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229.146Net Profit
2.83PSR
0.285Sharpe Ratio
0.015Alpha
-0.016Beta
5.039CAR
14.4Drawdown
-0.13Loss Rate
0Parameters
0Security Types
6091Tradeable Dates
14876Trades
-0.902Treynor Ratio
0.29Win Rate
229.146Net Profit
2.83PSR
0.285Sharpe Ratio
0.015Alpha
-0.016Beta
5.039CAR
14.4Drawdown
-0.13Loss Rate
0Parameters
0Security Types
6091Tradeable Dates
14876Trades
-0.902Treynor Ratio
0.29Win Rate
234.794Net Profit
3.55PSR
0.298Sharpe Ratio
0.016Alpha
-0.015Beta
5.118CAR
14.4Drawdown
-0.13Loss Rate
19Parameters
0Security Types
6085Tradeable Dates
14668Trades
-1.014Treynor Ratio
0.29Win Rate
234.794Net Profit
3.55PSR
0.298Sharpe Ratio
0.016Alpha
-0.015Beta
5.118CAR
14.4Drawdown
-0.13Loss Rate
19Parameters
0Security Types
6085Tradeable Dates
14668Trades
-1.014Treynor Ratio
0.29Win Rate
229.146Net Profit
2.83PSR
0.285Sharpe Ratio
0.015Alpha
-0.016Beta
5.039CAR
14.4Drawdown
-0.13Loss Rate
0Parameters
0Security Types
6091Tradeable Dates
14876Trades
-0.902Treynor Ratio
0.29Win Rate
229.146Net Profit
2.83PSR
0.285Sharpe Ratio
0.015Alpha
-0.016Beta
5.039CAR
14.4Drawdown
-0.13Loss Rate
0Parameters
0Security Types
6091Tradeable Dates
14876Trades
-0.902Treynor Ratio
0.29Win Rate
234.794Net Profit
3.55PSR
0.298Sharpe Ratio
0.016Alpha
-0.015Beta
5.118CAR
14.4Drawdown
-0.13Loss Rate
19Parameters
0Security Types
6085Tradeable Dates
14668Trades
-1.014Treynor Ratio
0.29Win Rate
234.794Net Profit
3.55PSR
0.298Sharpe Ratio
0.016Alpha
-0.015Beta
5.118CAR
14.4Drawdown
-0.13Loss Rate
19Parameters
0Security Types
6085Tradeable Dates
14668Trades
-1.014Treynor Ratio
0.29Win Rate