76.84Net Profit

72.31PSR

1.216Sharpe Ratio

0.056Alpha

0.025Beta

8.397CAR

6.5Drawdown

38Loss Rate

0Parameters

1Security Types

0.3866Sortino Ratio

2580Tradeable Dates

1432Trades

2.333Treynor Ratio

62Win Rate

5240.711Net Profit

68.904PSR

1.83Sharpe Ratio

0.269Alpha

0.765Beta

130.048CAR

82.9Drawdown

0Loss Rate

3Parameters

0Security Types

2.576Sortino Ratio

1742Tradeable Dates

2Trades

1.632Treynor Ratio

5219.4Win Rate

8437.558Net Profit

82.396PSR

2.084Sharpe Ratio

0.529Alpha

0.6Beta

154.188CAR

56.5Drawdown

48Loss Rate

34Parameters

1Security Types

0.1094Sortino Ratio

1740Tradeable Dates

1359Trades

2.167Treynor Ratio

52Win Rate

32349.169Net Profit

92.265PSR

2.732Sharpe Ratio

1.11Alpha

0.669Beta

236.367CAR

58.1Drawdown

48Loss Rate

34Parameters

1Security Types

0.1409Sortino Ratio

1740Tradeable Dates

1325Trades

2.945Treynor Ratio

52Win Rate

13182.872Net Profit

85.461PSR

2.275Sharpe Ratio

0.717Alpha

0.644Beta

179.2CAR

59.4Drawdown

47Loss Rate

38Parameters

1Security Types

0.0948Sortino Ratio

1740Tradeable Dates

1364Trades

2.376Treynor Ratio

53Win Rate

3427.364Net Profit

53.009PSR

1.66Sharpe Ratio

0.381Alpha

0.843Beta

111.34CAR

82.5Drawdown

48Loss Rate

38Parameters

1Security Types

0.069Sortino Ratio

1740Tradeable Dates

1779Trades

1.714Treynor Ratio

52Win Rate

563.752Net Profit

25.208PSR

1.061Sharpe Ratio

0.027Alpha

0.733Beta

48.817CAR

89.2Drawdown

52Loss Rate

37Parameters

1Security Types

0.0944Sortino Ratio

1738Tradeable Dates

1620Trades

1.284Treynor Ratio

48Win Rate

513.472Net Profit

98.75PSR

25.198Sharpe Ratio

21.531Alpha

0.652Beta

4957.904CAR

37.7Drawdown

44Loss Rate

102Parameters

1Security Types

0.7005Sortino Ratio

169Tradeable Dates

209Trades

33.005Treynor Ratio

56Win Rate

188.856Net Profit

87.077PSR

9.821Sharpe Ratio

9.373Alpha

0.829Beta

1156.065CAR

57.6Drawdown

-0.77Loss Rate

102Parameters

0Security Types

16.94Sortino Ratio

153Tradeable Dates

1618Trades

11.233Treynor Ratio

1.54Win Rate

101.362Net Profit

66.53PSR

4.841Sharpe Ratio

6.653Alpha

0.854Beta

431.1CAR

65.7Drawdown

-0.22Loss Rate

34Parameters

1Security Types

6.856Sortino Ratio

153Tradeable Dates

7270Trades

7.721Treynor Ratio

0.41Win Rate

-18.75Net Profit

33.725PSR

0.68Sharpe Ratio

1.065Alpha

1.004Beta

-39.065CAR

77.4Drawdown

-0.31Loss Rate

34Parameters

1Security Types

-0.43Sortino Ratio

153Tradeable Dates

7014Trades

0.997Treynor Ratio

0.52Win Rate

-70.976Net Profit

14.295PSR

-0.312Sharpe Ratio

-0.459Alpha

1.135Beta

-94.772CAR

86.7Drawdown

-0.38Loss Rate

34Parameters

1Security Types

-1.23Sortino Ratio

153Tradeable Dates

7104Trades

-0.469Treynor Ratio

0.6Win Rate

-92.297Net Profit

9.306PSR

-0.385Sharpe Ratio

-0.81Alpha

1.262Beta

-99.779CAR

97.7Drawdown

-0.45Loss Rate

34Parameters

1Security Types

-1.226Sortino Ratio

153Tradeable Dates

7821Trades

-0.707Treynor Ratio

0.78Win Rate

86.63Net Profit

68.438PSR

3.552Sharpe Ratio

3.066Alpha

0.85Beta

343.056CAR

56.3Drawdown

46Loss Rate

34Parameters

1Security Types

0.4572Sortino Ratio

153Tradeable Dates

2343Trades

3.543Treynor Ratio

54Win Rate

-29.446Net Profit

27.62PSR

0.291Sharpe Ratio

0.466Alpha

0.794Beta

-56.485CAR

76.8Drawdown

62Loss Rate

34Parameters

1Security Types

0.0869Sortino Ratio

153Tradeable Dates

2252Trades

0.522Treynor Ratio

38Win Rate

60.521Net Profit

60.69PSR

3.696Sharpe Ratio

5.061Alpha

0.933Beta

209.258CAR

70.1Drawdown

-0.84Loss Rate

34Parameters

1Security Types

2.676Sortino Ratio

153Tradeable Dates

2031Trades

5.363Treynor Ratio

1.44Win Rate

97.342Net Profit

69.43PSR

5.349Sharpe Ratio

6.707Alpha

0.879Beta

406.154CAR

73.2Drawdown

60Loss Rate

34Parameters

1Security Types

0.1344Sortino Ratio

153Tradeable Dates

2006Trades

7.562Treynor Ratio

40Win Rate

249.684Net Profit

87.036PSR

13.272Sharpe Ratio

15.357Alpha

0.766Beta

1881.547CAR

51.7Drawdown

-0.58Loss Rate

34Parameters

1Security Types

26.632Sortino Ratio

153Tradeable Dates

2014Trades

19.974Treynor Ratio

1.03Win Rate

257.487Net Profit

87.536PSR

12.513Sharpe Ratio

13.066Alpha

0.762Beta

1988.666CAR

58.6Drawdown

-0.29Loss Rate

35Parameters

1Security Types

24.052Sortino Ratio

153Tradeable Dates

2299Trades

17.08Treynor Ratio

0.42Win Rate

91.85Net Profit

66.283PSR

3.92Sharpe Ratio

4.188Alpha

0.842Beta

373.192CAR

63.4Drawdown

-0.18Loss Rate

35Parameters

1Security Types

4.459Sortino Ratio

153Tradeable Dates

2376Trades

4.912Treynor Ratio

0.28Win Rate

180.321Net Profit

82.096PSR

7.954Sharpe Ratio

7.983Alpha

0.729Beta

1069.333CAR

53.3Drawdown

-0.19Loss Rate

35Parameters

1Security Types

13.554Sortino Ratio

153Tradeable Dates

2363Trades

10.88Treynor Ratio

0.34Win Rate

272.582Net Profit

89.387PSR

13.283Sharpe Ratio

13.704Alpha

0.724Beta

2205.249CAR

50.5Drawdown

-0.16Loss Rate

35Parameters

1Security Types

26.261Sortino Ratio

153Tradeable Dates

2513Trades

18.864Treynor Ratio

0.34Win Rate

88.093Net Profit

68.713PSR

3.598Sharpe Ratio

3.107Alpha

0.85Beta

351.386CAR

56.1Drawdown

44Loss Rate

34Parameters

1Security Types

0.6305Sortino Ratio

153Tradeable Dates

1179Trades

3.591Treynor Ratio

56Win Rate

24.053Net Profit

46.634PSR

1.548Sharpe Ratio

1.834Alpha

0.852Beta

67.229CAR

82.2Drawdown

59Loss Rate

34Parameters

1Security Types

0.1113Sortino Ratio

153Tradeable Dates

1177Trades

2.088Treynor Ratio

41Win Rate

699.376Net Profit

97.424PSR

67.01Sharpe Ratio

87.091Alpha

0.765Beta

14143.679CAR

54Drawdown

-1.25Loss Rate

34Parameters

1Security Types

160.644Sortino Ratio

153Tradeable Dates

1069Trades

113.761Treynor Ratio

2.55Win Rate

93.474Net Profit

70.195PSR

5.13Sharpe Ratio

6.09Alpha

0.832Beta

382.808CAR

73Drawdown

58Loss Rate

34Parameters

1Security Types

0.1526Sortino Ratio

153Tradeable Dates

1111Trades

7.255Treynor Ratio

42Win Rate

313.121Net Profit

90.056PSR

18.219Sharpe Ratio

22.018Alpha

0.817Beta

2849.353CAR

52.9Drawdown

52Loss Rate

34Parameters

1Security Types

0.2003Sortino Ratio

153Tradeable Dates

1043Trades

26.874Treynor Ratio

48Win Rate

363.698Net Profit

92.039PSR

19.81Sharpe Ratio

21.245Alpha

0.782Beta

3784.945CAR

58.4Drawdown

41Loss Rate

35Parameters

1Security Types

0.2414Sortino Ratio

153Tradeable Dates

1171Trades

27.119Treynor Ratio

59Win Rate

82.255Net Profit

64.006PSR

3.559Sharpe Ratio

3.837Alpha

0.883Beta

318.681CAR

66.5Drawdown

-0.37Loss Rate

35Parameters

1Security Types

3.637Sortino Ratio

153Tradeable Dates

1210Trades

4.283Treynor Ratio

0.48Win Rate

190.791Net Profit

83.252PSR

8.499Sharpe Ratio

8.568Alpha

0.727Beta

1176.228CAR

56.5Drawdown

-0.32Loss Rate

35Parameters

1Security Types

15.203Sortino Ratio

153Tradeable Dates

1214Trades

11.721Treynor Ratio

0.63Win Rate