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1.487Net Profit
15.988PSR
-2.673Sharpe Ratio
-0.038Alpha
-0.01Beta
0.819CAR
2Drawdown
-0.31Loss Rate
0Parameters
0Security Types
0Tradeable Dates
503Trades
3.98Treynor Ratio
0.32Win Rate
1.487Net Profit
15.988PSR
-2.673Sharpe Ratio
-0.038Alpha
-0.01Beta
0.819CAR
2Drawdown
-0.31Loss Rate
0Parameters
0Security Types
0Tradeable Dates
503Trades
3.98Treynor Ratio
0.32Win Rate