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72.231Net Profit
18.643PSR
0.529Sharpe Ratio
0.076Alpha
0.777Beta
17.79CAR
36.1Drawdown
-1.3Loss Rate
27Parameters
0Security Types
834Tradeable Dates
149Trades
0.157Treynor Ratio
1.72Win Rate
72.231Net Profit
18.643PSR
0.529Sharpe Ratio
0.076Alpha
0.777Beta
17.79CAR
36.1Drawdown
-1.3Loss Rate
27Parameters
0Security Types
834Tradeable Dates
149Trades
0.157Treynor Ratio
1.72Win Rate