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-22.474Net Profit
4.747PSR
-0.382Sharpe Ratio
-0.106Alpha
-0.718Beta
-21.008CAR
41.6Drawdown
-13.95Loss Rate
12Parameters
0Security Types
0Tradeable Dates
16Trades
0.184Treynor Ratio
7.8Win Rate
-22.474Net Profit
4.747PSR
-0.382Sharpe Ratio
-0.106Alpha
-0.718Beta
-21.008CAR
41.6Drawdown
-13.95Loss Rate
12Parameters
0Security Types
0Tradeable Dates
16Trades
0.184Treynor Ratio
7.8Win Rate