0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2216Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2216Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2215Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2215Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2214Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2214Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2214Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2214Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2214Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2213Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2213Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2213Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2213Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2213Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2213Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-8.369Net Profit

0.006PSR

-1.201Sharpe Ratio

-0.038Alpha

0.007Beta

-1.433CAR

10.9Drawdown

-0.48Loss Rate

377Parameters

0Security Types

2211Tradeable Dates

266Trades

-5.639Treynor Ratio

0.78Win Rate

-98.995Net Profit

0PSR

-4.392Sharpe Ratio

-0.432Alpha

-0.005Beta

-53.271CAR

99.1Drawdown

-0.16Loss Rate

313Parameters

0Security Types

2207Tradeable Dates

21557Trades

79.224Treynor Ratio

0.17Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

306Parameters

0Security Types

2207Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

162.63Net Profit

15.144PSR

0.57Sharpe Ratio

0.098Alpha

0.129Beta

17.446CAR

30Drawdown

-3.31Loss Rate

69Parameters

0Security Types

1510Tradeable Dates

28Trades

0.869Treynor Ratio

19.42Win Rate

707.73Net Profit

67.127PSR

1.187Sharpe Ratio

0.243Alpha

0.353Beta

41.701CAR

30.9Drawdown

-4.66Loss Rate

40Parameters

0Security Types

1508Tradeable Dates

78Trades

0.794Treynor Ratio

17.6Win Rate

3150.487Net Profit

52.791PSR

1.301Sharpe Ratio

0.576Alpha

1.007Beta

78.756CAR

69.9Drawdown

-11.66Loss Rate

40Parameters

0Security Types

1508Tradeable Dates

78Trades

0.677Treynor Ratio

44.03Win Rate

754.344Net Profit

67.388PSR

1.21Sharpe Ratio

0.256Alpha

0.323Beta

43.107CAR

34.1Drawdown

-2.13Loss Rate

38Parameters

0Security Types

1506Tradeable Dates

102Trades

0.902Treynor Ratio

10.7Win Rate

215.535Net Profit

55.368PSR

0.924Sharpe Ratio

0.108Alpha

0.165Beta

21.166CAR

22.5Drawdown

-1.06Loss Rate

38Parameters

0Security Types

1506Tradeable Dates

102Trades

0.758Treynor Ratio

5.32Win Rate

8584.569Net Profit

82.19PSR

1.75Sharpe Ratio

0.768Alpha

0.771Beta

110.83CAR

51.6Drawdown

-5.35Loss Rate

38Parameters

0Security Types

1506Tradeable Dates

102Trades

1.103Treynor Ratio

26.78Win Rate

737.049Net Profit

60.371PSR

1.147Sharpe Ratio

0.256Alpha

0.357Beta

42.709CAR

31.7Drawdown

-2.68Loss Rate

52Parameters

0Security Types

1504Tradeable Dates

184Trades

0.822Treynor Ratio

5.97Win Rate

3603.743Net Profit

57.647PSR

1.364Sharpe Ratio

0.613Alpha

0.871Beta

83.046CAR

70.9Drawdown

-7.19Loss Rate

42Parameters

0Security Types

1504Tradeable Dates

114Trades

0.808Treynor Ratio

19.75Win Rate

2608.399Net Profit

49.586PSR

1.245Sharpe Ratio

0.557Alpha

0.747Beta

73.703CAR

67.6Drawdown

-7.69Loss Rate

42Parameters

0Security Types

1504Tradeable Dates

152Trades

0.851Treynor Ratio

23.11Win Rate

2608.399Net Profit

49.586PSR

1.245Sharpe Ratio

0.557Alpha

0.747Beta

73.703CAR

67.6Drawdown

-7.69Loss Rate

42Parameters

0Security Types

1504Tradeable Dates

152Trades

0.851Treynor Ratio

23.11Win Rate

190.668Net Profit

11.181PSR

0.567Sharpe Ratio

0.115Alpha

0.19Beta

19.554CAR

32.7Drawdown

-5.46Loss Rate

0Parameters

0Security Types

1504Tradeable Dates

83Trades

0.713Treynor Ratio

12.24Win Rate

597.521Net Profit

47.364PSR

1.015Sharpe Ratio

0.231Alpha

0.341Beta

38.419CAR

32.9Drawdown

-3Loss Rate

50Parameters

0Security Types

1504Tradeable Dates

102Trades

0.783Treynor Ratio

11.69Win Rate