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776.843Net Profit
79.056PSR
1.278Sharpe Ratio
0.197Alpha
0.577Beta
37.764CAR
22.4Drawdown
-1.85Loss Rate
0Parameters
0Security Types
2474Tradeable Dates
828Trades
0.424Treynor Ratio
1.99Win Rate
768.253Net Profit
78.847PSR
1.277Sharpe Ratio
0.198Alpha
0.576Beta
37.778CAR
22.4Drawdown
-1.85Loss Rate
0Parameters
0Security Types
2463Tradeable Dates
828Trades
0.425Treynor Ratio
1.99Win Rate
735.585Net Profit
73.777PSR
1.216Sharpe Ratio
0.198Alpha
0.524Beta
37.014CAR
22.4Drawdown
-1.63Loss Rate
0Parameters
0Security Types
2461Tradeable Dates
945Trades
0.461Treynor Ratio
1.79Win Rate
434.79Net Profit
76.469PSR
1.328Sharpe Ratio
0.207Alpha
0.573Beta
39.876CAR
21Drawdown
-1.53Loss Rate
0Parameters
0Security Types
1827Tradeable Dates
683Trades
0.462Treynor Ratio
1.85Win Rate
776.843Net Profit
79.056PSR
1.278Sharpe Ratio
0.197Alpha
0.577Beta
37.764CAR
22.4Drawdown
-1.85Loss Rate
0Parameters
0Security Types
2474Tradeable Dates
828Trades
0.424Treynor Ratio
1.99Win Rate
768.253Net Profit
78.847PSR
1.277Sharpe Ratio
0.198Alpha
0.576Beta
37.778CAR
22.4Drawdown
-1.85Loss Rate
0Parameters
0Security Types
2463Tradeable Dates
828Trades
0.425Treynor Ratio
1.99Win Rate
735.585Net Profit
73.777PSR
1.216Sharpe Ratio
0.198Alpha
0.524Beta
37.014CAR
22.4Drawdown
-1.63Loss Rate
0Parameters
0Security Types
2461Tradeable Dates
945Trades
0.461Treynor Ratio
1.79Win Rate
434.79Net Profit
76.469PSR
1.328Sharpe Ratio
0.207Alpha
0.573Beta
39.876CAR
21Drawdown
-1.53Loss Rate
0Parameters
0Security Types
1827Tradeable Dates
683Trades
0.462Treynor Ratio
1.85Win Rate