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13310.821Net Profit
100PSR
3.039Sharpe Ratio
0.37Alpha
-0.004Beta
56.068CAR
12.9Drawdown
-0.03Loss Rate
5744Parameters
0Security Types
4018Tradeable Dates
110502Trades
-87.083Treynor Ratio
0.04Win Rate
13310.821Net Profit
100PSR
3.039Sharpe Ratio
0.37Alpha
-0.004Beta
56.068CAR
12.9Drawdown
-0.03Loss Rate
5744Parameters
0Security Types
4018Tradeable Dates
110502Trades
-87.083Treynor Ratio
0.04Win Rate