992.649Net Profit

71.276PSR

1.373Sharpe Ratio

0.342Alpha

-0.006Beta

45.655CAR

47.2Drawdown

47Loss Rate

10Parameters

2Security Types

0.3239Sortino Ratio

2321Tradeable Dates

2056Trades

-56.534Treynor Ratio

53Win Rate

6968.899Net Profit

82.122PSR

1.732Sharpe Ratio

0.695Alpha

0.037Beta

95.369CAR

41.1Drawdown

38Loss Rate

16Parameters

2Security Types

0.1875Sortino Ratio

2321Tradeable Dates

320Trades

19.883Treynor Ratio

62Win Rate

4951.291Net Profit

82.476PSR

1.688Sharpe Ratio

0.609Alpha

0.034Beta

85.36CAR

37.3Drawdown

38Loss Rate

16Parameters

2Security Types

0.2079Sortino Ratio

2320Tradeable Dates

320Trades

19.174Treynor Ratio

62Win Rate

2841.424Net Profit

82.957PSR

1.624Sharpe Ratio

0.487Alpha

0.029Beta

70.241CAR

31.6Drawdown

38Loss Rate

16Parameters

2Security Types

0.2458Sortino Ratio

2320Tradeable Dates

320Trades

18.156Treynor Ratio

62Win Rate

982.296Net Profit

83.696PSR

1.522Sharpe Ratio

0.303Alpha

0.02Beta

45.461CAR

21.5Drawdown

38Loss Rate

16Parameters

2Security Types

0.3391Sortino Ratio

2320Tradeable Dates

320Trades

16.61Treynor Ratio

62Win Rate

251.136Net Profit

84.363PSR

1.425Sharpe Ratio

0.142Alpha

0.01Beta

21.85CAR

11Drawdown

38Loss Rate

16Parameters

2Security Types

0.4849Sortino Ratio

2319Tradeable Dates

320Trades

15.229Treynor Ratio

62Win Rate

2708.26Net Profit

70.365PSR

1.468Sharpe Ratio

0.546Alpha

-0.009Beta

69.082CAR

64.2Drawdown

47Loss Rate

10Parameters

2Security Types

0.2662Sortino Ratio

2318Tradeable Dates

2056Trades

-59.17Treynor Ratio

53Win Rate

5537.135Net Profit

60.647PSR

1.478Sharpe Ratio

0.756Alpha

0.032Beta

88.899CAR

73.3Drawdown

42Loss Rate

9Parameters

2Security Types

0.1675Sortino Ratio

2314Tradeable Dates

583Trades

24.978Treynor Ratio

58Win Rate

1364.319Net Profit

48.022PSR

1.182Sharpe Ratio

0.393Alpha

0.033Beta

52.714CAR

45.9Drawdown

43Loss Rate

15Parameters

2Security Types

0.2322Sortino Ratio

2314Tradeable Dates

485Trades

12.99Treynor Ratio

57Win Rate

431.974Net Profit

49.777PSR

1.106Sharpe Ratio

0.203Alpha

0.019Beta

30.169CAR

27.9Drawdown

43Loss Rate

15Parameters

2Security Types

0.309Sortino Ratio

2314Tradeable Dates

485Trades

11.861Treynor Ratio

57Win Rate

44.939Net Profit

51.257PSR

1.031Sharpe Ratio

0.038Alpha

0.004Beta

6.03CAR

6.1Drawdown

43Loss Rate

15Parameters

2Security Types

0.3317Sortino Ratio

2314Tradeable Dates

485Trades

10.866Treynor Ratio

57Win Rate

77.99Net Profit

59.653PSR

1.117Sharpe Ratio

0.062Alpha

0.004Beta

9.522CAR

11.8Drawdown

42Loss Rate

9Parameters

2Security Types

0.3429Sortino Ratio

2314Tradeable Dates

583Trades

16.754Treynor Ratio

58Win Rate

1192.198Net Profit

60.142PSR

1.281Sharpe Ratio

0.36Alpha

0.019Beta

49.731CAR

49.4Drawdown

42Loss Rate

9Parameters

2Security Types

0.2347Sortino Ratio

2314Tradeable Dates

583Trades

20.246Treynor Ratio

58Win Rate

50.168PSR

1.024Sharpe Ratio

0.048Alpha

-0.002Beta

6.429CAR

-0.12Loss Rate

11Parameters

2Security Types

1.75Sortino Ratio

2310Tradeable Dates

-19.33Treynor Ratio

0.2Win Rate

493.042Net Profit

50.794PSR

1.124Sharpe Ratio

0.256Alpha

-0.011Beta

32.485CAR

38.2Drawdown

-0.62Loss Rate

11Parameters

2Security Types

1.796Sortino Ratio

2310Tradeable Dates

2028Trades

-21.139Treynor Ratio

0.99Win Rate

1686.898Net Profit

51.268PSR

1.233Sharpe Ratio

0.497Alpha

-0.02Beta

57.71CAR

60.7Drawdown

50Loss Rate

11Parameters

2Security Types

0.2561Sortino Ratio

2310Tradeable Dates

2028Trades

-23.103Treynor Ratio

50Win Rate

50.992Net Profit

55.317PSR

1.068Sharpe Ratio

0.05Alpha

-0.002Beta

6.728CAR

8.9Drawdown

-0.12Loss Rate

9Parameters

2Security Types

1.774Sortino Ratio

2310Tradeable Dates

1926Trades

-20.87Treynor Ratio

0.21Win Rate

546.149Net Profit

55.903PSR

1.176Sharpe Ratio

0.267Alpha

-0.011Beta

34.292CAR

39.7Drawdown

50Loss Rate

9Parameters

2Security Types

0.3681Sortino Ratio

2310Tradeable Dates

1926Trades

-22.916Treynor Ratio

50Win Rate

1975.213Net Profit

56.315PSR

1.295Sharpe Ratio

0.52Alpha

-0.02Beta

61.483CAR

62.5Drawdown

50Loss Rate

10Parameters

2Security Types

0.2804Sortino Ratio

2310Tradeable Dates

1926Trades

-25.138Treynor Ratio

50Win Rate

61.983Net Profit

28.731PSR

0.836Sharpe Ratio

0.058Alpha

-0.002Beta

7.93CAR

16.5Drawdown

48Loss Rate

10Parameters

2Security Types

0.096Sortino Ratio

2306Tradeable Dates

3260Trades

-32.232Treynor Ratio

52Win Rate

57.154Net Profit

86.123PSR

1.383Sharpe Ratio

0.053Alpha

-0.007Beta

7.513CAR

6.4Drawdown

47Loss Rate

0Parameters

1Security Types

0.1302Sortino Ratio

2277Tradeable Dates

4127Trades

-7.384Treynor Ratio

53Win Rate

62.256Net Profit

12.432PSR

0.634Sharpe Ratio

0.056Alpha

0.004Beta

8.154CAR

21.2Drawdown

49Loss Rate

0Parameters

1Security Types

0.0057Sortino Ratio

2254Tradeable Dates

1947Trades

14.383Treynor Ratio

51Win Rate

408.706Net Profit

1.882PSR

0.543Sharpe Ratio

0.13Alpha

-0.113Beta

11.315CAR

57Drawdown

-0.1Loss Rate

10Parameters

1Security Types

0.579Sortino Ratio

0Tradeable Dates

21366Trades

-1.049Treynor Ratio

0.1Win Rate

1631.693Net Profit

46.971PSR

1.087Sharpe Ratio

0.232Alpha

-0.059Beta

29.503CAR

34.7Drawdown

-0.26Loss Rate

0Parameters

3Security Types

1.376Sortino Ratio

4028Tradeable Dates

2249Trades

-3.8Treynor Ratio

5.45Win Rate

28.249Net Profit

62.3104PSR

1.259Sharpe Ratio

0.201Alpha

0.055Beta

27.234CAR

9.7Drawdown

45Loss Rate

21Parameters

1Security Types

0.1587Sortino Ratio

321Tradeable Dates

736Trades

3.743Treynor Ratio

55Win Rate

15.836Net Profit

38.3053PSR

0.746Sharpe Ratio

0.122Alpha

0.066Beta

15.293CAR

11.8Drawdown

46Loss Rate

21Parameters

1Security Types

0.1073Sortino Ratio

321Tradeable Dates

716Trades

1.963Treynor Ratio

54Win Rate