Dates
270Trades
-1.526Treynor Ratio
93Win Rate
1124.863Net Profit
3.956PSR
0.67Sharpe Ratio
0.141Alpha
-0.082Beta
13.599CAR
44.7Drawdown
11Loss Rate
8Parameters
1Security Types
0.8869Sortino Ratio
4944Tradeable Dates
307Trades
-1.614Treynor Ratio
89Win Rate
72.713Net Profit
82.01PSR
2.42Sharpe Ratio
0.633Alpha
-0.073Beta
72.455CAR
11.5Drawdown
0Loss Rate
8Parameters
0Security Types
2.59Sortino Ratio
253Tradeable Dates
21Trades
-8.418Treynor Ratio
2.23Win Rate
21.762Net Profit
33.815PSR
0.691Sharpe Ratio
0.333Alpha
-0.299Beta
21.697CAR
42.9Drawdown
0Loss Rate
7Parameters
0Security Types
0.535Sortino Ratio
253Tradeable Dates
3Trades
-0.913Treynor Ratio
0Win Rate
-27.557Net Profit
1.188PSR
-1.231Sharpe Ratio
-0.587Alpha
1.042Beta
-40.146CAR
31.8Drawdown
100Loss Rate
13Parameters
1Security Types
-4.2766Sortino Ratio
195Tradeable Dates
47Trades
-0.303Treynor Ratio
0Win Rate