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163.02Net Profit
68.012PSR
1.512Sharpe Ratio
0.462Alpha
-0.57Beta
62.287CAR
16.5Drawdown
-0.8Loss Rate
0Parameters
0Security Types
503Tradeable Dates
826Trades
-0.789Treynor Ratio
1.03Win Rate
163.02Net Profit
68.012PSR
1.512Sharpe Ratio
0.462Alpha
-0.57Beta
62.287CAR
16.5Drawdown
-0.8Loss Rate
0Parameters
0Security Types
503Tradeable Dates
826Trades
-0.789Treynor Ratio
1.03Win Rate
95.083Net Profit
82.447PSR
2.041Sharpe Ratio
0.471Alpha
1.015Beta
95.202CAR
16.4Drawdown
-1.63Loss Rate
0Parameters
0Security Types
251Tradeable Dates
374Trades
0.593Treynor Ratio
3.08Win Rate
28.851Net Profit
79.604PSR
3.092Sharpe Ratio
0.745Alpha
1.31Beta
174.508CAR
14.4Drawdown
-1.36Loss Rate
0Parameters
0Security Types
62Tradeable Dates
102Trades
0.828Treynor Ratio
3.32Win Rate
28.812Net Profit
79.596PSR
3.09Sharpe Ratio
0.744Alpha
1.308Beta
174.172CAR
14.4Drawdown
-1.42Loss Rate
0Parameters
0Security Types
62Tradeable Dates
101Trades
0.827Treynor Ratio
3.31Win Rate
163.02Net Profit
68.012PSR
1.512Sharpe Ratio
0.462Alpha
-0.57Beta
62.287CAR
16.5Drawdown
-0.8Loss Rate
0Parameters
0Security Types
503Tradeable Dates
826Trades
-0.789Treynor Ratio
1.03Win Rate
163.02Net Profit
68.012PSR
1.512Sharpe Ratio
0.462Alpha
-0.57Beta
62.287CAR
16.5Drawdown
-0.8Loss Rate
0Parameters
0Security Types
503Tradeable Dates
826Trades
-0.789Treynor Ratio
1.03Win Rate
95.083Net Profit
82.447PSR
2.041Sharpe Ratio
0.471Alpha
1.015Beta
95.202CAR
16.4Drawdown
-1.63Loss Rate
0Parameters
0Security Types
251Tradeable Dates
374Trades
0.593Treynor Ratio
3.08Win Rate
28.851Net Profit
79.604PSR
3.092Sharpe Ratio
0.745Alpha
1.31Beta
174.508CAR
14.4Drawdown
-1.36Loss Rate
0Parameters
0Security Types
62Tradeable Dates
102Trades
0.828Treynor Ratio
3.32Win Rate
28.812Net Profit
79.596PSR
3.09Sharpe Ratio
0.744Alpha
1.308Beta
174.172CAR
14.4Drawdown
-1.42Loss Rate
0Parameters
0Security Types
62Tradeable Dates
101Trades
0.827Treynor Ratio
3.31Win Rate
Ignacio left a comment in the discussion Firebirds Investment Club
We have decided to remove the previous day high exit condition and just stick to the RSI index...
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Ignacio left a comment in the discussion Firebirds Investment Club
We have decided to remove the previous day high exit condition and just stick to the RSI index...
3 months ago