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222.283Net Profit
43.923PSR
1.182Sharpe Ratio
0.568Alpha
1.834Beta
76.802CAR
65.6Drawdown
-6.47Loss Rate
24Parameters
0Security Types
528Tradeable Dates
47Trades
0.436Treynor Ratio
24.5Win Rate
222.283Net Profit
43.923PSR
1.182Sharpe Ratio
0.568Alpha
1.834Beta
76.802CAR
65.6Drawdown
-6.47Loss Rate
24Parameters
0Security Types
528Tradeable Dates
47Trades
0.436Treynor Ratio
24.5Win Rate