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104.666Net Profit
67.461PSR
1.54Sharpe Ratio
0.139Alpha
3.026Beta
78.846CAR
25.4Drawdown
-2.66Loss Rate
0Parameters
0Security Types
309Tradeable Dates
242Trades
0.176Treynor Ratio
3.46Win Rate
104.666Net Profit
67.461PSR
1.54Sharpe Ratio
0.139Alpha
3.026Beta
78.846CAR
25.4Drawdown
-2.66Loss Rate
0Parameters
0Security Types
309Tradeable Dates
242Trades
0.176Treynor Ratio
3.46Win Rate