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-8.78Net Profit
0PSR
-3.608Sharpe Ratio
-0.02Alpha
-0.033Beta
-0.704CAR
8.9Drawdown
-0.03Loss Rate
556Parameters
0Security Types
3270Tradeable Dates
1278Trades
0.712Treynor Ratio
0.04Win Rate
724.687Net Profit
0.182PSR
0.356Sharpe Ratio
0.02Alpha
0.594Beta
8.672CAR
38Drawdown
39Loss Rate
10Parameters
2Security Types
0.378Sortino Ratio
9260Tradeable Dates
3800Trades
0.075Treynor Ratio
61Win Rate
288.093Net Profit
0.228PSR
0.333Sharpe Ratio
0Alpha
0Beta
9.233CAR
41.7Drawdown
85Loss Rate
3Parameters
2Security Types
0.314Sortino Ratio
3859Tradeable Dates
291Trades
0Treynor Ratio
15Win Rate
4948.852Net Profit
0.333PSR
0.513Sharpe Ratio
0.119Alpha
0.019Beta
16.721CAR
40.2Drawdown
50Loss Rate
29Parameters
1Security Types
0.603Sortino Ratio
6374Tradeable Dates
232888Trades
6.228Treynor Ratio
50Win Rate
-45.735Net Profit
0PSR
-0.559Sharpe Ratio
-0.075Alpha
0Beta
-7.977CAR
65.6Drawdown
55Loss Rate
18Parameters
3Security Types
-0.635Sortino Ratio
2683Tradeable Dates
4000Trades
806.005Treynor Ratio
45Win Rate
-8.78Net Profit
0PSR
-3.608Sharpe Ratio
-0.02Alpha
-0.033Beta
-0.704CAR
8.9Drawdown
-0.03Loss Rate
556Parameters
0Security Types
3270Tradeable Dates
1278Trades
0.712Treynor Ratio
0.04Win Rate
724.687Net Profit
0.182PSR
0.356Sharpe Ratio
0.02Alpha
0.594Beta
8.672CAR
38Drawdown
39Loss Rate
10Parameters
2Security Types
0.378Sortino Ratio
9260Tradeable Dates
3800Trades
0.075Treynor Ratio
61Win Rate
288.093Net Profit
0.228PSR
0.333Sharpe Ratio
0Alpha
0Beta
9.233CAR
41.7Drawdown
85Loss Rate
3Parameters
2Security Types
0.314Sortino Ratio
3859Tradeable Dates
291Trades
0Treynor Ratio
15Win Rate
4948.852Net Profit
0.333PSR
0.513Sharpe Ratio
0.119Alpha
0.019Beta
16.721CAR
40.2Drawdown
50Loss Rate
29Parameters
1Security Types
0.603Sortino Ratio
6374Tradeable Dates
232888Trades
6.228Treynor Ratio
50Win Rate
-45.735Net Profit
0PSR
-0.559Sharpe Ratio
-0.075Alpha
0Beta
-7.977CAR
65.6Drawdown
55Loss Rate
18Parameters
3Security Types
-0.635Sortino Ratio
2683Tradeable Dates
4000Trades
806.005Treynor Ratio
45Win Rate
-32.242Net Profit
0.001PSR
-0.266Sharpe Ratio
-0.036Alpha
-0.031Beta
-3.69CAR
58.8Drawdown
53Loss Rate
30Parameters
1Security Types
-0.259Sortino Ratio
3779Tradeable Dates
5396Trades
1.259Treynor Ratio
47Win Rate
-0.058Net Profit
0.007PSR
-0.755Sharpe Ratio
-0.023Alpha
-0.001Beta
-0.006CAR
18.6Drawdown
49Loss Rate
29Parameters
1Security Types
-0.634Sortino Ratio
3779Tradeable Dates
4370Trades
38.968Treynor Ratio
51Win Rate
149.544Net Profit
15.825PSR
0.095Sharpe Ratio
0.001Alpha
0.043Beta
3.671CAR
5.5Drawdown
7Loss Rate
14Parameters
1Security Types
0.087Sortino Ratio
6374Tradeable Dates
331Trades
0.067Treynor Ratio
93Win Rate
627.357Net Profit
2.541PSR
0.429Sharpe Ratio
0.025Alpha
0.29Beta
8.137CAR
20.2Drawdown
28Loss Rate
17Parameters
2Security Types
0.4Sortino Ratio
9258Tradeable Dates
158Trades
0.126Treynor Ratio
72Win Rate
-34.514Net Profit
0PSR
-0.199Sharpe Ratio
0.021Alpha
-0.665Beta
-3.369CAR
61.2Drawdown
48Loss Rate
14Parameters
1Security Types
-0.235Sortino Ratio
3105Tradeable Dates
1592Trades
0.048Treynor Ratio
52Win Rate
22.453Net Profit
0PSR
-0.338Sharpe Ratio
-0.015Alpha
0Beta
1CAR
15.2Drawdown
32Loss Rate
35Parameters
2Security Types
-0.297Sortino Ratio
7431Tradeable Dates
150Trades
-31.265Treynor Ratio
68Win Rate
38.576Net Profit
0.066PSR
0.066Sharpe Ratio
-0.018Alpha
0.382Beta
2.915CAR
42.9Drawdown
48Loss Rate
43Parameters
2Security Types
0.065Sortino Ratio
4144Tradeable Dates
855Trades
0.026Treynor Ratio
52Win Rate
93.242Net Profit
72.488PSR
2.495Sharpe Ratio
1.515Alpha
0.752Beta
201.318CAR
32.1Drawdown
33Loss Rate
17Parameters
1Security Types
2.633Sortino Ratio
149Tradeable Dates
19Trades
1.966Treynor Ratio
67Win Rate
10.532Net Profit
0PSR
-0.922Sharpe Ratio
-0.02Alpha
0.014Beta
0.396CAR
4.7Drawdown
38Loss Rate
21Parameters
1Security Types
-0.121Sortino Ratio
6374Tradeable Dates
12Trades
-1.438Treynor Ratio
62Win Rate
-90.971Net Profit
0PSR
-0.767Sharpe Ratio
-0.172Alpha
0.26Beta
-20.728CAR
91.6Drawdown
52Loss Rate
15Parameters
2Security Types
-0.854Sortino Ratio
2601Tradeable Dates
10403Trades
-0.591Treynor Ratio
48Win Rate
-35.621Net Profit
0PSR
-0.231Sharpe Ratio
-0.027Alpha
-0.02Beta
-1.721CAR
67.8Drawdown
49Loss Rate
23Parameters
1Security Types
-0.263Sortino Ratio
6374Tradeable Dates
3560Trades
1.35Treynor Ratio
51Win Rate
399.879Net Profit
0.181PSR
0.324Sharpe Ratio
0.039Alpha
0.167Beta
8.668CAR
44.5Drawdown
39Loss Rate
29Parameters
2Security Types
0.341Sortino Ratio
7066Tradeable Dates
100Trades
0.297Treynor Ratio
61Win Rate
15.676Net Profit
0.231PSR
0.027Sharpe Ratio
0.006Alpha
-0.013Beta
2CAR
49.7Drawdown
54Loss Rate
24Parameters
3Security Types
0.03Sortino Ratio
2683Tradeable Dates
225Trades
-0.43Treynor Ratio
46Win Rate
250.076Net Profit
31.34PSR
0.334Sharpe Ratio
0.013Alpha
0.002Beta
5.064CAR
50.5Drawdown
51Loss Rate
19Parameters
1Security Types
0.357Sortino Ratio
6374Tradeable Dates
252452Trades
7.211Treynor Ratio
49Win Rate
-30.121Net Profit
0PSR
-0.084Sharpe Ratio
0.001Alpha
-0.396Beta
-1.403CAR
74.3Drawdown
47Loss Rate
31Parameters
2Security Types
-0.085Sortino Ratio
9258Tradeable Dates
40589Trades
0.039Treynor Ratio
53Win Rate
-30.18Net Profit
0PSR
-0.261Sharpe Ratio
-0.022Alpha
-0.131Beta
-1.406CAR
69.8Drawdown
49Loss Rate
14Parameters
1Security Types
-0.308Sortino Ratio
6374Tradeable Dates
62725Trades
0.206Treynor Ratio
51Win Rate
609.135Net Profit
32.925PSR
0.768Sharpe Ratio
0.081Alpha
-0.017Beta
13.607CAR
32.9Drawdown
42Loss Rate
23Parameters
1Security Types
0.758Sortino Ratio
5605Tradeable Dates
13895Trades
-4.783Treynor Ratio
58Win Rate
-31.796Net Profit
0.001PSR
-0.53Sharpe Ratio
-0.056Alpha
0.042Beta
-4.478CAR
44Drawdown
52Loss Rate
16Parameters
1Security Types
-0.685Sortino Ratio
3048Tradeable Dates
1598Trades
-1.272Treynor Ratio
48Win Rate
-15.555Net Profit
0PSR
-1.702Sharpe Ratio
-0.027Alpha
-0.004Beta
-0.664CAR
18.9Drawdown
61Loss Rate
15Parameters
1Security Types
-0.697Sortino Ratio
6374Tradeable Dates
1990Trades
7.438Treynor Ratio
39Win Rate
-32.829Net Profit
0PSR
-8.592Sharpe Ratio
-0.162Alpha
-0.021Beta
-15.59CAR
33.3Drawdown
54Loss Rate
0Parameters
1Security Types
-10.274Sortino Ratio
587Tradeable Dates
115918Trades
7.794Treynor Ratio
46Win Rate
-100.084Net Profit
0PSR
-0.757Sharpe Ratio
-0.376Alpha
0.072Beta
0CAR
100.1Drawdown
51Loss Rate
16Parameters
1Security Types
-0.406Sortino Ratio
6374Tradeable Dates
3386Trades
-5.217Treynor Ratio
49Win Rate
37.85Net Profit
0.047PSR
-0.099Sharpe Ratio
-0.003Alpha
-0.007Beta
1.866CAR
10.4Drawdown
50Loss Rate
17Parameters
2Security Types
-0.116Sortino Ratio
6336Tradeable Dates
345Trades
0.572Treynor Ratio
50Win Rate
-87.285Net Profit
0.003PSR
-0.083Sharpe Ratio
-0.028Alpha
-0.173Beta
-18.058CAR
92.9Drawdown
51Loss Rate
23Parameters
2Security Types
-0.083Sortino Ratio
3779Tradeable Dates
3189Trades
0.233Treynor Ratio
49Win Rate
11.19Net Profit
0PSR
-0.26Sharpe Ratio
-0.018Alpha
0.008Beta
0.419CAR
34.6Drawdown
49Loss Rate
15Parameters
1Security Types
-0.202Sortino Ratio
6374Tradeable Dates
6841Trades
-2.12Treynor Ratio
51Win Rate
21.219Net Profit
0PSR
-0.283Sharpe Ratio
-0.021Alpha
0.128Beta
0.762CAR
34.7Drawdown
47Loss Rate
9Parameters
1Security Types
-0.289Sortino Ratio
6374Tradeable Dates
12638Trades
-0.125Treynor Ratio
53Win Rate
Team left a comment in the discussion IVW, Daily The issue starts from Oct 19th, 2020; and continues until now
Hi, we've noticed same split issue with DSI etf on 2020-12-07.2:1 split this time.
Team left a comment in the discussion IVW, Daily The issue starts from Oct 19th, 2020; and continues until now
Hi, we've noticed same split issue with DSI etf on 2020-12-07.2:1 split this time.
4 years ago