0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

70Parameters

0Security Types

6999Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

34Parameters

0Security Types

4822Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

85Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-0.418Net Profit

15.931PSR

-2.975Sharpe Ratio

-0.062Alpha

0.033Beta

-1.258CAR

1.7Drawdown

-0.42Loss Rate

19Parameters

0Security Types

82Tradeable Dates

2Trades

-1.707Treynor Ratio

0Win Rate

0.05Net Profit

27.096PSR

-2.386Sharpe Ratio

-0.052Alpha

0.035Beta

0.165CAR

1.7Drawdown

0Loss Rate

4Parameters

0Security Types

75Tradeable Dates

2Trades

-1.315Treynor Ratio

0.05Win Rate

-0.195Net Profit

15.498PSR

-1.882Sharpe Ratio

-0.084Alpha

-0.578Beta

-4.108CAR

5.5Drawdown

-0.48Loss Rate

91Parameters

0Security Types

13Tradeable Dates

73Trades

0.622Treynor Ratio

0.26Win Rate

5.519Net Profit

63.844PSR

3.039Sharpe Ratio

0.941Alpha

-0.887Beta

216.91CAR

2.9Drawdown

-0.02Loss Rate

44Parameters

0Security Types

13Tradeable Dates

91Trades

-0.585Treynor Ratio

0.09Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

18Parameters

0Security Types

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

20.552Net Profit

94.152PSR

2.229Sharpe Ratio

-0.006Alpha

0.985Beta

20.697CAR

2.6Drawdown

0Loss Rate

10Parameters

0Security Types

251Tradeable Dates

1Trades

0.127Treynor Ratio

0Win Rate

9.561Net Profit

32.727PSR

0.505Sharpe Ratio

-0.111Alpha

1.266Beta

9.626CAR

7.8Drawdown

0Loss Rate

11Parameters

0Security Types

251Tradeable Dates

2Trades

0.044Treynor Ratio

0Win Rate

-4.474Net Profit

6.023PSR

-0.465Sharpe Ratio

-0.117Alpha

0.554Beta

-4.502CAR

14Drawdown

0Loss Rate

10Parameters

0Security Types

251Tradeable Dates

1Trades

-0.078Treynor Ratio

0Win Rate

23.596Net Profit

47.012PSR

0.925Sharpe Ratio

-0.09Alpha

1.893Beta

23.764CAR

13.2Drawdown

0Loss Rate

10Parameters

0Security Types

251Tradeable Dates

1Trades

0.085Treynor Ratio

0Win Rate

-22.014Net Profit

0.457PSR

-1.509Sharpe Ratio

-0.184Alpha

-0.27Beta

-23.751CAR

27.3Drawdown

-2.17Loss Rate

9Parameters

0Security Types

231Tradeable Dates

12Trades

0.795Treynor Ratio

1.68Win Rate

-12.606Net Profit

0.803PSR

-1.492Sharpe Ratio

-0.12Alpha

-0.119Beta

-12.62CAR

18.1Drawdown

-2.54Loss Rate

0Parameters

0Security Types

251Tradeable Dates

32Trades

1.176Treynor Ratio

1.44Win Rate

-12.606Net Profit

0.803PSR

-1.492Sharpe Ratio

-0.12Alpha

-0.119Beta

-12.62CAR

18.1Drawdown

-2.54Loss Rate

0Parameters

0Security Types

251Tradeable Dates

32Trades

1.176Treynor Ratio

1.44Win Rate

2.269Net Profit

17.13PSR

-0.361Sharpe Ratio

-0.053Alpha

0.106Beta

2.272CAR

12.9Drawdown

-3.39Loss Rate

0Parameters

0Security Types

251Tradeable Dates

34Trades

-0.326Treynor Ratio

2.51Win Rate

2.269Net Profit

17.13PSR

-0.361Sharpe Ratio

-0.053Alpha

0.106Beta

2.272CAR

12.9Drawdown

-3.39Loss Rate

0Parameters

0Security Types

251Tradeable Dates

34Trades

-0.326Treynor Ratio

2.51Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

251Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

27.744Net Profit

76.739PSR

1.477Sharpe Ratio

0.07Alpha

0.506Beta

27.773CAR

6.3Drawdown

-1.13Loss Rate

0Parameters

0Security Types

252Tradeable Dates

13Trades

0.324Treynor Ratio

0.03Win Rate

27.744Net Profit

76.739PSR

1.477Sharpe Ratio

0.07Alpha

0.506Beta

27.773CAR

6.3Drawdown

-1.13Loss Rate

0Parameters

0Security Types

252Tradeable Dates

13Trades

0.324Treynor Ratio

0.03Win Rate

3.447Net Profit

52.362PSR

0.08Sharpe Ratio

-0.05Alpha

0.293Beta

8.441CAR

4.5Drawdown

-1.43Loss Rate

0Parameters

0Security Types

104Tradeable Dates

12Trades

0.015Treynor Ratio

0.97Win Rate

4.483Net Profit

60.327PSR

0.392Sharpe Ratio

-0.053Alpha

0.408Beta

11.058CAR

3.3Drawdown

-0.48Loss Rate

0Parameters

0Security Types

104Tradeable Dates

19Trades

0.054Treynor Ratio

0.83Win Rate

4.483Net Profit

60.327PSR

0.392Sharpe Ratio

-0.053Alpha

0.408Beta

11.058CAR

3.3Drawdown

-0.48Loss Rate

0Parameters

0Security Types

104Tradeable Dates

19Trades

0.054Treynor Ratio

0.83Win Rate

3.447Net Profit

52.362PSR

0.08Sharpe Ratio

-0.05Alpha

0.293Beta

8.441CAR

4.5Drawdown

-1.43Loss Rate

0Parameters

0Security Types

104Tradeable Dates

12Trades

0.015Treynor Ratio

0.97Win Rate

5.435Net Profit

51.986PSR

0.472Sharpe Ratio

-0.055Alpha

0.52Beta

13.493CAR

2.9Drawdown

-0.48Loss Rate

0Parameters

0Security Types

104Tradeable Dates

7Trades

0.078Treynor Ratio

3.39Win Rate

-4.912Net Profit

11.28PSR

-0.783Sharpe Ratio

-0.095Alpha

-0.163Beta

-9.577CAR

13Drawdown

-0.57Loss Rate

0Parameters

0Security Types

126Tradeable Dates

586Trades

0.701Treynor Ratio

0.38Win Rate

-6.666Net Profit

6.39PSR

-0.627Sharpe Ratio

-0.033Alpha

-0.449Beta

-6.654CAR

24Drawdown

0Loss Rate

0Parameters

0Security Types

252Tradeable Dates

2Trades

0.202Treynor Ratio

0Win Rate

-2.999Net Profit

9.041PSR

-0.552Sharpe Ratio

-0.017Alpha

-0.399Beta

-2.994CAR

20.4Drawdown

0Loss Rate

0Parameters

0Security Types

252Tradeable Dates

2Trades

0.17Treynor Ratio

0Win Rate