183.839Net Profit

2.442PSR

0.579Sharpe Ratio

0.044Alpha

0.134Beta

7.639CAR

20.3Drawdown

56Loss Rate

33Parameters

1Security Types

0.382Sortino Ratio

3564Tradeable Dates

409Trades

0.428Treynor Ratio

44Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

1Security Types

0Sortino Ratio

1010Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

897.665Net Profit

69.35PSR

1.227Sharpe Ratio

0.157Alpha

0.197Beta

24.574CAR

18.2Drawdown

41Loss Rate

21Parameters

1Security Types

0.4994Sortino Ratio

2633Tradeable Dates

145Trades

0.891Treynor Ratio

59Win Rate

-21.902Net Profit

2.831PSR

-1.206Sharpe Ratio

-0.127Alpha

0.675Beta

-42.324CAR

22.8Drawdown

81Loss Rate

0Parameters

1Security Types

-1.0217Sortino Ratio

114Tradeable Dates

33Trades

-0.438Treynor Ratio

19Win Rate

14.244Net Profit

7.352PSR

0.587Sharpe Ratio

0.002Alpha

0.097Beta

1.562CAR

5.5Drawdown

-0.45Loss Rate

5Parameters

2Security Types

0.883Sortino Ratio

2665Tradeable Dates

33Trades

0.113Treynor Ratio

1.34Win Rate

2093.857Net Profit

58.603PSR

1.136Sharpe Ratio

0.163Alpha

0.141Beta

24.124CAR

21.9Drawdown

-1.43Loss Rate

27Parameters

1Security Types

1.898Sortino Ratio

3597Tradeable Dates

271Trades

1.237Treynor Ratio

4.07Win Rate

2680.576Net Profit

95.224PSR

1.519Sharpe Ratio

0.145Alpha

0.501Beta

29.039CAR

15.7Drawdown

12Loss Rate

0Parameters

2Security Types

4.8817Sortino Ratio

4764Tradeable Dates

118Trades

0.405Treynor Ratio

88Win Rate

21.999Net Profit

44.281PSR

0.949Sharpe Ratio

0.05Alpha

0.622Beta

21.167CAR

10.9Drawdown

29Loss Rate

29Parameters

1Security Types

1.8765Sortino Ratio

262Tradeable Dates

15Trades

0.254Treynor Ratio

71Win Rate

8748.61Net Profit

93.514PSR

1.506Sharpe Ratio

0.256Alpha

0.119Beta

37.586CAR

19.4Drawdown

-1.16Loss Rate

0Parameters

1Security Types

2.596Sortino Ratio

3536Tradeable Dates

613Trades

2.241Treynor Ratio

2.69Win Rate

131691.248Net Profit

59.465PSR

1.322Sharpe Ratio

0.569Alpha

-0.136Beta

67.339CAR

70.7Drawdown

-4.71Loss Rate

27Parameters

2Security Types

1.645Sortino Ratio

5094Tradeable Dates

315Trades

-4.084Treynor Ratio

14.79Win Rate

85592.05Net Profit

51.755PSR

1.253Sharpe Ratio

0.533Alpha

-0.134Beta

62.257CAR

72.4Drawdown

-8.64Loss Rate

27Parameters

2Security Types

1.543Sortino Ratio

5094Tradeable Dates

235Trades

-3.876Treynor Ratio

20.18Win Rate

42816.417Net Profit

37.265PSR

1.132Sharpe Ratio

0.48Alpha

-0.127Beta

54.412CAR

68.1Drawdown

-8.93Loss Rate

27Parameters

2Security Types

1.344Sortino Ratio

5094Tradeable Dates

175Trades

-3.677Treynor Ratio

22.47Win Rate

30.927Net Profit

70.685PSR

1.651Sharpe Ratio

0.078Alpha

0.899Beta

34.362CAR

10.8Drawdown

40Loss Rate

19Parameters

1Security Types

3.1052Sortino Ratio

230Tradeable Dates

11Trades

0.267Treynor Ratio

60Win Rate

26.039Net Profit

53.099PSR

1.197Sharpe Ratio

0.045Alpha

0.989Beta

32.776CAR

14.4Drawdown

52Loss Rate

0Parameters

1Security Types

0.6207Sortino Ratio

205Tradeable Dates

51Trades

0.245Treynor Ratio

48Win Rate

3524.438Net Profit

90.534PSR

1.487Sharpe Ratio

0.285Alpha

-0.244Beta

29.924CAR

19.3Drawdown

-2.02Loss Rate

29Parameters

1Security Types

2.235Sortino Ratio

3450Tradeable Dates

153Trades

-1.066Treynor Ratio

8.02Win Rate

7586.623Net Profit

96.931PSR

1.684Sharpe Ratio

0.311Alpha

0.117Beta

37.486CAR

19.4Drawdown

-1.18Loss Rate

0Parameters

1Security Types

2.599Sortino Ratio

3431Tradeable Dates

557Trades

2.767Treynor Ratio

2.69Win Rate

9411.546Net Profit

92.803PSR

1.586Sharpe Ratio

0.335Alpha

0.126Beta

39.65CAR

40.2Drawdown

-1.35Loss Rate

56Parameters

1Security Types

2.3Sortino Ratio

3431Tradeable Dates

556Trades

2.764Treynor Ratio

2.92Win Rate

8032.417Net Profit

97.569PSR

1.717Sharpe Ratio

0.317Alpha

0.118Beta

38.172CAR

19.4Drawdown

-1.11Loss Rate

0Parameters

1Security Types

2.661Sortino Ratio

3422Tradeable Dates

619Trades

2.8Treynor Ratio

2.71Win Rate

3761.609Net Profit

94.686PSR

1.587Sharpe Ratio

0.269Alpha

0.025Beta

31.567CAR

16.8Drawdown

-1.97Loss Rate

25Parameters

1Security Types

2.367Sortino Ratio

3350Tradeable Dates

143Trades

11.021Treynor Ratio

8.02Win Rate

2632.583Net Profit

89.443PSR

1.463Sharpe Ratio

0.243Alpha

0.009Beta

28.195CAR

18.2Drawdown

-1.88Loss Rate

25Parameters

1Security Types

2.157Sortino Ratio

3350Tradeable Dates

175Trades

28.178Treynor Ratio

6.73Win Rate

2002.756Net Profit

77.428PSR

1.318Sharpe Ratio

0.216Alpha

0.123Beta

25.994CAR

21Drawdown

-0.59Loss Rate

0Parameters

0Security Types

2.036Sortino Ratio

3315Tradeable Dates

1238Trades

1.856Treynor Ratio

1.02Win Rate

62635.879Net Profit

93.096PSR

1.901Sharpe Ratio

0.765Alpha

0.063Beta

63.103CAR

43.7Drawdown

-4.39Loss Rate

37Parameters

1Security Types

1.711Sortino Ratio

3312Tradeable Dates

217Trades

12.187Treynor Ratio

15.52Win Rate

8143.657Net Profit

41.723PSR

1.132Sharpe Ratio

0.385Alpha

0.15Beta

40.166CAR

68.2Drawdown

41Loss Rate

0Parameters

1Security Types

0.6232Sortino Ratio

3287Tradeable Dates

723Trades

2.674Treynor Ratio

59Win Rate

4738.36Net Profit

64.774PSR

1.257Sharpe Ratio

0.297Alpha

0.181Beta

34.266CAR

29.2Drawdown

-1.86Loss Rate

56Parameters

1Security Types

1.798Sortino Ratio

3311Tradeable Dates

586Trades

1.736Treynor Ratio

3.14Win Rate

6913.311Net Profit

39.754PSR

1.108Sharpe Ratio

0.36Alpha

0.21Beta

38.106CAR

44.8Drawdown

-4.26Loss Rate

56Parameters

1Security Types

1.528Sortino Ratio

3311Tradeable Dates

321Trades

1.811Treynor Ratio

6.59Win Rate