-3.144Net Profit

0.491PSR

-1.07Sharpe Ratio

-0.022Alpha

0.008Beta

-3.144CAR

3.5Drawdown

-0.4Loss Rate

323Parameters

0Security Types

252Tradeable Dates

140Trades

-2.816Treynor Ratio

0.23Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

320Parameters

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

320Parameters

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

16.956Net Profit

71.984PSR

1.264Sharpe Ratio

0.027Alpha

0.009Beta

3.999CAR

2.3Drawdown

-0.32Loss Rate

320Parameters

0Security Types

1007Tradeable Dates

544Trades

3.019Treynor Ratio

0.32Win Rate

18.235Net Profit

68.852PSR

1.226Sharpe Ratio

0.029Alpha

0.009Beta

4.283CAR

3.1Drawdown

-0.36Loss Rate

61Parameters

0Security Types

1007Tradeable Dates

476Trades

3.448Treynor Ratio

0.37Win Rate

0.854Net Profit

58.85PSR

1.38Sharpe Ratio

0.016Alpha

0.034Beta

3.509CAR

0.7Drawdown

-0.24Loss Rate

132Parameters

0Security Types

62Tradeable Dates

24Trades

0.717Treynor Ratio

0.41Win Rate

2.289Net Profit

96.048PSR

3.729Sharpe Ratio

0.064Alpha

0.01Beta

9.619CAR

0.5Drawdown

-0.18Loss Rate

124Parameters

0Security Types

62Tradeable Dates

48Trades

6.665Treynor Ratio

0.27Win Rate

-3.317Net Profit

5.688PSR

-0.335Sharpe Ratio

-0.025Alpha

0.048Beta

-3.3CAR

9.2Drawdown

-0.06Loss Rate

38Parameters

0Security Types

367Tradeable Dates

1267Trades

-0.443Treynor Ratio

0.4Win Rate

-2.565Net Profit

4.93PSR

-0.473Sharpe Ratio

-0.017Alpha

0.026Beta

-3.063CAR

5.7Drawdown

-1.61Loss Rate

38Parameters

0Security Types

305Tradeable Dates

24Trades

-0.791Treynor Ratio

1.24Win Rate

-49.193Net Profit

0.01PSR

-0.527Sharpe Ratio

-0.036Alpha

-0.487Beta

-15.556CAR

49.5Drawdown

-0.11Loss Rate

38Parameters

0Security Types

1462Tradeable Dates

5825Trades

0.196Treynor Ratio

0.84Win Rate

23.043Net Profit

2.35PSR

0.263Sharpe Ratio

0.074Alpha

-0.012Beta

5.315CAR

31Drawdown

-0.67Loss Rate

38Parameters

0Security Types

1462Tradeable Dates

1439Trades

-5.784Treynor Ratio

2.27Win Rate

-29.488Net Profit

0.132PSR

-1.086Sharpe Ratio

-0.234Alpha

0.386Beta

-29.36CAR

41Drawdown

-8.54Loss Rate

38Parameters

0Security Types

367Tradeable Dates

14Trades

-0.518Treynor Ratio

10.76Win Rate

2.229Net Profit

19.503PSR

0.22Sharpe Ratio

0.044Alpha

0.14Beta

2.673CAR

10.5Drawdown

-0.15Loss Rate

38Parameters

0Security Types

305Tradeable Dates

370Trades

0.179Treynor Ratio

1.48Win Rate

-3.511Net Profit

10.895PSR

-0.022Sharpe Ratio

-0.052Alpha

0.545Beta

-3.495CAR

20Drawdown

-0.42Loss Rate

38Parameters

0Security Types

367Tradeable Dates

78Trades

-0.008Treynor Ratio

2.56Win Rate

-22.861Net Profit

0.042PSR

-1.864Sharpe Ratio

-0.206Alpha

-0.12Beta

-26.704CAR

22.9Drawdown

-0.09Loss Rate

38Parameters

0Security Types

305Tradeable Dates

1635Trades

1.584Treynor Ratio

0.38Win Rate

15.324Net Profit

5.264PSR

0.336Sharpe Ratio

0.025Alpha

0.03Beta

3.625CAR

10.9Drawdown

-0.09Loss Rate

38Parameters

0Security Types

1462Tradeable Dates

3909Trades

0.959Treynor Ratio

1.2Win Rate

14.24Net Profit

46.465PSR

0.984Sharpe Ratio

0.139Alpha

0.099Beta

17.274CAR

8.3Drawdown

-0.29Loss Rate

38Parameters

0Security Types

305Tradeable Dates

44Trades

1.266Treynor Ratio

4.52Win Rate

0.866Net Profit

1.056PSR

0.054Sharpe Ratio

0.002Alpha

0.004Beta

0.216CAR

13Drawdown

-0.09Loss Rate

38Parameters

0Security Types

1462Tradeable Dates

3334Trades

0.663Treynor Ratio

0.53Win Rate

-1.294Net Profit

6.996PSR

-0.203Sharpe Ratio

-0.007Alpha

-0.013Beta

-1.287CAR

6.6Drawdown

-0.05Loss Rate

229Parameters

0Security Types

367Tradeable Dates

1248Trades

0.635Treynor Ratio

1.35Win Rate

-9.212Net Profit

8.99PSR

-0.218Sharpe Ratio

0.028Alpha

0.589Beta

-10.923CAR

19.8Drawdown

-0.02Loss Rate

229Parameters

0Security Types

305Tradeable Dates

10004Trades

-0.087Treynor Ratio

2.34Win Rate

-86.578Net Profit

0.003PSR

-0.542Sharpe Ratio

-0.236Alpha

0.086Beta

-39.514CAR

87.3Drawdown

-0.03Loss Rate

229Parameters

0Security Types

1462Tradeable Dates

45402Trades

-2.619Treynor Ratio

1Win Rate

-11.371Net Profit

1.014PSR

-0.887Sharpe Ratio

-0.083Alpha

0.075Beta

-11.317CAR

13.1Drawdown

-0.03Loss Rate

229Parameters

0Security Types

367Tradeable Dates

1773Trades

-1.018Treynor Ratio

0.2Win Rate

-23.627Net Profit

0.048PSR

-0.383Sharpe Ratio

-0.053Alpha

0.102Beta

-6.516CAR

26.7Drawdown

-0.02Loss Rate

229Parameters

0Security Types

1462Tradeable Dates

23061Trades

-0.393Treynor Ratio

1.13Win Rate

6.919Net Profit

29.488PSR

0.531Sharpe Ratio

0.074Alpha

0.069Beta

8.337CAR

13Drawdown

0Loss Rate

38Parameters

0Security Types

305Tradeable Dates

2Trades

0.943Treynor Ratio

0Win Rate

207.585Net Profit

91.198PSR

292429576.861Sharpe Ratio

1039267817.573Alpha

52.57Beta

331292032318.02CAR

62.3Drawdown

0Loss Rate

157Parameters

0Security Types

15Tradeable Dates

1Trades

19769224.775Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

157Parameters

0Security Types

54Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-0.26Net Profit

5.501PSR

-1.605Sharpe Ratio

-0.004Alpha

-0.016Beta

-1.215CAR

0.3Drawdown

-0.26Loss Rate

154Parameters

0Security Types

54Tradeable Dates

2Trades

0.514Treynor Ratio

0Win Rate

-0.07Net Profit

27.157PSR

-0.112Sharpe Ratio

-0.019Alpha

0.057Beta

-0.328CAR

1.3Drawdown

-0.58Loss Rate

154Parameters

0Security Types

54Tradeable Dates

3Trades

-0.037Treynor Ratio

0.51Win Rate

-0.26Net Profit

5.501PSR

-1.605Sharpe Ratio

-0.004Alpha

-0.016Beta

-1.215CAR

0.3Drawdown

-0.26Loss Rate

154Parameters

0Security Types

54Tradeable Dates

2Trades

0.514Treynor Ratio

0Win Rate

-0.07Net Profit

27.157PSR

-0.112Sharpe Ratio

-0.019Alpha

0.057Beta

-0.328CAR

1.3Drawdown

-0.58Loss Rate

154Parameters

0Security Types

54Tradeable Dates

3Trades

-0.037Treynor Ratio

0.51Win Rate