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41.69Net Profit
9.876PSR
0.32Sharpe Ratio
-0.013Alpha
1.342Beta
10.741CAR
52.2Drawdown
-0.21Loss Rate
0Parameters
0Security Types
858Tradeable Dates
2399Trades
0.055Treynor Ratio
0.18Win Rate
27.138Net Profit
0.4PSR
0.006Sharpe Ratio
-0.025Alpha
0.335Beta
2.581CAR
28.5Drawdown
-0.05Loss Rate
0Parameters
0Security Types
2369Tradeable Dates
6955Trades
0.001Treynor Ratio
0.08Win Rate
84.631Net Profit
49.514PSR
0.948Sharpe Ratio
0.087Alpha
0.614Beta
22.663CAR
19.3Drawdown
-0.01Loss Rate
0Parameters
0Security Types
756Tradeable Dates
1498Trades
0.238Treynor Ratio
0.06Win Rate
84.631Net Profit
49.514PSR
0.948Sharpe Ratio
0.087Alpha
0.614Beta
22.663CAR
19.3Drawdown
-0.01Loss Rate
0Parameters
0Security Types
756Tradeable Dates
1498Trades
0.238Treynor Ratio
0.06Win Rate
5.047Net Profit
18.481PSR
-0.013Sharpe Ratio
0Alpha
0Beta
5.022CAR
16.4Drawdown
-0.48Loss Rate
63Parameters
0Security Types
315Tradeable Dates
210Trades
0Treynor Ratio
0.61Win Rate
41.69Net Profit
9.876PSR
0.32Sharpe Ratio
-0.013Alpha
1.342Beta
10.741CAR
52.2Drawdown
-0.21Loss Rate
0Parameters
0Security Types
858Tradeable Dates
2399Trades
0.055Treynor Ratio
0.18Win Rate
27.138Net Profit
0.4PSR
0.006Sharpe Ratio
-0.025Alpha
0.335Beta
2.581CAR
28.5Drawdown
-0.05Loss Rate
0Parameters
0Security Types
2369Tradeable Dates
6955Trades
0.001Treynor Ratio
0.08Win Rate
84.631Net Profit
49.514PSR
0.948Sharpe Ratio
0.087Alpha
0.614Beta
22.663CAR
19.3Drawdown
-0.01Loss Rate
0Parameters
0Security Types
756Tradeable Dates
1498Trades
0.238Treynor Ratio
0.06Win Rate
84.631Net Profit
49.514PSR
0.948Sharpe Ratio
0.087Alpha
0.614Beta
22.663CAR
19.3Drawdown
-0.01Loss Rate
0Parameters
0Security Types
756Tradeable Dates
1498Trades
0.238Treynor Ratio
0.06Win Rate
5.047Net Profit
18.481PSR
-0.013Sharpe Ratio
0Alpha
0Beta
5.022CAR
16.4Drawdown
-0.48Loss Rate
63Parameters
0Security Types
315Tradeable Dates
210Trades
0Treynor Ratio
0.61Win Rate