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1668.137Net Profit
18.327PSR
1.185Sharpe Ratio
0.918Alpha
0.198Beta
104.858CAR
29.9Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
29865Trades
4.711Treynor Ratio
11.95Win Rate
441.006Net Profit
70.334PSR
1.538Sharpe Ratio
0.467Alpha
0.914Beta
75.49CAR
33.3Drawdown
-0.8Loss Rate
0Parameters
0Security Types
756Tradeable Dates
14894Trades
0.607Treynor Ratio
0.77Win Rate
596.34Net Profit
47.555PSR
1.175Sharpe Ratio
0.501Alpha
0.312Beta
62.294CAR
59.7Drawdown
-10.12Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
1021Trades
1.688Treynor Ratio
81.43Win Rate
1668.137Net Profit
18.327PSR
1.185Sharpe Ratio
0.918Alpha
0.198Beta
104.858CAR
29.9Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
29865Trades
4.711Treynor Ratio
11.95Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
1668.137Net Profit
18.327PSR
1.185Sharpe Ratio
0.918Alpha
0.198Beta
104.858CAR
29.9Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
29865Trades
4.711Treynor Ratio
11.95Win Rate
441.006Net Profit
70.334PSR
1.538Sharpe Ratio
0.467Alpha
0.914Beta
75.49CAR
33.3Drawdown
-0.8Loss Rate
0Parameters
0Security Types
756Tradeable Dates
14894Trades
0.607Treynor Ratio
0.77Win Rate
596.34Net Profit
47.555PSR
1.175Sharpe Ratio
0.501Alpha
0.312Beta
62.294CAR
59.7Drawdown
-10.12Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
1021Trades
1.688Treynor Ratio
81.43Win Rate
1668.137Net Profit
18.327PSR
1.185Sharpe Ratio
0.918Alpha
0.198Beta
104.858CAR
29.9Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
29865Trades
4.711Treynor Ratio
11.95Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
441.055Net Profit
70.336PSR
1.538Sharpe Ratio
0.467Alpha
0.914Beta
75.465CAR
33.3Drawdown
-0.84Loss Rate
0Parameters
0Security Types
756Tradeable Dates
11534Trades
0.607Treynor Ratio
0.76Win Rate
480.17Net Profit
53.617PSR
1.209Sharpe Ratio
0.304Alpha
1.02Beta
55.152CAR
33.3Drawdown
-0.89Loss Rate
0Parameters
0Security Types
1008Tradeable Dates
16647Trades
0.418Treynor Ratio
0.62Win Rate
0Parameters
1Security Types
66Tradeable Dates
0Parameters
1Security Types
756Tradeable Dates
0Parameters
1Security Types
332Tradeable Dates
0Parameters
2Security Types
1097Tradeable Dates
0Parameters
1Security Types
1259Tradeable Dates
1087.694Net Profit
53.368PSR
1.372Sharpe Ratio
0.727Alpha
0.352Beta
85.423CAR
47.5Drawdown
-3.74Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
1262Trades
2.184Treynor Ratio
124.45Win Rate
768.274Net Profit
43.454PSR
1.202Sharpe Ratio
0.636Alpha
0.374Beta
71.481CAR
53.8Drawdown
-7.5Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
1254Trades
1.819Treynor Ratio
124.05Win Rate
672.937Net Profit
63.663PSR
1.367Sharpe Ratio
0.49Alpha
0.123Beta
66.622CAR
36.7Drawdown
-0.99Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
774Trades
4.114Treynor Ratio
8.41Win Rate
833.53Net Profit
68.013PSR
1.46Sharpe Ratio
0.545Alpha
0.176Beta
74.663CAR
41.6Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
374Trades
3.22Treynor Ratio
8.76Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
1325.144Net Profit
67.664PSR
1.403Sharpe Ratio
0.509Alpha
0.151Beta
69.988CAR
39.6Drawdown
-6.95Loss Rate
0Parameters
0Security Types
1827Tradeable Dates
25Trades
3.471Treynor Ratio
106.27Win Rate
590.471Net Profit
55.584PSR
1.264Sharpe Ratio
0.465Alpha
0.174Beta
61.952CAR
39.5Drawdown
-6.16Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
20Trades
2.79Treynor Ratio
114.76Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
865.826Net Profit
70.603PSR
1.497Sharpe Ratio
0.553Alpha
0.156Beta
76.152CAR
39.1Drawdown
-2.12Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
418Trades
3.67Treynor Ratio
8.57Win Rate
833.53Net Profit
68.013PSR
1.46Sharpe Ratio
0.545Alpha
0.176Beta
74.663CAR
41.6Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
374Trades
3.22Treynor Ratio
8.76Win Rate
590.471Net Profit
55.584PSR
1.264Sharpe Ratio
0.465Alpha
0.174Beta
61.952CAR
39.5Drawdown
-6.16Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
20Trades
2.79Treynor Ratio
114.76Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
786.6Net Profit
69.61PSR
1.464Sharpe Ratio
0.522Alpha
0.164Beta
72.428CAR
42.7Drawdown
-2Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
466Trades
3.309Treynor Ratio
7.88Win Rate
198.448Net Profit
56.104PSR
1.204Sharpe Ratio
0.294Alpha
0.925Beta
49.592CAR
26.3Drawdown
-0.32Loss Rate
0Parameters
0Security Types
1509Tradeable Dates
10001Trades
0.39Treynor Ratio
0.16Win Rate
582.449Net Profit
88.223PSR
2.088Sharpe Ratio
0.649Alpha
0.799Beta
105.086CAR
29Drawdown
-0.98Loss Rate
0Parameters
0Security Types
756Tradeable Dates
10001Trades
0.904Treynor Ratio
0.65Win Rate
571.658Net Profit
87.707PSR
2.062Sharpe Ratio
0.646Alpha
0.811Beta
104.016CAR
29Drawdown
-1.23Loss Rate
0Parameters
0Security Types
756Tradeable Dates
10001Trades
0.883Treynor Ratio
0.59Win Rate
390.214Net Profit
15.542PSR
0.732Sharpe Ratio
0.084Alpha
0.78Beta
21.44CAR
37.7Drawdown
-1.2Loss Rate
0Parameters
0Security Types
3273Tradeable Dates
10001Trades
0.212Treynor Ratio
0.53Win Rate
390.214Net Profit
15.542PSR
0.732Sharpe Ratio
0.084Alpha
0.78Beta
21.44CAR
37.7Drawdown
-1.2Loss Rate
0Parameters
0Security Types
3273Tradeable Dates
10001Trades
0.212Treynor Ratio
0.53Win Rate