110.92Net Profit

9.025PSR

0.44Sharpe Ratio

0.078Alpha

0.549Beta

15.793CAR

34Drawdown

-6.46Loss Rate

0Parameters

0Security Types

1278Tradeable Dates

54Trades

0.23Treynor Ratio

16.33Win Rate

24052.945Net Profit

94.276PSR

1.495Sharpe Ratio

0.242Alpha

1.091Beta

49.425CAR

30.2Drawdown

38Loss Rate

0Parameters

1Security Types

1.626Sortino Ratio

3434Tradeable Dates

1540Trades

0.308Treynor Ratio

62Win Rate

1973.216Net Profit

99.064PSR

2.288Sharpe Ratio

0.514Alpha

0.906Beta

91.758CAR

29.1Drawdown

36Loss Rate

0Parameters

1Security Types

2.594Sortino Ratio

1170Tradeable Dates

675Trades

0.658Treynor Ratio

64Win Rate

694.277Net Profit

99.844PSR

2.637Sharpe Ratio

0.486Alpha

0.806Beta

85.548CAR

20.9Drawdown

-0.28Loss Rate

614Parameters

0Security Types

842Tradeable Dates

807Trades

0.666Treynor Ratio

0.87Win Rate

11350.465Net Profit

82.466PSR

1.326Sharpe Ratio

0.229Alpha

0.886Beta

43.732CAR

32.3Drawdown

-1.91Loss Rate

585Parameters

0Security Types

3284Tradeable Dates

483Trades

0.342Treynor Ratio

4.84Win Rate

1640.747Net Profit

58.112PSR

1.049Sharpe Ratio

0.111Alpha

0.685Beta

24.878CAR

28Drawdown

-1.67Loss Rate

510Parameters

1Security Types

3234Tradeable Dates

675Trades

0.243Treynor Ratio

2.53Win Rate

347.096Net Profit

89.635PSR

1.613Sharpe Ratio

0.277Alpha

0.563Beta

47.532CAR

17.5Drawdown

-2.06Loss Rate

510Parameters

1Security Types

969Tradeable Dates

213Trades

0.563Treynor Ratio

3.31Win Rate

71.787Net Profit

98.912PSR

5.695Sharpe Ratio

1.117Alpha

1.507Beta

247.311CAR

8.5Drawdown

-0.4Loss Rate

487Parameters

1Security Types

109Tradeable Dates

204Trades

0.96Treynor Ratio

0.92Win Rate

72.398Net Profit

97.396PSR

9.236Sharpe Ratio

3.341Alpha

2.008Beta

755.226CAR

10.4Drawdown

8Loss Rate

591Parameters

1Security Types

0Sortino Ratio

63Tradeable Dates

27Trades

1.906Treynor Ratio

92Win Rate

72.398Net Profit

97.396PSR

9.236Sharpe Ratio

3.341Alpha

2.008Beta

755.226CAR

10.4Drawdown

-3.66Loss Rate

591Parameters

0Security Types

63Tradeable Dates

27Trades

1.906Treynor Ratio

3.35Win Rate

12.405Net Profit

73.397PSR

2.418Sharpe Ratio

0.165Alpha

1.039Beta

60.998CAR

9.9Drawdown

50Loss Rate

561Parameters

1Security Types

0.8325Sortino Ratio

62Tradeable Dates

9Trades

0.397Treynor Ratio

50Win Rate

10.623Net Profit

68.291PSR

2.087Sharpe Ratio

0.176Alpha

1.035Beta

51.558CAR

9.9Drawdown

50Loss Rate

562Parameters

1Security Types

0.8253Sortino Ratio

61Tradeable Dates

9Trades

0.342Treynor Ratio

50Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

602Parameters

1Security Types

0Sortino Ratio

57Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

5.097Net Profit

48.173PSR

1.016Sharpe Ratio

0.087Alpha

1.471Beta

30.755CAR

11.5Drawdown

-0.22Loss Rate

526Parameters

1Security Types

46Tradeable Dates

119Trades

0.162Treynor Ratio

0.43Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

557Parameters

1Security Types

0Sortino Ratio

37Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

19.027Net Profit

66.262PSR

1.8Sharpe Ratio

0.355Alpha

0.073Beta

51.637CAR

14.4Drawdown

-0.65Loss Rate

800Parameters

0Security Types

4.022Sortino Ratio

104Tradeable Dates

266Trades

4.937Treynor Ratio

0.97Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

444Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

82Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

444Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1593Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-0.213Net Profit

32.76PSR

0.173Sharpe Ratio

-0.034Alpha

0.581Beta

-1.048CAR

15.2Drawdown

-0.59Loss Rate

438Parameters

1Security Types

-0.244Sortino Ratio

51Tradeable Dates

155Trades

0.11Treynor Ratio

0.86Win Rate

-0.213Net Profit

32.76PSR

0.173Sharpe Ratio

-0.026Alpha

0.585Beta

-1.048CAR

15.2Drawdown

-0.59Loss Rate

438Parameters

1Security Types

-0.244Sortino Ratio

51Tradeable Dates

155Trades

0.109Treynor Ratio

0.86Win Rate

-5.655Net Profit

24.975PSR

-0.144Sharpe Ratio

-0.241Alpha

0.543Beta

-21.301CAR

23.5Drawdown

-1.81Loss Rate

436Parameters

0Security Types

-0.867Sortino Ratio

60Tradeable Dates

100Trades

-0.117Treynor Ratio

1.81Win Rate

51.006Net Profit

69.548PSR

2.419Sharpe Ratio

1.126Alpha

0.342Beta

152.076CAR

22.1Drawdown

-1.82Loss Rate

436Parameters

0Security Types

3.906Sortino Ratio

113Tradeable Dates

155Trades

3.249Treynor Ratio

2.57Win Rate

127.129Net Profit

98.09PSR

3.476Sharpe Ratio

0.82Alpha

0.255Beta

124.298CAR

15.3Drawdown

-0.51Loss Rate

507Parameters

1Security Types

7.45Sortino Ratio

255Tradeable Dates

379Trades

3.107Treynor Ratio

1.37Win Rate

-76.635Net Profit

0.734PSR

-0.742Sharpe Ratio

-0.178Alpha

3.131Beta

-76.759CAR

78.3Drawdown

-5.22Loss Rate

472Parameters

0Security Types

-1.392Sortino Ratio

251Tradeable Dates

109Trades

-0.169Treynor Ratio

9.97Win Rate

1520.999Net Profit

99.765PSR

11.119Sharpe Ratio

7.729Alpha

0.294Beta

1537.639CAR

24.3Drawdown

-2.72Loss Rate

882Parameters

0Security Types

31.602Sortino Ratio

251Tradeable Dates

291Trades

26.213Treynor Ratio

5.72Win Rate

10.388Net Profit

68.198PSR

4.509Sharpe Ratio

2.618Alpha

1.232Beta

307.763CAR

15.6Drawdown

-0.97Loss Rate

431Parameters

0Security Types

1.755Sortino Ratio

19Tradeable Dates

24Trades

1.586Treynor Ratio

3.06Win Rate

28.335Net Profit

96.917PSR

6.715Sharpe Ratio

1.253Alpha

-0.549Beta

244.45CAR

6.6Drawdown

-0.35Loss Rate

208Parameters

0Security Types

18.153Sortino Ratio

50Tradeable Dates

77Trades

-2.585Treynor Ratio

1.77Win Rate

292.999Net Profit

77.287PSR

3.272Sharpe Ratio

2.525Alpha

-0.426Beta

305.769CAR

56.5Drawdown

49Loss Rate

55Parameters

1Security Types

0.0977Sortino Ratio

247Tradeable Dates

143Trades

-6.045Treynor Ratio

51Win Rate

194.896Net Profit

92.121PSR

3.462Sharpe Ratio

1.206Alpha

-1.096Beta

206.262CAR

20.7Drawdown

-1.26Loss Rate

118Parameters

1Security Types

9.172Sortino Ratio

245Tradeable Dates

184Trades

-1.223Treynor Ratio

2.78Win Rate

14.57Net Profit

74.355PSR

4.115Sharpe Ratio

1.523Alpha

0.537Beta

211.714CAR

15.7Drawdown

-0.83Loss Rate

197Parameters

0Security Types

10.779Sortino Ratio

31Tradeable Dates

58Trades

2.513Treynor Ratio

1.96Win Rate