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46.796Net Profit
32.858PSR
0.8Sharpe Ratio
0.028Alpha
0.755Beta
13.605CAR
27.6Drawdown
-2.31Loss Rate
8Parameters
1Security Types
0.952Sortino Ratio
3191Tradeable Dates
36Trades
0.212Treynor Ratio
36.03Win Rate
46.796Net Profit
32.858PSR
0.8Sharpe Ratio
0.028Alpha
0.755Beta
13.605CAR
27.6Drawdown
-2.31Loss Rate
8Parameters
1Security Types
0.952Sortino Ratio
3191Tradeable Dates
36Trades
0.212Treynor Ratio
36.03Win Rate