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79.705Net Profit
17.738PSR
0.52Sharpe Ratio
0.067Alpha
0.802Beta
17.845CAR
35Drawdown
44Loss Rate
0Parameters
1Security Types
0.691Sortino Ratio
896Tradeable Dates
310Trades
0.151Treynor Ratio
56Win Rate
72.231Net Profit
18.643PSR
0.529Sharpe Ratio
0.076Alpha
0.777Beta
17.79CAR
36.1Drawdown
-1.3Loss Rate
27Parameters
0Security Types
834Tradeable Dates
149Trades
0.157Treynor Ratio
1.72Win Rate
79.705Net Profit
17.738PSR
0.52Sharpe Ratio
0.067Alpha
0.802Beta
17.845CAR
35Drawdown
44Loss Rate
0Parameters
1Security Types
0.691Sortino Ratio
896Tradeable Dates
310Trades
0.151Treynor Ratio
56Win Rate
72.231Net Profit
18.643PSR
0.529Sharpe Ratio
0.076Alpha
0.777Beta
17.79CAR
36.1Drawdown
-1.3Loss Rate
27Parameters
0Security Types
834Tradeable Dates
149Trades
0.157Treynor Ratio
1.72Win Rate