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215.535Net Profit
55.368PSR
0.924Sharpe Ratio
0.108Alpha
0.165Beta
21.166CAR
22.5Drawdown
-1.06Loss Rate
41Parameters
0Security Types
1506Tradeable Dates
102Trades
0.758Treynor Ratio
5.32Win Rate
754.344Net Profit
67.388PSR
1.21Sharpe Ratio
0.256Alpha
0.323Beta
43.107CAR
34.1Drawdown
-2.13Loss Rate
41Parameters
0Security Types
1506Tradeable Dates
102Trades
0.902Treynor Ratio
10.7Win Rate
8584.569Net Profit
82.19PSR
1.75Sharpe Ratio
0.768Alpha
0.771Beta
110.83CAR
51.6Drawdown
-5.35Loss Rate
41Parameters
0Security Types
1506Tradeable Dates
102Trades
1.103Treynor Ratio
26.78Win Rate
5127.824Net Profit
73.161PSR
1.554Sharpe Ratio
0.66Alpha
0.673Beta
93.688CAR
46.1Drawdown
-7Loss Rate
41Parameters
0Security Types
1506Tradeable Dates
127Trades
1.087Treynor Ratio
21.77Win 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
41Parameters
0Security Types
1506Tradeable Dates
102Trades
0.758Treynor Ratio
5.32Win Rate
754.344Net Profit
67.388PSR
1.21Sharpe Ratio
0.256Alpha
0.323Beta
43.107CAR
34.1Drawdown
-2.13Loss Rate
41Parameters
0Security Types
1506Tradeable Dates
102Trades
0.902Treynor Ratio
10.7Win Rate
8584.569Net Profit
82.19PSR
1.75Sharpe Ratio
0.768Alpha
0.771Beta
110.83CAR
51.6Drawdown
-5.35Loss Rate
41Parameters
0Security Types
1506Tradeable Dates
102Trades
1.103Treynor Ratio
26.78Win Rate
5127.824Net Profit
73.161PSR
1.554Sharpe Ratio
0.66Alpha
0.673Beta
93.688CAR
46.1Drawdown
-7Loss Rate
41Parameters
0Security Types
1506Tradeable Dates
127Trades
1.087Treynor Ratio
21.77Win 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
596.021Net Profit
47.226PSR
1.014Sharpe Ratio
0.231Alpha
0.341Beta
38.369CAR
33.4Drawdown
-3.02Loss Rate
40Parameters
0Security Types
1504Tradeable Dates
102Trades
0.782Treynor Ratio
11.7Win Rate
42.066Net Profit
7.499PSR
0.214Sharpe Ratio
0.003Alpha
0.142Beta
6.053CAR
19.1Drawdown
-1.56Loss Rate
40Parameters
0Security Types
1504Tradeable Dates
112Trades
0.13Treynor Ratio
2.51Win Rate
1996.931Net Profit
29.538PSR
1.174Sharpe Ratio
0.828Alpha
1.926Beta
66.42CAR
90.6Drawdown
-12.4Loss Rate
40Parameters
0Security Types
1504Tradeable Dates
81Trades
0.535Treynor Ratio
57.41Win Rate
16776.574Net Profit
56.201PSR
1.824Sharpe Ratio
1.658Alpha
1.652Beta
135.941CAR
90.6Drawdown
-15.07Loss Rate
40Parameters
0Security Types
1504Tradeable Dates
102Trades
1.109Treynor Ratio
58.45Win Rate
202.284Net Profit
10.192PSR
0.534Sharpe Ratio
0.117Alpha
0.454Beta
20.341CAR
62.1Drawdown
-6.46Loss Rate
40Parameters
0Security Types
1504Tradeable Dates
91Trades
0.363Treynor Ratio
13.8Win Rate
175.396Net Profit
42.944PSR
0.801Sharpe Ratio
0.085Alpha
0.216Beta
18.479CAR
15Drawdown
-3.2Loss Rate
40Parameters
0Security Types
1504Tradeable Dates
104Trades
0.498Treynor Ratio
4.22Win Rate
175.396Net Profit
42.944PSR
0.801Sharpe Ratio
0.085Alpha
0.216Beta
18.479CAR
15Drawdown
-3.2Loss Rate
40Parameters
0Security Types
1504Tradeable Dates
104Trades
0.498Treynor Ratio
4.22Win Rate
183.569Net Profit
6.954PSR
0.491Sharpe Ratio
0.132Alpha
0.768Beta
19.06CAR
76Drawdown
-7.75Loss Rate
40Parameters
0Security Types
1504Tradeable Dates
112Trades
0.277Treynor Ratio
12.76Win Rate
11.837Net Profit
16.415PSR
-0.232Sharpe Ratio
-0.032Alpha
0.023Beta
1.889CAR
5.3Drawdown
-0.4Loss Rate
51Parameters
0Security Types
2181Tradeable Dates
212Trades
-0.324Treynor Ratio
0.5Win Rate
4850.429Net Profit
72.325PSR
1.538Sharpe Ratio
0.652Alpha
0.666Beta
92.212CAR
45.8Drawdown
-6.87Loss Rate
39Parameters
0Security Types
1503Tradeable Dates
125Trades
1.082Treynor Ratio
22.26Win Rate
-9.508Net Profit
0.131PSR
-0.229Sharpe Ratio
-0.029Alpha
-0.007Beta
-1.659CAR
38.7Drawdown
-1.54Loss Rate
37Parameters
0Security Types
1503Tradeable Dates
502Trades
4.266Treynor Ratio
0.93Win Rate
6.29Net Profit
0.493PSR
-0.152Sharpe Ratio
-0.016Alpha
0.006Beta
1.027CAR
35.4Drawdown
-1.21Loss Rate
37Parameters
0Security Types
1503Tradeable Dates
586Trades
-2.317Treynor Ratio
0.86Win Rate
53.921Net Profit
6.656PSR
0.272Sharpe Ratio
0.032Alpha
-0.004Beta
7.489CAR
23.7Drawdown
-0.95Loss Rate
32Parameters
0Security Types
1503Tradeable Dates
607Trades
-8.631Treynor Ratio
0.91Win Rate
95.548Net Profit
19.336PSR
0.514Sharpe Ratio
0.049Alpha
0.123Beta
11.885CAR
15Drawdown
-1.3Loss Rate
32Parameters
0Security Types
1503Tradeable Dates
330Trades
0.498Treynor Ratio
2.4Win Rate
937.031Net Profit
24.92PSR
0.905Sharpe Ratio
0.397Alpha
0.862Beta
47.945CAR
73.6Drawdown
-8.06Loss Rate
25Parameters
0Security Types
1503Tradeable Dates
196Trades
0.564Treynor Ratio
14.57Win Rate
2962.287Net Profit
53.005PSR
1.292Sharpe Ratio
0.582Alpha
0.748Beta
77.357CAR
66.9Drawdown
-7.96Loss Rate
34Parameters
0Security Types
1503Tradeable Dates
152Trades
0.882Treynor Ratio
22.14Win Rate
78.518Net Profit
6.786PSR
0.35Sharpe Ratio
0.043Alpha
0.133Beta
10.196CAR
34.6Drawdown
-2.16Loss Rate
14Parameters
0Security Types
1502Tradeable Dates
293Trades
0.423Treynor Ratio
3.3Win Rate