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6.601Net Profit
100PSR
-1.858Sharpe Ratio
-0.017Alpha
0.006Beta
5.208CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
316Tradeable Dates
1Trades
-2.723Treynor Ratio
0Win Rate
6.599Net Profit
100PSR
-1.86Sharpe Ratio
-0.017Alpha
0.006Beta
5.206CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
316Tradeable Dates
1Trades
-2.727Treynor Ratio
0Win Rate
6.601Net Profit
100PSR
-1.858Sharpe Ratio
-0.017Alpha
0.006Beta
5.208CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
316Tradeable Dates
1Trades
-2.723Treynor Ratio
0Win Rate
6.599Net Profit
100PSR
-1.86Sharpe Ratio
-0.017Alpha
0.006Beta
5.206CAR
0.3Drawdown
0Loss Rate
0Parameters
0Security Types
316Tradeable Dates
1Trades
-2.727Treynor Ratio
0Win Rate