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31.783Net Profit
53.438PSR
0.905Sharpe Ratio
0.122Alpha
0.488Beta
32.847CAR
13.4Drawdown
-4.05Loss Rate
38Parameters
0Security Types
246Tradeable Dates
23Trades
0.381Treynor Ratio
6.01Win Rate
31.783Net Profit
53.438PSR
0.905Sharpe Ratio
0.122Alpha
0.488Beta
32.847CAR
13.4Drawdown
-4.05Loss Rate
38Parameters
0Security Types
246Tradeable Dates
23Trades
0.381Treynor Ratio
6.01Win Rate