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28.16Net Profit
71.019PSR
1.149Sharpe Ratio
0.156Alpha
-0.077Beta
28.734CAR
9.9Drawdown
-0.13Loss Rate
40Parameters
0Security Types
248Tradeable Dates
29091Trades
-1.883Treynor Ratio
0.22Win Rate
39.85Net Profit
89.764PSR
1.879Sharpe Ratio
0.242Alpha
-0.027Beta
43.241CAR
5.2Drawdown
-0.1Loss Rate
33Parameters
0Security Types
236Tradeable Dates
38618Trades
-8.806Treynor Ratio
0.16Win Rate
26.592Net Profit
59.064PSR
0.961Sharpe Ratio
0.156Alpha
-0.03Beta
28.838CAR
9.4Drawdown
-0.14Loss Rate
33Parameters
0Security Types
235Tradeable Dates
30682Trades
-4.987Treynor Ratio
0.23Win Rate
-7.414Net Profit
3.789PSR
-1.16Sharpe Ratio
-0.104Alpha
-0.014Beta
-7.944CAR
14Drawdown
-0.22Loss Rate
33Parameters
0Security Types
235Tradeable Dates
6128Trades
7.39Treynor Ratio
0.32Win Rate
-38.265Net Profit
0.639PSR
-1.271Sharpe Ratio
-0.301Alpha
-0.197Beta
-40.447CAR
48.1Drawdown
-0.31Loss Rate
32Parameters
0Security Types
235Tradeable Dates
33211Trades
1.686Treynor Ratio
0.44Win Rate
28.16Net Profit
71.019PSR
1.149Sharpe Ratio
0.156Alpha
-0.077Beta
28.734CAR
9.9Drawdown
-0.13Loss Rate
40Parameters
0Security Types
248Tradeable Dates
29091Trades
-1.883Treynor Ratio
0.22Win Rate
39.85Net Profit
89.764PSR
1.879Sharpe Ratio
0.242Alpha
-0.027Beta
43.241CAR
5.2Drawdown
-0.1Loss Rate
33Parameters
0Security Types
236Tradeable Dates
38618Trades
-8.806Treynor Ratio
0.16Win Rate
26.592Net Profit
59.064PSR
0.961Sharpe Ratio
0.156Alpha
-0.03Beta
28.838CAR
9.4Drawdown
-0.14Loss Rate
33Parameters
0Security Types
235Tradeable Dates
30682Trades
-4.987Treynor Ratio
0.23Win Rate
-7.414Net Profit
3.789PSR
-1.16Sharpe Ratio
-0.104Alpha
-0.014Beta
-7.944CAR
14Drawdown
-0.22Loss Rate
33Parameters
0Security Types
235Tradeable Dates
6128Trades
7.39Treynor Ratio
0.32Win Rate
-38.265Net Profit
0.639PSR
-1.271Sharpe Ratio
-0.301Alpha
-0.197Beta
-40.447CAR
48.1Drawdown
-0.31Loss Rate
32Parameters
0Security Types
235Tradeable Dates
33211Trades
1.686Treynor Ratio
0.44Win Rate
-7.414Net Profit
3.789PSR
-1.16Sharpe Ratio
-0.104Alpha
-0.014Beta
-7.944CAR
14Drawdown
-0.22Loss Rate
35Parameters
0Security Types
235Tradeable Dates
6128Trades
7.39Treynor Ratio
0.32Win Rate
33.376Net Profit
73.719PSR
1.338Sharpe Ratio
0.21Alpha
-0.075Beta
36.396CAR
8.7Drawdown
-0.13Loss Rate
33Parameters
0Security Types
234Tradeable Dates
30412Trades
-2.654Treynor Ratio
0.22Win Rate
3.458Net Profit
37.156PSR
-0.796Sharpe Ratio
-0.024Alpha
-0.027Beta
3.732CAR
3.6Drawdown
-0.04Loss Rate
30Parameters
0Security Types
234Tradeable Dates
10688Trades
1.046Treynor Ratio
0.06Win Rate
35.184Net Profit
77.213PSR
1.439Sharpe Ratio
0.223Alpha
-0.077Beta
38.391CAR
9Drawdown
-0.13Loss Rate
32Parameters
0Security Types
234Tradeable Dates
30416Trades
-2.721Treynor Ratio
0.22Win Rate