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118.47Net Profit
100PSR
17.833Sharpe Ratio
1.328Alpha
0.093Beta
252.063CAR
12.1Drawdown
0Loss Rate
0Parameters
0Security Types
195Tradeable Dates
1Trades
14.497Treynor Ratio
0Win Rate
118.47Net Profit
100PSR
17.833Sharpe Ratio
1.328Alpha
0.093Beta
252.063CAR
12.1Drawdown
0Loss Rate
0Parameters
0Security Types
195Tradeable Dates
1Trades
14.497Treynor Ratio
0Win Rate
james left a comment in the discussion Micro Study: Yen Carry Trade
Hello. its nice simple illustration of the potential of the carry trade thanks for posting.
james left a comment in the discussion Micro Study: Yen Carry Trade
Hello. its nice simple illustration of the potential of the carry trade thanks for posting.
3 months ago