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1.086Net Profit
90.879PSR
1.693Sharpe Ratio
0.089Alpha
0.077Beta
14.318CAR
5.8Drawdown
50Loss Rate
0Parameters
2Security Types
0Sortino Ratio
390Tradeable Dates
8Trades
0.715Treynor Ratio
50Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1079Parameters
0Security Types
297Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
22.786Net Profit
99.984PSR
4.453Sharpe Ratio
0.139Alpha
-0.033Beta
20.905CAR
1.6Drawdown
-0.05Loss Rate
1040Parameters
2Security Types
2.492Sortino Ratio
281Tradeable Dates
952Trades
-4.246Treynor Ratio
0.18Win Rate
21.884Net Profit
100PSR
4.873Sharpe Ratio
0.134Alpha
-0.029Beta
20.252CAR
1.1Drawdown
-0.06Loss Rate
1040Parameters
2Security Types
5.674Sortino Ratio
280Tradeable Dates
752Trades
-4.634Treynor Ratio
0.2Win Rate
22.476Net Profit
100PSR
5.165Sharpe Ratio
0.143Alpha
0Beta
21.212CAR
1.6Drawdown
-0.03Loss Rate
1017Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
275Tradeable Dates
504Trades
470.747Treynor Ratio
0.19Win Rate
1.086Net Profit
90.879PSR
1.693Sharpe Ratio
0.089Alpha
0.077Beta
14.318CAR
5.8Drawdown
50Loss Rate
0Parameters
2Security Types
0Sortino Ratio
390Tradeable Dates
8Trades
0.715Treynor Ratio
50Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1079Parameters
0Security Types
297Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
22.786Net Profit
99.984PSR
4.453Sharpe Ratio
0.139Alpha
-0.033Beta
20.905CAR
1.6Drawdown
-0.05Loss Rate
1040Parameters
2Security Types
2.492Sortino Ratio
281Tradeable Dates
952Trades
-4.246Treynor Ratio
0.18Win Rate
21.884Net Profit
100PSR
4.873Sharpe Ratio
0.134Alpha
-0.029Beta
20.252CAR
1.1Drawdown
-0.06Loss Rate
1040Parameters
2Security Types
5.674Sortino Ratio
280Tradeable Dates
752Trades
-4.634Treynor Ratio
0.2Win Rate
22.476Net Profit
100PSR
5.165Sharpe Ratio
0.143Alpha
0Beta
21.212CAR
1.6Drawdown
-0.03Loss Rate
1017Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
275Tradeable Dates
504Trades
470.747Treynor Ratio
0.19Win Rate
59.352Net Profit
96.885PSR
3.699Sharpe Ratio
0.373Alpha
0.066Beta
55.958CAR
7.9Drawdown
-0.22Loss Rate
905Parameters
0Security Types
1.643Sortino Ratio
273Tradeable Dates
800Trades
5.584Treynor Ratio
0.48Win Rate
55.74Net Profit
98.745PSR
3.101Sharpe Ratio
0.343Alpha
-0.073Beta
52.754CAR
5.3Drawdown
-3.74Loss Rate
905Parameters
0Security Types
1.478Sortino Ratio
272Tradeable Dates
272Trades
-4.784Treynor Ratio
5.24Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
763Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
260Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.517Net Profit
100PSR
4.061Sharpe Ratio
0.004Alpha
0Beta
0.519CAR
0.1Drawdown
0Loss Rate
763Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
260Tradeable Dates
208Trades
-18.491Treynor Ratio
0.02Win Rate
0.964Net Profit
99.989PSR
3.453Sharpe Ratio
0.007Alpha
0Beta
0.968CAR
0.3Drawdown
-0.01Loss Rate
752Parameters
0Security Types
1.51Sortino Ratio
260Tradeable Dates
376Trades
-138.908Treynor Ratio
0.03Win Rate
0.679Net Profit
100PSR
3.389Sharpe Ratio
0.002Alpha
0Beta
0.34CAR
0.1Drawdown
0Loss Rate
739Parameters
0Security Types
3.045Sortino Ratio
521Tradeable Dates
304Trades
-7.118Treynor Ratio
0.02Win Rate
0.134Net Profit
100PSR
3.851Sharpe Ratio
0.001Alpha
-0.001Beta
0.134CAR
0.1Drawdown
0Loss Rate
764Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
261Tradeable Dates
184Trades
-1.789Treynor Ratio
0.01Win Rate
0.21Net Profit
61.233PSR
1.45Sharpe Ratio
0.002Alpha
0.001Beta
0.266CAR
0.1Drawdown
0Loss Rate
225Parameters
2Security Types
0.78Sortino Ratio
201Tradeable Dates
432Trades
2.347Treynor Ratio
0.01Win Rate