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172.676Net Profit
2.625Sharpe Ratio
1.312Alpha
22.675Beta
701.52CAR
24.2Drawdown
0Loss Rate
7Parameters
2Security Types
0Sortino Ratio
151Tradeable Dates
3Trades
0.072Treynor Ratio
100Win Rate
7Parameters
1Security Types
151Tradeable Dates
172.676Net Profit
2.625Sharpe Ratio
1.312Alpha
22.675Beta
701.52CAR
24.2Drawdown
0Loss Rate
7Parameters
2Security Types
0Sortino Ratio
151Tradeable Dates
3Trades
0.072Treynor Ratio
100Win Rate
7Parameters
1Security Types
151Tradeable Dates
Dean left a comment in the discussion Warning: fill at stale price
Hi Jack,
Dean left a comment in the discussion Warning: fill at stale price
Hi Jack,
5 years ago