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46.853Net Profit
6.05PSR
0.282Sharpe Ratio
-0.034Alpha
0.109Beta
7.666CAR
27.2Drawdown
-0.5Loss Rate
9Parameters
0Security Types
1898Tradeable Dates
292Trades
0.384Treynor Ratio
1.47Win Rate
46.853Net Profit
6.05PSR
0.282Sharpe Ratio
-0.034Alpha
0.109Beta
7.666CAR
27.2Drawdown
-0.5Loss Rate
9Parameters
0Security Types
1898Tradeable Dates
292Trades
0.384Treynor Ratio
1.47Win Rate