348.976Net Profit

17.1PSR

0.794Sharpe Ratio

0.091Alpha

0.227Beta

15.234CAR

26.6Drawdown

-1.57Loss Rate

55Parameters

2Security Types

1.085Sortino Ratio

3866Tradeable Dates

265Trades

0.504Treynor Ratio

2.95Win Rate

973.934Net Profit

69.481PSR

1.231Sharpe Ratio

0.157Alpha

0.214Beta

25.126CAR

22.6Drawdown

-1.25Loss Rate

60Parameters

2Security Types

1.814Sortino Ratio

3866Tradeable Dates

305Trades

0.843Treynor Ratio

3.01Win Rate

970.502Net Profit

69.343PSR

1.23Sharpe Ratio

0.157Alpha

0.214Beta

25.11CAR

22.6Drawdown

-1.25Loss Rate

60Parameters

2Security Types

1.819Sortino Ratio

3866Tradeable Dates

305Trades

0.842Treynor Ratio

3.01Win Rate

1241.014Net Profit

85.89PSR

1.409Sharpe Ratio

0.177Alpha

0.228Beta

28.468CAR

17.7Drawdown

-1.25Loss Rate

0Parameters

2Security Types

2.164Sortino Ratio

3783Tradeable Dates

493Trades

0.88Treynor Ratio

2.47Win Rate

1075.13Net Profit

79.157PSR

1.326Sharpe Ratio

0.164Alpha

0.247Beta

26.869CAR

15.7Drawdown

-1.25Loss Rate

0Parameters

2Security Types

2.038Sortino Ratio

3780Tradeable Dates

355Trades

0.772Treynor Ratio

2.92Win Rate

1163.319Net Profit

83.059PSR

1.371Sharpe Ratio

0.168Alpha

0.268Beta

27.82CAR

15.7Drawdown

-1.29Loss Rate

0Parameters

2Security Types

2.092Sortino Ratio

3774Tradeable Dates

369Trades

0.735Treynor Ratio

2.94Win Rate

1123.428Net Profit

83.349PSR

1.375Sharpe Ratio

0.165Alpha

0.259Beta

27.483CAR

17.7Drawdown

-1.25Loss Rate

0Parameters

2Security Types

2.102Sortino Ratio

3765Tradeable Dates

493Trades

0.749Treynor Ratio

2.47Win Rate

656.275Net Profit

52.919PSR

1.097Sharpe Ratio

0.112Alpha

0.399Beta

21.693CAR

21.8Drawdown

-1.85Loss Rate

0Parameters

2Security Types

1.731Sortino Ratio

3762Tradeable Dates

71Trades

0.394Treynor Ratio

11.36Win Rate

1109.955Net Profit

82.951PSR

1.37Sharpe Ratio

0.164Alpha

0.261Beta

27.371CAR

17.7Drawdown

-1.25Loss Rate

0Parameters

2Security Types

2.097Sortino Ratio

3762Tradeable Dates

493Trades

0.742Treynor Ratio

2.47Win Rate

410.171Net Profit

28.764PSR

0.905Sharpe Ratio

0.092Alpha

0.303Beta

17.136CAR

22.1Drawdown

-2.5Loss Rate

0Parameters

2Security Types

1.388Sortino Ratio

3762Tradeable Dates

75Trades

0.417Treynor Ratio

12.25Win Rate

439.424Net Profit

32.366PSR

0.936Sharpe Ratio

0.097Alpha

0.297Beta

17.771CAR

21.5Drawdown

-2.82Loss Rate

0Parameters

1Security Types

1.431Sortino Ratio

2591Tradeable Dates

79Trades

0.44Treynor Ratio

11.67Win Rate

592.79Net Profit

47.65PSR

1.056Sharpe Ratio

0.114Alpha

0.325Beta

20.691CAR

18Drawdown

-1.14Loss Rate

0Parameters

1Security Types

1.557Sortino Ratio

2590Tradeable Dates

233Trades

0.462Treynor Ratio

5.06Win Rate

562.693Net Profit

48.358PSR

1.06Sharpe Ratio

0.115Alpha

0.282Beta

20.171CAR

18Drawdown

-1.07Loss Rate

0Parameters

1Security Types

1.542Sortino Ratio

2590Tradeable Dates

169Trades

0.519Treynor Ratio

5.88Win Rate

552.137Net Profit

69.431PSR

1.213Sharpe Ratio

0.101Alpha

0.362Beta

19.984CAR

19.9Drawdown

-1.53Loss Rate

0Parameters

1Security Types

1.853Sortino Ratio

2589Tradeable Dates

85Trades

0.392Treynor Ratio

8.84Win Rate

2055.308Net Profit

97.225PSR

1.683Sharpe Ratio

0.213Alpha

0.255Beta

34.822CAR

14.5Drawdown

28Loss Rate

30Parameters

1Security Types

1.569Sortino Ratio

3753Tradeable Dates

343Trades

0.95Treynor Ratio

72Win Rate

2859.945Net Profit

99.436PSR

1.889Sharpe Ratio

0.247Alpha

0.189Beta

39.049CAR

15.9Drawdown

26Loss Rate

32Parameters

1Security Types

1.8065Sortino Ratio

3753Tradeable Dates

381Trades

1.423Treynor Ratio

74Win Rate

21973321.575Net Profit

100PSR

2.166Sharpe Ratio

0.389Alpha

-0.034Beta

56.965CAR

20Drawdown

26Loss Rate

32Parameters

1Security Types

1.0166Sortino Ratio

9960Tradeable Dates

1075Trades

-11.258Treynor Ratio

74Win Rate

6915.539Net Profit

3.788PSR

0.759Sharpe Ratio

0.093Alpha

0.596Beta

16.856CAR

45.3Drawdown

-2.48Loss Rate

59Parameters

1Security Types

0.996Sortino Ratio

9961Tradeable Dates

343Trades

0.218Treynor Ratio

6.49Win Rate

5578445.664Net Profit

100PSR

2.263Sharpe Ratio

0.31Alpha

0.358Beta

49.26CAR

19Drawdown

-0.21Loss Rate

49Parameters

1Security Types

3.832Sortino Ratio

9961Tradeable Dates

7355Trades

0.929Treynor Ratio

0.77Win Rate

9541523.802Net Profit

100PSR

2.342Sharpe Ratio

0.33Alpha

0.351Beta

52.24CAR

22.8Drawdown

20Loss Rate

30Parameters

1Security Types

1.1354Sortino Ratio

9959Tradeable Dates

1071Trades

1.003Treynor Ratio

80Win Rate

9498656.187Net Profit

100PSR

2.341Sharpe Ratio

0.33Alpha

0.351Beta

52.215CAR

22.8Drawdown

20Loss Rate

30Parameters

1Security Types

1.1354Sortino Ratio

9959Tradeable Dates

1071Trades

1.002Treynor Ratio

80Win Rate

6962.776Net Profit

3.607PSR

0.756Sharpe Ratio

0.093Alpha

0.597Beta

16.889CAR

46.8Drawdown

27Loss Rate

30Parameters

1Security Types

0.8071Sortino Ratio

9959Tradeable Dates

171Trades

0.219Treynor Ratio

73Win Rate

10009791.919Net Profit

100PSR

2.341Sharpe Ratio

0.331Alpha

0.359Beta

52.508CAR

22.8Drawdown

20Loss Rate

30Parameters

1Security Types

1.1479Sortino Ratio

9959Tradeable Dates

1073Trades

0.985Treynor Ratio

80Win Rate

9603651.844Net Profit

100PSR

2.349Sharpe Ratio

0.332Alpha

0.354Beta

52.528CAR

22.8Drawdown

-0.95Loss Rate

29Parameters

0Security Types

3.916Sortino Ratio

9919Tradeable Dates

1071Trades

1Treynor Ratio

3.14Win Rate

1266.804Net Profit

26.317PSR

0.921Sharpe Ratio

0.091Alpha

0.694Beta

20.099CAR

28.5Drawdown

-1.84Loss Rate

56Parameters

1Security Types

1.282Sortino Ratio

5212Tradeable Dates

57Trades

0.216Treynor Ratio

20.67Win Rate

2050.621Net Profit

87.365PSR

1.356Sharpe Ratio

0.146Alpha

0.273Beta

23.971CAR

20.5Drawdown

-1.67Loss Rate

0Parameters

1Security Types

2.095Sortino Ratio

3594Tradeable Dates

117Trades

0.618Treynor Ratio

8.17Win Rate

1677.467Net Profit

75.265PSR

1.244Sharpe Ratio

0.133Alpha

0.328Beta

22.803CAR

20.2Drawdown

-1.49Loss Rate

0Parameters

0Security Types

1.867Sortino Ratio

5114Tradeable Dates

121Trades

0.495Treynor Ratio

8.85Win Rate

736.85Net Profit

52.965PSR

1.075Sharpe Ratio

0.103Alpha

0.153Beta

16.374CAR

13.8Drawdown

-0.99Loss Rate

0Parameters

0Security Types

1.618Sortino Ratio

5114Tradeable Dates

199Trades

0.764Treynor Ratio

4.31Win Rate

1376.469Net Profit

65.158PSR

1.168Sharpe Ratio

0.122Alpha

0.331Beta

21.187CAR

20.8Drawdown

-1.52Loss Rate

0Parameters

0Security Types

1.746Sortino Ratio

5114Tradeable Dates

123Trades

0.457Treynor Ratio

8.34Win Rate

42349.305Net Profit

70.529PSR

1.34Sharpe Ratio

0.351Alpha

0.695Beta

54.013CAR

35.4Drawdown

-1.21Loss Rate

0Parameters

0Security Types

1.661Sortino Ratio

3526Tradeable Dates

101Trades

0.595Treynor Ratio

24.73Win Rate