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23.826Net Profit
91.615PSR
1.974Sharpe Ratio
0.055Alpha
0.767Beta
33.408CAR
5.6Drawdown
-0.47Loss Rate
0Parameters
0Security Types
187Tradeable Dates
403Trades
0.222Treynor Ratio
0.64Win Rate
23.69Net Profit
91.021PSR
1.939Sharpe Ratio
0.052Alpha
0.785Beta
33.209CAR
5.9Drawdown
-0.48Loss Rate
0Parameters
0Security Types
187Tradeable Dates
403Trades
0.215Treynor Ratio
0.65Win Rate
9.692Net Profit
76.321PSR
0.708Sharpe Ratio
-0.032Alpha
0.459Beta
13.288CAR
3.8Drawdown
-0.31Loss Rate
0Parameters
0Security Types
187Tradeable Dates
368Trades
0.08Treynor Ratio
0.41Win Rate
23.826Net Profit
91.615PSR
1.974Sharpe Ratio
0.055Alpha
0.767Beta
33.408CAR
5.6Drawdown
-0.47Loss Rate
0Parameters
0Security Types
187Tradeable Dates
403Trades
0.222Treynor Ratio
0.64Win Rate
23.69Net Profit
91.021PSR
1.939Sharpe Ratio
0.052Alpha
0.785Beta
33.209CAR
5.9Drawdown
-0.48Loss Rate
0Parameters
0Security Types
187Tradeable Dates
403Trades
0.215Treynor Ratio
0.65Win Rate
9.692Net Profit
76.321PSR
0.708Sharpe Ratio
-0.032Alpha
0.459Beta
13.288CAR
3.8Drawdown
-0.31Loss Rate
0Parameters
0Security Types
187Tradeable Dates
368Trades
0.08Treynor Ratio
0.41Win Rate