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14.762Net Profit
69.067PSR
0.919Sharpe Ratio
0.097Alpha
-0.092Beta
20.002CAR
5.8Drawdown
0Loss Rate
0Parameters
0Security Types
188Tradeable Dates
22Trades
-0.911Treynor Ratio
1.74Win Rate
-8.824Net Profit
2.186PSR
-1.043Sharpe Ratio
-0.114Alpha
0.129Beta
-7.088CAR
20.8Drawdown
-2.92Loss Rate
0Parameters
0Security Types
314Tradeable Dates
52Trades
-0.772Treynor Ratio
2.18Win Rate
14.762Net Profit
69.067PSR
0.919Sharpe Ratio
0.097Alpha
-0.092Beta
20.002CAR
5.8Drawdown
0Loss Rate
0Parameters
0Security Types
188Tradeable Dates
22Trades
-0.911Treynor Ratio
1.74Win Rate
-8.824Net Profit
2.186PSR
-1.043Sharpe Ratio
-0.114Alpha
0.129Beta
-7.088CAR
20.8Drawdown
-2.92Loss Rate
0Parameters
0Security Types
314Tradeable Dates
52Trades
-0.772Treynor Ratio
2.18Win Rate