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1966.281Net Profit
0.065PSR
0.902Sharpe Ratio
2.382Alpha
0.23Beta
88.137CAR
86.5Drawdown
-5.48Loss Rate
509Parameters
0Security Types
1204Tradeable Dates
3654Trades
10.433Treynor Ratio
8.87Win Rate
447.709Net Profit
62.289PSR
0.925Sharpe Ratio
0.041Alpha
0.456Beta
14.225CAR
13.1Drawdown
-0.16Loss Rate
459Parameters
0Security Types
3214Tradeable Dates
1158Trades
0.181Treynor Ratio
0.72Win Rate
230.164Net Profit
83.675PSR
1.212Sharpe Ratio
0.089Alpha
0.422Beta
22.952CAR
13.1Drawdown
-0.17Loss Rate
459Parameters
0Security Types
1454Tradeable Dates
557Trades
0.319Treynor Ratio
0.95Win Rate
426.692Net Profit
57.049PSR
0.893Sharpe Ratio
0.037Alpha
0.471Beta
13.879CAR
14.4Drawdown
-0.21Loss Rate
246Parameters
0Security Types
3213Tradeable Dates
1027Trades
0.171Treynor Ratio
0.68Win Rate
253Parameters
0Security Types
3213Tradeable Dates
1003Trades
1966.281Net Profit
0.065PSR
0.902Sharpe Ratio
2.382Alpha
0.23Beta
88.137CAR
86.5Drawdown
-5.48Loss Rate
509Parameters
0Security Types
1204Tradeable Dates
3654Trades
10.433Treynor Ratio
8.87Win Rate
447.709Net Profit
62.289PSR
0.925Sharpe Ratio
0.041Alpha
0.456Beta
14.225CAR
13.1Drawdown
-0.16Loss Rate
459Parameters
0Security Types
3214Tradeable Dates
1158Trades
0.181Treynor Ratio
0.72Win Rate
230.164Net Profit
83.675PSR
1.212Sharpe Ratio
0.089Alpha
0.422Beta
22.952CAR
13.1Drawdown
-0.17Loss Rate
459Parameters
0Security Types
1454Tradeable Dates
557Trades
0.319Treynor Ratio
0.95Win Rate
426.692Net Profit
57.049PSR
0.893Sharpe Ratio
0.037Alpha
0.471Beta
13.879CAR
14.4Drawdown
-0.21Loss Rate
246Parameters
0Security Types
3213Tradeable Dates
1027Trades
0.171Treynor Ratio
0.68Win Rate
253Parameters
0Security Types
3213Tradeable Dates
1003Trades
217.559Net Profit
82.037PSR
1.184Sharpe Ratio
0.082Alpha
0.442Beta
22.138CAR
13.2Drawdown
-0.21Loss Rate
253Parameters
0Security Types
1453Tradeable Dates
477Trades
0.292Treynor Ratio
0.91Win Rate
397.37Net Profit
57.044PSR
0.883Sharpe Ratio
0.034Alpha
0.465Beta
13.37CAR
13.4Drawdown
-0.19Loss Rate
224Parameters
0Security Types
3213Tradeable Dates
990Trades
0.165Treynor Ratio
0.68Win Rate
780.699Net Profit
7.976PSR
0.63Sharpe Ratio
0.042Alpha
0.981Beta
18.557CAR
39.8Drawdown
-0.17Loss Rate
164Parameters
0Security Types
3212Tradeable Dates
8081Trades
0.134Treynor Ratio
0.18Win Rate
666.399Net Profit
47.001PSR
1.025Sharpe Ratio
0.122Alpha
1.535Beta
40.508CAR
43.3Drawdown
-0.67Loss Rate
278Parameters
0Security Types
1507Tradeable Dates
5798Trades
0.188Treynor Ratio
0.43Win Rate