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78.376Net Profit
98.547PSR
10.821Sharpe Ratio
3.654Alpha
2.512Beta
894.494CAR
8.5Drawdown
-0.05Loss Rate
0Parameters
0Security Types
62Tradeable Dates
1364Trades
1.714Treynor Ratio
0.13Win Rate
13.514Net Profit
46.842PSR
1.068Sharpe Ratio
0Alpha
0Beta
66.814CAR
26.2Drawdown
-0.69Loss Rate
0Parameters
0Security Types
64Tradeable Dates
483Trades
0Treynor Ratio
0.31Win Rate
24.474Net Profit
62.023PSR
2.159Sharpe Ratio
0Alpha
0Beta
136.133CAR
20.5Drawdown
-0.31Loss Rate
0Parameters
0Security Types
65Tradeable Dates
807Trades
0Treynor Ratio
0.2Win Rate
22.888Net Profit
68.953PSR
2.338Sharpe Ratio
0Alpha
0Beta
126.613CAR
14.5Drawdown
-0.04Loss Rate
0Parameters
0Security Types
0Tradeable Dates
2535Trades
0Treynor Ratio
0.07Win Rate
0Parameters
1Security Types
0Tradeable Dates
78.376Net Profit
98.547PSR
10.821Sharpe Ratio
3.654Alpha
2.512Beta
894.494CAR
8.5Drawdown
-0.05Loss Rate
0Parameters
0Security Types
62Tradeable Dates
1364Trades
1.714Treynor Ratio
0.13Win Rate
13.514Net Profit
46.842PSR
1.068Sharpe Ratio
0Alpha
0Beta
66.814CAR
26.2Drawdown
-0.69Loss Rate
0Parameters
0Security Types
64Tradeable Dates
483Trades
0Treynor Ratio
0.31Win Rate
24.474Net Profit
62.023PSR
2.159Sharpe Ratio
0Alpha
0Beta
136.133CAR
20.5Drawdown
-0.31Loss Rate
0Parameters
0Security Types
65Tradeable Dates
807Trades
0Treynor Ratio
0.2Win Rate
22.888Net Profit
68.953PSR
2.338Sharpe Ratio
0Alpha
0Beta
126.613CAR
14.5Drawdown
-0.04Loss Rate
0Parameters
0Security Types
0Tradeable Dates
2535Trades
0Treynor Ratio
0.07Win Rate
0Parameters
1Security Types
0Tradeable Dates
45.005Net Profit
96.242PSR
6.368Sharpe Ratio
1.846Alpha
0.06Beta
337.077CAR
8.1Drawdown
-0.35Loss Rate
0Parameters
1Security Types
0Tradeable Dates
733Trades
30.936Treynor Ratio
4.27Win Rate
0Parameters
1Security Types
252Tradeable Dates
0Parameters
1Security Types
0Tradeable Dates
220.901Net Profit
21.584PSR
0.742Sharpe Ratio
0.154Alpha
2.317Beta
33.869CAR
67Drawdown
-0.43Loss Rate
0Parameters
0Security Types
0Tradeable Dates
19017Trades
0.147Treynor Ratio
0.23Win Rate
98.55Net Profit
11.756PSR
0.502Sharpe Ratio
0.074Alpha
1.442Beta
18.719CAR
75Drawdown
-0.39Loss Rate
0Parameters
0Security Types
0Tradeable Dates
18814Trades
0.132Treynor Ratio
0.2Win Rate
15.471Net Profit
85.888PSR
1.069Sharpe Ratio
0Alpha
0Beta
11.41CAR
2.7Drawdown
0Loss Rate
0Parameters
0Security Types
333Tradeable Dates
42Trades
0Treynor Ratio
7.6Win Rate
-66.247Net Profit
1.475PSR
-0.454Sharpe Ratio
-0.356Alpha
0.192Beta
-65.748CAR
74.2Drawdown
-13.1Loss Rate
0Parameters
0Security Types
0Tradeable Dates
22Trades
-1.599Treynor Ratio
4.43Win Rate