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843.029Net Profit
97.495PSR
2.053Sharpe Ratio
0.439Alpha
-0.08Beta
50.362CAR
14.9Drawdown
-1.66Loss Rate
20Parameters
0Security Types
3.316Sortino Ratio
0Tradeable Dates
231Trades
-5.339Treynor Ratio
4.69Win Rate
777.418Net Profit
95.192PSR
1.921Sharpe Ratio
0.427Alpha
0.427Beta
48.521CAR
17.3Drawdown
-1.95Loss Rate
16Parameters
1Security Types
3.014Sortino Ratio
0Tradeable Dates
229Trades
-4.975Treynor Ratio
4.8Win Rate
843.029Net Profit
97.495PSR
2.053Sharpe Ratio
0.439Alpha
-0.08Beta
50.362CAR
14.9Drawdown
-1.66Loss Rate
20Parameters
0Security Types
3.316Sortino Ratio
0Tradeable Dates
231Trades
-5.339Treynor Ratio
4.69Win Rate
777.418Net Profit
95.192PSR
1.921Sharpe Ratio
0.427Alpha
0.427Beta
48.521CAR
17.3Drawdown
-1.95Loss Rate
16Parameters
1Security Types
3.014Sortino Ratio
0Tradeable Dates
229Trades
-4.975Treynor Ratio
4.8Win Rate