-88.207Net Profit

0.001PSR

-1.411Sharpe Ratio

-0.662Alpha

0.861Beta

-91.754CAR

88.8Drawdown

100Loss Rate

0Parameters

1Security Types

-0.7217Sortino Ratio

216Tradeable Dates

19Trades

-0.919Treynor Ratio

0Win Rate

31.001Net Profit

45.481PSR

1.026Sharpe Ratio

0.161Alpha

-0.902Beta

37.057CAR

33.1Drawdown

14Loss Rate

44Parameters

1Security Types

1.5415Sortino Ratio

216Tradeable Dates

28Trades

-0.328Treynor Ratio

86Win Rate

166.463Net Profit

63.347PSR

2.5Sharpe Ratio

2.378Alpha

-0.064Beta

213.581CAR

66.6Drawdown

-4.5Loss Rate

0Parameters

1Security Types

1.139Sortino Ratio

0Tradeable Dates

57Trades

-37.548Treynor Ratio

18.76Win Rate

299.177Net Profit

63.859PSR

1.456Sharpe Ratio

0.487Alpha

0.175Beta

64.861CAR

36.5Drawdown

16Loss Rate

44Parameters

1Security Types

3.8716Sortino Ratio

698Tradeable Dates

61Trades

2.852Treynor Ratio

84Win Rate

286.484Net Profit

40.598PSR

1.017Sharpe Ratio

0.25Alpha

0.075Beta

32.776CAR

36.5Drawdown

33Loss Rate

44Parameters

1Security Types

1.0198Sortino Ratio

1201Tradeable Dates

155Trades

3.434Treynor Ratio

67Win Rate

57.03Net Profit

32.877PSR

0.828Sharpe Ratio

0.129Alpha

0.08Beta

17.701CAR

19.4Drawdown

-1.02Loss Rate

0Parameters

1Security Types

1.016Sortino Ratio

698Tradeable Dates

31Trades

1.677Treynor Ratio

8.5Win Rate

62.028Net Profit

22.011PSR

0.657Sharpe Ratio

0.084Alpha

0.972Beta

19.518CAR

31.2Drawdown

-0.04Loss Rate

18Parameters

0Security Types

0.832Sortino Ratio

988Tradeable Dates

6671Trades

0.174Treynor Ratio

0.05Win Rate

-45.734Net Profit

2.44PSR

0.015Sharpe Ratio

-0.021Alpha

0.458Beta

-19.81CAR

87.2Drawdown

-19.93Loss Rate

0Parameters

1Security Types

-0.381Sortino Ratio

698Tradeable Dates

25Trades

0.019Treynor Ratio

62.1Win Rate

4583.053Net Profit

81.636PSR

4.163Sharpe Ratio

5.3Alpha

0.659Beta

300.99CAR

87.5Drawdown

-5.38Loss Rate

0Parameters

1Security Types

1.076Sortino Ratio

0Tradeable Dates

407Trades

8.113Treynor Ratio

14.94Win Rate

-96.9Net Profit

0.002PSR

-0.672Sharpe Ratio

-0.485Alpha

0.513Beta

-71.481CAR

97.3Drawdown

-12.01Loss Rate

0Parameters

1Security Types

-0.324Sortino Ratio

698Tradeable Dates

176Trades

-0.882Treynor Ratio

3.31Win Rate

-20.482Net Profit

1.34PSR

-0.103Sharpe Ratio

-0.06Alpha

0.537Beta

-7.944CAR

53.3Drawdown

35Loss Rate

0Parameters

2Security Types

-0.0321Sortino Ratio

1011Tradeable Dates

158Trades

-0.048Treynor Ratio

65Win Rate

-8.639Net Profit

3.047PSR

0.064Sharpe Ratio

0.005Alpha

0.202Beta

-3.21CAR

61.4Drawdown

-0.54Loss Rate

0Parameters

1Security Types

-0.108Sortino Ratio

698Tradeable Dates

663Trades

0.09Treynor Ratio

0.6Win Rate

-12.988Net Profit

4.874PSR

0.178Sharpe Ratio

0.089Alpha

-0.047Beta

-4.901CAR

76.9Drawdown

-19.72Loss Rate

39Parameters

1Security Types

-0.129Sortino Ratio

698Tradeable Dates

29Trades

-1.83Treynor Ratio

15.46Win Rate

63.74Net Profit

20.49PSR

0.639Sharpe Ratio

0Alpha

0Beta

19.487CAR

39.4Drawdown

-1.5Loss Rate

15Parameters

1Security Types

0.823Sortino Ratio

698Tradeable Dates

341Trades

0Treynor Ratio

2.14Win Rate

226.915Net Profit

39.545PSR

1.069Sharpe Ratio

0.466Alpha

0.474Beta

53.574CAR

57.4Drawdown

21Loss Rate

10Parameters

1Security Types

0.0338Sortino Ratio

1007Tradeable Dates

678Trades

1.05Treynor Ratio

79Win Rate

7348.854Net Profit

70.903PSR

1.252Sharpe Ratio

0Alpha

0Beta

33.927CAR

38.8Drawdown

-1.21Loss Rate

15Parameters

1Security Types

2.107Sortino Ratio

3713Tradeable Dates

1152Trades

0Treynor Ratio

2.1Win Rate