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20521.535Net Profit
98.637PSR
2.036Sharpe Ratio
0.568Alpha
0.019Beta
65.035CAR
35.6Drawdown
-1.16Loss Rate
19Parameters
1Security Types
3.175Sortino Ratio
2675Tradeable Dates
253Trades
29.998Treynor Ratio
5.98Win Rate
20521.535Net Profit
98.637PSR
2.036Sharpe Ratio
0.568Alpha
0.019Beta
65.035CAR
35.6Drawdown
-1.16Loss Rate
19Parameters
1Security Types
3.175Sortino Ratio
2675Tradeable Dates
253Trades
29.998Treynor Ratio
5.98Win Rate