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0.423Net Profit
18.822PSR
-0.568Sharpe Ratio
-0.055Alpha
0.054Beta
0.637CAR
10.3Drawdown
51Loss Rate
0Parameters
1Security Types
-0.647Sortino Ratio
173Tradeable Dates
658Trades
-0.874Treynor Ratio
49Win Rate
0.423Net Profit
18.822PSR
-0.568Sharpe Ratio
-0.055Alpha
0.054Beta
0.637CAR
10.3Drawdown
51Loss Rate
0Parameters
1Security Types
-0.647Sortino Ratio
173Tradeable Dates
658Trades
-0.874Treynor Ratio
49Win Rate