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0.036Net Profit
0PSR
-1.961Sharpe Ratio
0.061Alpha
-0.054Beta
4.532CAR
0Drawdown
-0.04Loss Rate
0Parameters
0Security Types
2Tradeable Dates
15Trades
0.149Treynor Ratio
0.03Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
-0.126Net Profit
0PSR
-12.349Sharpe Ratio
-0.196Alpha
0.108Beta
-14.233CAR
0.2Drawdown
75Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
15Trades
-1.863Treynor Ratio
25Win Rate
-0.009Net Profit
0PSR
-64.769Sharpe Ratio
-0.058Alpha
0.014Beta
-1.106CAR
0.1Drawdown
100Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
4Trades
-4.893Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
37Trades
0Treynor Ratio
0Win Rate
0.036Net Profit
0PSR
-1.961Sharpe Ratio
0.061Alpha
-0.054Beta
4.532CAR
0Drawdown
-0.04Loss Rate
0Parameters
0Security Types
2Tradeable Dates
15Trades
0.149Treynor Ratio
0.03Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
-0.126Net Profit
0PSR
-12.349Sharpe Ratio
-0.196Alpha
0.108Beta
-14.233CAR
0.2Drawdown
75Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
15Trades
-1.863Treynor Ratio
25Win Rate
-0.009Net Profit
0PSR
-64.769Sharpe Ratio
-0.058Alpha
0.014Beta
-1.106CAR
0.1Drawdown
100Loss Rate
0Parameters
1Security Types
0Sortino Ratio
2Tradeable Dates
4Trades
-4.893Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
37Trades
0Treynor Ratio
0Win Rate
18.9Net Profit
36.536PSR
0.604Sharpe Ratio
0.237Alpha
0.014Beta
29.702CAR
30.6Drawdown
-4.59Loss Rate
0Parameters
0Security Types
168Tradeable Dates
103Trades
16.627Treynor Ratio
5.35Win Rate
-1.301Net Profit
17.465PSR
-0.223Sharpe Ratio
-0.094Alpha
0.326Beta
-1.964CAR
14.7Drawdown
55Loss Rate
0Parameters
1Security Types
-0.208Sortino Ratio
166Tradeable Dates
458Trades
-0.143Treynor Ratio
45Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
83Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate