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207.983Net Profit
2.072PSR
0.491Sharpe Ratio
0.388Alpha
0.388Beta
9.074CAR
86.9Drawdown
-12.12Loss Rate
37Parameters
1Security Types
0.193Sortino Ratio
3260Tradeable Dates
143Trades
-0.285Treynor Ratio
25.39Win Rate
207.983Net Profit
2.072PSR
0.491Sharpe Ratio
0.388Alpha
0.388Beta
9.074CAR
86.9Drawdown
-12.12Loss Rate
37Parameters
1Security Types
0.193Sortino Ratio
3260Tradeable Dates
143Trades
-0.285Treynor Ratio
25.39Win Rate
Raymond left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hi Guy,
Raymond left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hi Guy,
3 years ago