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0Parameters
1Security Types
1074Tradeable Dates
0Parameters
1Security Types
318Tradeable Dates
26.306Net Profit
59.926PSR
0.687Sharpe Ratio
-0.021Alpha
0.763Beta
16.842CAR
10.3Drawdown
0Loss Rate
6Parameters
0Security Types
376Tradeable Dates
3Trades
0.086Treynor Ratio
0Win Rate
0Parameters
1Security Types
1074Tradeable Dates
0Parameters
1Security Types
318Tradeable Dates
26.306Net Profit
59.926PSR
0.687Sharpe Ratio
-0.021Alpha
0.763Beta
16.842CAR
10.3Drawdown
0Loss Rate
6Parameters
0Security Types
376Tradeable Dates
3Trades
0.086Treynor Ratio
0Win Rate