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-99.96Net Profit
27.154PSR
0.665Sharpe Ratio
-2.35Alpha
33.139Beta
-100CAR
100Drawdown
-77.15Loss Rate
0Parameters
0Security Types
124Tradeable Dates
23Trades
0.1Treynor Ratio
37715.81Win Rate
296.329Net Profit
81.917PSR
12.042Sharpe Ratio
17.609Alpha
6.895Beta
1537.302CAR
49.1Drawdown
-2.25Loss Rate
0Parameters
0Security Types
123Tradeable Dates
855Trades
2.737Treynor Ratio
8.21Win Rate
311.794Net Profit
79.823PSR
2.099Sharpe Ratio
1.041Alpha
0.028Beta
149.53CAR
28.6Drawdown
-0.4Loss Rate
0Parameters
0Security Types
0Tradeable Dates
3818Trades
37.379Treynor Ratio
0.72Win Rate
8.561Net Profit
32.003PSR
0.332Sharpe Ratio
0.184Alpha
-0.503Beta
15.346CAR
21.3Drawdown
-0.23Loss Rate
112Parameters
0Security Types
144Tradeable Dates
1235Trades
-0.192Treynor Ratio
0.48Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
6618Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-99.96Net Profit
27.154PSR
0.665Sharpe Ratio
-2.35Alpha
33.139Beta
-100CAR
100Drawdown
-77.15Loss Rate
0Parameters
0Security Types
124Tradeable Dates
23Trades
0.1Treynor Ratio
37715.81Win Rate
296.329Net Profit
81.917PSR
12.042Sharpe Ratio
17.609Alpha
6.895Beta
1537.302CAR
49.1Drawdown
-2.25Loss Rate
0Parameters
0Security Types
123Tradeable Dates
855Trades
2.737Treynor Ratio
8.21Win Rate
311.794Net Profit
79.823PSR
2.099Sharpe Ratio
1.041Alpha
0.028Beta
149.53CAR
28.6Drawdown
-0.4Loss Rate
0Parameters
0Security Types
0Tradeable Dates
3818Trades
37.379Treynor Ratio
0.72Win Rate
8.561Net Profit
32.003PSR
0.332Sharpe Ratio
0.184Alpha
-0.503Beta
15.346CAR
21.3Drawdown
-0.23Loss Rate
112Parameters
0Security Types
144Tradeable Dates
1235Trades
-0.192Treynor Ratio
0.48Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
9Parameters
0Security Types
6618Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
989Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
989Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
86.781Net Profit
3.08PSR
0.415Sharpe Ratio
0.044Alpha
0.536Beta
9.882CAR
38.8Drawdown
-1.11Loss Rate
86Parameters
1Security Types
1667Tradeable Dates
28860Trades
0.18Treynor Ratio
0.58Win Rate
546.652Net Profit
62.375PSR
1.231Sharpe Ratio
0.256Alpha
-0.119Beta
33.274CAR
24.4Drawdown
-0.38Loss Rate
31Parameters
1Security Types
0Tradeable Dates
7612Trades
-2.043Treynor Ratio
0.4Win Rate
270.72Net Profit
67.595PSR
1.397Sharpe Ratio
0.352Alpha
-0.143Beta
46.211CAR
24.4Drawdown
-0.53Loss Rate
31Parameters
1Security Types
0Tradeable Dates
3356Trades
-2.363Treynor Ratio
0.6Win Rate
6.972Net Profit
28.045PSR
0.538Sharpe Ratio
0.019Alpha
0.228Beta
7.011CAR
10.6Drawdown
-0.19Loss Rate
31Parameters
0Security Types
0Tradeable Dates
1393Trades
0.233Treynor Ratio
0.18Win Rate
45.66Net Profit
3.992PSR
0.419Sharpe Ratio
-0.002Alpha
0.527Beta
6.081CAR
28.6Drawdown
-0.64Loss Rate
29Parameters
0Security Types
1602Tradeable Dates
1412Trades
0.093Treynor Ratio
0.98Win Rate
130.47Net Profit
74.37PSR
1.532Sharpe Ratio
0.27Alpha
0.582Beta
42.258CAR
13.8Drawdown
-3.16Loss Rate
35Parameters
0Security Types
595Tradeable Dates
253Trades
0.516Treynor Ratio
3.03Win Rate
130.47Net Profit
74.37PSR
1.532Sharpe Ratio
0.27Alpha
0.582Beta
42.258CAR
13.8Drawdown
-3.16Loss Rate
35Parameters
0Security Types
595Tradeable Dates
253Trades
0.516Treynor Ratio
3.03Win Rate
-14.105Net Profit
5.082PSR
-0.159Sharpe Ratio
-0.014Alpha
0.639Beta
-10.513CAR
34.9Drawdown
-3.84Loss Rate
35Parameters
0Security Types
343Tradeable Dates
182Trades
-0.065Treynor Ratio
2.9Win Rate
75.519Net Profit
72.593PSR
1.658Sharpe Ratio
0.384Alpha
0.569Beta
50.831CAR
13.5Drawdown
-2.95Loss Rate
35Parameters
0Security Types
343Tradeable Dates
182Trades
0.632Treynor Ratio
2.81Win Rate
76.881Net Profit
69.463PSR
1.588Sharpe Ratio
0.396Alpha
0.606Beta
51.685CAR
13.8Drawdown
-3.13Loss Rate
35Parameters
0Security Types
343Tradeable Dates
181Trades
0.611Treynor Ratio
2.99Win Rate
54.788Net Profit
16.212PSR
0.562Sharpe Ratio
0Alpha
0Beta
15.419CAR
32.7Drawdown
-0.53Loss Rate
29Parameters
0Security Types
0Tradeable Dates
3128Trades
0Treynor Ratio
0.56Win Rate
354.896Net Profit
40.107PSR
1.009Sharpe Ratio
0.22Alpha
-0.128Beta
27.432CAR
27.5Drawdown
-0.37Loss Rate
33Parameters
0Security Types
0Tradeable Dates
7472Trades
-1.624Treynor Ratio
0.4Win Rate
-19.348Net Profit
7.807PSR
-0.864Sharpe Ratio
-0.236Alpha
-0.37Beta
-44.872CAR
22.1Drawdown
-1.92Loss Rate
100Parameters
1Security Types
91Tradeable Dates
275Trades
0.808Treynor Ratio
3.7Win Rate
354.891Net Profit
40.106PSR
1.009Sharpe Ratio
0.22Alpha
-0.128Beta
27.432CAR
27.5Drawdown
-0.37Loss Rate
32Parameters
0Security Types
0Tradeable Dates
7474Trades
-1.624Treynor Ratio
0.4Win Rate
46.647Net Profit
72.535PSR
2.381Sharpe Ratio
0Alpha
0Beta
138.261CAR
18.8Drawdown
-0.42Loss Rate
94Parameters
1Security Types
110Tradeable Dates
617Trades
0Treynor Ratio
1.8Win Rate