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-26.629Net Profit
3.739PSR
0.211Sharpe Ratio
-0.02Alpha
2.05Beta
-7.907CAR
85.4Drawdown
7.39Loss Rate
0Parameters
0Security Types
943Tradeable Dates
2723Trades
0.067Treynor Ratio
-35.75Win Rate
-4.695Net Profit
7.465PSR
-0.357Sharpe Ratio
0.028Alpha
0.551Beta
-4.711CAR
13.7Drawdown
0Loss Rate
0Parameters
0Security Types
251Tradeable Dates
129Trades
-0.08Treynor Ratio
0Win Rate
-26.629Net Profit
3.739PSR
0.211Sharpe Ratio
-0.02Alpha
2.05Beta
-7.907CAR
85.4Drawdown
7.39Loss Rate
0Parameters
0Security Types
943Tradeable Dates
2723Trades
0.067Treynor Ratio
-35.75Win Rate
-4.695Net Profit
7.465PSR
-0.357Sharpe Ratio
0.028Alpha
0.551Beta
-4.711CAR
13.7Drawdown
0Loss Rate
0Parameters
0Security Types
251Tradeable Dates
129Trades
-0.08Treynor Ratio
0Win Rate