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9415.429Net Profit
96.069PSR
1.691Sharpe Ratio
0Alpha
0Beta
41.272CAR
36.1Drawdown
-1.06Loss Rate
64Parameters
1Security Types
2.53Sortino Ratio
3316Tradeable Dates
544Trades
0Treynor Ratio
2.68Win Rate
9415.429Net Profit
96.069PSR
1.691Sharpe Ratio
0Alpha
0Beta
41.272CAR
36.1Drawdown
-1.06Loss Rate
64Parameters
1Security Types
2.53Sortino Ratio
3316Tradeable Dates
544Trades
0Treynor Ratio
2.68Win Rate
Dresdner left a comment in the discussion Parameter Optimization Example in a Long/Hold Strategy
Can we optimize more than 2 parameters? I cannot add more than 2 parameters - it is not useful at...
Dresdner left a comment in the discussion Parameter Optimization Example in a Long/Hold Strategy
Can we optimize more than 2 parameters? I cannot add more than 2 parameters - it is not useful at...
3 years ago