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1.097Net Profit
61.475PSR
1.651Sharpe Ratio
0.16Alpha
0.432Beta
28.946CAR
1.4Drawdown
0Loss Rate
0Parameters
1Security Types
3.218Sortino Ratio
11Tradeable Dates
6Trades
0.349Treynor Ratio
0Win Rate
0.089Net Profit
2.549PSR
-6.445Sharpe Ratio
-0.117Alpha
0.267Beta
3.013CAR
1.1Drawdown
0Loss Rate
0Parameters
2Security Types
-5.744Sortino Ratio
9Tradeable Dates
8Trades
-1.052Treynor Ratio
100Win Rate
6.79Net Profit
98.049PSR
6.405Sharpe Ratio
0.701Alpha
0.314Beta
135.473CAR
0.9Drawdown
33Loss Rate
0Parameters
2Security Types
26.623Sortino Ratio
24Tradeable Dates
21Trades
2.568Treynor Ratio
67Win Rate
3.052Net Profit
88.2PSR
6.616Sharpe Ratio
0.643Alpha
0.149Beta
118.963CAR
1.4Drawdown
-0.29Loss Rate
0Parameters
0Security Types
14Tradeable Dates
48Trades
5.006Treynor Ratio
0.48Win Rate
6.115Net Profit
76.132PSR
0.801Sharpe Ratio
0.037Alpha
0.006Beta
13.44CAR
1.8Drawdown
-0.61Loss Rate
0Parameters
0Security Types
171Tradeable Dates
26Trades
6.806Treynor Ratio
1.02Win Rate
1.097Net Profit
61.475PSR
1.651Sharpe Ratio
0.16Alpha
0.432Beta
28.946CAR
1.4Drawdown
0Loss Rate
0Parameters
1Security Types
3.218Sortino Ratio
11Tradeable Dates
6Trades
0.349Treynor Ratio
0Win Rate
0.089Net Profit
2.549PSR
-6.445Sharpe Ratio
-0.117Alpha
0.267Beta
3.013CAR
1.1Drawdown
0Loss Rate
0Parameters
2Security Types
-5.744Sortino Ratio
9Tradeable Dates
8Trades
-1.052Treynor Ratio
100Win Rate
6.79Net Profit
98.049PSR
6.405Sharpe Ratio
0.701Alpha
0.314Beta
135.473CAR
0.9Drawdown
33Loss Rate
0Parameters
2Security Types
26.623Sortino Ratio
24Tradeable Dates
21Trades
2.568Treynor Ratio
67Win Rate
3.052Net Profit
88.2PSR
6.616Sharpe Ratio
0.643Alpha
0.149Beta
118.963CAR
1.4Drawdown
-0.29Loss Rate
0Parameters
0Security Types
14Tradeable Dates
48Trades
5.006Treynor Ratio
0.48Win Rate
6.115Net Profit
76.132PSR
0.801Sharpe Ratio
0.037Alpha
0.006Beta
13.44CAR
1.8Drawdown
-0.61Loss Rate
0Parameters
0Security Types
171Tradeable Dates
26Trades
6.806Treynor Ratio
1.02Win Rate
1.36Net Profit
51.555PSR
-0.088Sharpe Ratio
0Alpha
0Beta
7.23CAR
1.9Drawdown
-0.72Loss Rate
87Parameters
0Security Types
0Tradeable Dates
10Trades
0Treynor Ratio
1.26Win Rate