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45.904Net Profit
40.874PSR
0.686Sharpe Ratio
0.008Alpha
1.042Beta
26.148CAR
30.3Drawdown
-2.48Loss Rate
0Parameters
0Security Types
408Tradeable Dates
389Trades
0.143Treynor Ratio
0.8Win Rate
40.156Net Profit
72.586PSR
1.005Sharpe Ratio
0.087Alpha
0.153Beta
23.068CAR
10.9Drawdown
-1.61Loss Rate
0Parameters
0Security Types
408Tradeable Dates
352Trades
0.705Treynor Ratio
0.5Win Rate
45.904Net Profit
40.874PSR
0.686Sharpe Ratio
0.008Alpha
1.042Beta
26.148CAR
30.3Drawdown
-2.48Loss Rate
0Parameters
0Security Types
408Tradeable Dates
389Trades
0.143Treynor Ratio
0.8Win Rate
40.156Net Profit
72.586PSR
1.005Sharpe Ratio
0.087Alpha
0.153Beta
23.068CAR
10.9Drawdown
-1.61Loss Rate
0Parameters
0Security Types
408Tradeable Dates
352Trades
0.705Treynor Ratio
0.5Win Rate