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7.508Net Profit
0.387Sharpe Ratio
0.015Alpha
0.188Beta
1.837CAR
10.4Drawdown
47Loss Rate
1Security Types
0.018788723237791Sortino Ratio
1003Tradeable Dates
1303Trades
0.103Treynor Ratio
53Win Rate
7.508Net Profit
0.351Sharpe Ratio
0.013Alpha
0.028Beta
1.836CAR
10.4Drawdown
47Loss Rate
1Security Types
0.018788723237791Sortino Ratio
1003Tradeable Dates
1303Trades
0.557Treynor Ratio
53Win Rate
274.009Net Profit
1.245Sharpe Ratio
0.532Alpha
3.183Beta
87.184CAR
39.8Drawdown
50Loss Rate
1Security Types
0.21144152334566Sortino Ratio
527Tradeable Dates
130Trades
0.274Treynor Ratio
50Win Rate
13.9Net Profit
0.264Sharpe Ratio
0.035Alpha
0.057Beta
3.502CAR
28.8Drawdown
50Loss Rate
1Security Types
0.060217339050213Sortino Ratio
948Tradeable Dates
570Trades
0.687Treynor Ratio
50Win Rate
274.09Net Profit
1.249Sharpe Ratio
0.535Alpha
3.183Beta
88.026CAR
39.8Drawdown
50Loss Rate
1Security Types
0.21328849646484Sortino Ratio
527Tradeable Dates
129Trades
0.275Treynor Ratio
50Win Rate
7.508Net Profit
0.387Sharpe Ratio
0.015Alpha
0.188Beta
1.837CAR
10.4Drawdown
47Loss Rate
1Security Types
0.018788723237791Sortino Ratio
1003Tradeable Dates
1303Trades
0.103Treynor Ratio
53Win Rate
7.508Net Profit
0.351Sharpe Ratio
0.013Alpha
0.028Beta
1.836CAR
10.4Drawdown
47Loss Rate
1Security Types
0.018788723237791Sortino Ratio
1003Tradeable Dates
1303Trades
0.557Treynor Ratio
53Win Rate
274.009Net Profit
1.245Sharpe Ratio
0.532Alpha
3.183Beta
87.184CAR
39.8Drawdown
50Loss Rate
1Security Types
0.21144152334566Sortino Ratio
527Tradeable Dates
130Trades
0.274Treynor Ratio
50Win Rate
13.9Net Profit
0.264Sharpe Ratio
0.035Alpha
0.057Beta
3.502CAR
28.8Drawdown
50Loss Rate
1Security Types
0.060217339050213Sortino Ratio
948Tradeable Dates
570Trades
0.687Treynor Ratio
50Win Rate
274.09Net Profit
1.249Sharpe Ratio
0.535Alpha
3.183Beta
88.026CAR
39.8Drawdown
50Loss Rate
1Security Types
0.21328849646484Sortino Ratio
527Tradeable Dates
129Trades
0.275Treynor Ratio
50Win Rate