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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
131Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
504Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-31.875Net Profit
0.001PSR
-0.197Sharpe Ratio
-0.021Alpha
-0.011Beta
-3.38CAR
64.8Drawdown
-0.97Loss Rate
2Parameters
0Security Types
-0.217Sortino Ratio
2807Tradeable Dates
708Trades
1.964Treynor Ratio
1.9Win Rate
10.462Net Profit
91.297PSR
1.989Sharpe Ratio
0.057Alpha
0Beta
6.873CAR
1.5Drawdown
-0.39Loss Rate
160Parameters
0Security Types
2.735Sortino Ratio
3018Tradeable Dates
216Trades
233.917Treynor Ratio
0.44Win Rate
588.802Net Profit
23.975PSR
0.876Sharpe Ratio
0.178Alpha
-0.08Beta
18.128CAR
33.4Drawdown
-0.37Loss Rate
2Parameters
0Security Types
1.177Sortino Ratio
2913Tradeable Dates
5436Trades
-2.115Treynor Ratio
0.48Win Rate
3.371Net Profit
72.055PSR
1.976Sharpe Ratio
0Alpha
0Beta
10.485CAR
2.1Drawdown
-0.81Loss Rate
159Parameters
0Security Types
2.042Sortino Ratio
250Tradeable Dates
36Trades
0Treynor Ratio
1.2Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
131Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
504Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-31.875Net Profit
0.001PSR
-0.197Sharpe Ratio
-0.021Alpha
-0.011Beta
-3.38CAR
64.8Drawdown
-0.97Loss Rate
2Parameters
0Security Types
-0.217Sortino Ratio
2807Tradeable Dates
708Trades
1.964Treynor Ratio
1.9Win Rate
10.462Net Profit
91.297PSR
1.989Sharpe Ratio
0.057Alpha
0Beta
6.873CAR
1.5Drawdown
-0.39Loss Rate
160Parameters
0Security Types
2.735Sortino Ratio
3018Tradeable Dates
216Trades
233.917Treynor Ratio
0.44Win Rate
588.802Net Profit
23.975PSR
0.876Sharpe Ratio
0.178Alpha
-0.08Beta
18.128CAR
33.4Drawdown
-0.37Loss Rate
2Parameters
0Security Types
1.177Sortino Ratio
2913Tradeable Dates
5436Trades
-2.115Treynor Ratio
0.48Win Rate
3.371Net Profit
72.055PSR
1.976Sharpe Ratio
0Alpha
0Beta
10.485CAR
2.1Drawdown
-0.81Loss Rate
159Parameters
0Security Types
2.042Sortino Ratio
250Tradeable Dates
36Trades
0Treynor Ratio
1.2Win Rate
803.668Net Profit
85.157PSR
1.428Sharpe Ratio
0.214Alpha
-0.014Beta
24.613CAR
21.4Drawdown
-0.14Loss Rate
2Parameters
0Security Types
1.908Sortino Ratio
2828Tradeable Dates
10001Trades
-15.496Treynor Ratio
0.24Win Rate