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0Parameters
1Security Types
8Tradeable Dates
0Parameters
2Security Types
231Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
9Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
6659Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
23.797Net Profit
57.392PSR
0.634Sharpe Ratio
-0.023Alpha
0.755Beta
15.26CAR
10.2Drawdown
0Loss Rate
6Parameters
0Security Types
377Tradeable Dates
3Trades
0.079Treynor Ratio
0Win Rate
0Parameters
1Security Types
8Tradeable Dates
0Parameters
2Security Types
231Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
9Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
6659Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
23.797Net Profit
57.392PSR
0.634Sharpe Ratio
-0.023Alpha
0.755Beta
15.26CAR
10.2Drawdown
0Loss Rate
6Parameters
0Security Types
377Tradeable Dates
3Trades
0.079Treynor Ratio
0Win Rate