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20.257Net Profit
52.465PSR
1.079Sharpe Ratio
0.068Alpha
0.061Beta
7.638CAR
4.8Drawdown
75Loss Rate
2Parameters
1Security Types
0.0399Sortino Ratio
0Tradeable Dates
3281Trades
1.306Treynor Ratio
25Win Rate
91.671Net Profit
35.493PSR
0.896Sharpe Ratio
0.057Alpha
-0.023Beta
6.597CAR
13.1Drawdown
47Loss Rate
2Parameters
1Security Types
0.3729Sortino Ratio
2560Tradeable Dates
2282Trades
-2.383Treynor Ratio
53Win Rate
3.623Net Profit
23.338PSR
0.421Sharpe Ratio
0.028Alpha
-0.028Beta
2.247CAR
6.2Drawdown
48Loss Rate
2Parameters
1Security Types
0.04Sortino Ratio
0Tradeable Dates
1844Trades
-0.859Treynor Ratio
52Win Rate
-3.617Net Profit
3.311PSR
-0.427Sharpe Ratio
-0.019Alpha
-0.015Beta
-2.274CAR
7Drawdown
50Loss Rate
2Parameters
1Security Types
0.0048Sortino Ratio
0Tradeable Dates
460Trades
1.451Treynor Ratio
50Win Rate
3.885Net Profit
28.989PSR
0.564Sharpe Ratio
0.027Alpha
-0.013Beta
2.408CAR
4.1Drawdown
52Loss Rate
4Parameters
1Security Types
0.0824Sortino Ratio
0Tradeable Dates
1800Trades
-1.844Treynor Ratio
48Win Rate
20.257Net Profit
52.465PSR
1.079Sharpe Ratio
0.068Alpha
0.061Beta
7.638CAR
4.8Drawdown
75Loss Rate
2Parameters
1Security Types
0.0399Sortino Ratio
0Tradeable Dates
3281Trades
1.306Treynor Ratio
25Win Rate
91.671Net Profit
35.493PSR
0.896Sharpe Ratio
0.057Alpha
-0.023Beta
6.597CAR
13.1Drawdown
47Loss Rate
2Parameters
1Security Types
0.3729Sortino Ratio
2560Tradeable Dates
2282Trades
-2.383Treynor Ratio
53Win Rate
3.623Net Profit
23.338PSR
0.421Sharpe Ratio
0.028Alpha
-0.028Beta
2.247CAR
6.2Drawdown
48Loss Rate
2Parameters
1Security Types
0.04Sortino Ratio
0Tradeable Dates
1844Trades
-0.859Treynor Ratio
52Win Rate
-3.617Net Profit
3.311PSR
-0.427Sharpe Ratio
-0.019Alpha
-0.015Beta
-2.274CAR
7Drawdown
50Loss Rate
2Parameters
1Security Types
0.0048Sortino Ratio
0Tradeable Dates
460Trades
1.451Treynor Ratio
50Win Rate
3.885Net Profit
28.989PSR
0.564Sharpe Ratio
0.027Alpha
-0.013Beta
2.408CAR
4.1Drawdown
52Loss Rate
4Parameters
1Security Types
0.0824Sortino Ratio
0Tradeable Dates
1800Trades
-1.844Treynor Ratio
48Win Rate
3.436Net Profit
25.696PSR
0.477Sharpe Ratio
0.024Alpha
-0.013Beta
2.131CAR
3.8Drawdown
58Loss Rate
2Parameters
1Security Types
0.0459Sortino Ratio
0Tradeable Dates
401Trades
-1.65Treynor Ratio
42Win Rate