7.179Net Profit

70.491PSR

1.21Sharpe Ratio

0.04Alpha

0.142Beta

15.218CAR

2.9Drawdown

-0.33Loss Rate

15Parameters

0Security Types

124Tradeable Dates

30Trades

0.529Treynor Ratio

0.84Win Rate

-1.141Net Profit

14.531PSR

-2.596Sharpe Ratio

-0.148Alpha

0.03Beta

-13.167CAR

1.6Drawdown

-0.2Loss Rate

15Parameters

0Security Types

20Tradeable Dates

108Trades

-4.128Treynor Ratio

0.14Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

17Parameters

0Security Types

62Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

269.412Net Profit

30.059PSR

0.877Sharpe Ratio

0.256Alpha

0.8Beta

38.647CAR

36.7Drawdown

-0.24Loss Rate

46Parameters

0Security Types

1008Tradeable Dates

1741Trades

0.414Treynor Ratio

0.31Win Rate

-0.307Net Profit

20.326PSR

-2.592Sharpe Ratio

-0.063Alpha

0.038Beta

-1.246CAR

1.7Drawdown

0Loss Rate

3Parameters

0Security Types

62Tradeable Dates

1Trades

-1.439Treynor Ratio

0Win Rate

7.337Net Profit

61.494PSR

3.081Sharpe Ratio

1.569Alpha

-1.461Beta

357.347CAR

5Drawdown

0Loss Rate

17Parameters

0Security Types

13Tradeable Dates

5013Trades

-0.598Treynor Ratio

0Win Rate

7.577Net Profit

60.044PSR

2.862Sharpe Ratio

1.629Alpha

-1.574Beta

379.738CAR

5.4Drawdown

0Loss Rate

17Parameters

0Security Types

13Tradeable Dates

4992Trades

-0.558Treynor Ratio

0Win Rate

-4.775Net Profit

37.625PSR

-0.272Sharpe Ratio

-1.765Alpha

3.323Beta

-65.022CAR

13.7Drawdown

0Loss Rate

18Parameters

0Security Types

13Tradeable Dates

4998Trades

-0.054Treynor Ratio

0Win Rate

7.341Net Profit

61.501PSR

3.082Sharpe Ratio

1.568Alpha

-1.458Beta

357.653CAR

5Drawdown

0Loss Rate

0Parameters

0Security Types

13Tradeable Dates

5012Trades

-0.599Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

0Security Types

13Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

9.561Net Profit

32.727PSR

0.505Sharpe Ratio

-0.111Alpha

1.266Beta

9.626CAR

7.8Drawdown

0Loss Rate

2Parameters

0Security Types

251Tradeable Dates

2Trades

0.044Treynor Ratio

0Win Rate

20.552Net Profit

94.152PSR

2.229Sharpe Ratio

-0.006Alpha

0.985Beta

20.697CAR

2.6Drawdown

0Loss Rate

1Parameters

0Security Types

251Tradeable Dates

1Trades

0.127Treynor Ratio

0Win Rate

-4.474Net Profit

6.023PSR

-0.465Sharpe Ratio

-0.117Alpha

0.554Beta

-4.502CAR

14Drawdown

0Loss Rate

1Parameters

0Security Types

251Tradeable Dates

1Trades

-0.078Treynor Ratio

0Win Rate

23.596Net Profit

47.012PSR

0.925Sharpe Ratio

-0.09Alpha

1.893Beta

23.764CAR

13.2Drawdown

0Loss Rate

1Parameters

0Security Types

251Tradeable Dates

1Trades

0.085Treynor Ratio

0Win Rate

29.215Net Profit

9.731PSR

0.276Sharpe Ratio

0.07Alpha

-0.037Beta

13.682CAR

14.7Drawdown

-1.2Loss Rate

21Parameters

0Security Types

502Tradeable Dates

143Trades

-1.754Treynor Ratio

2.45Win Rate

8.511Net Profit

26.928PSR

-0.526Sharpe Ratio

-0.023Alpha

-0.005Beta

4.171CAR

3Drawdown

-0.49Loss Rate

21Parameters

0Security Types

502Tradeable Dates

127Trades

4.319Treynor Ratio

0.77Win Rate

-5.135Net Profit

5.157PSR

-0.967Sharpe Ratio

-0.082Alpha

-0.031Beta

-5.141CAR

10.4Drawdown

-2.48Loss Rate

0Parameters

0Security Types

251Tradeable Dates

44Trades

2.83Treynor Ratio

2.09Win Rate

54.895Net Profit

75.465PSR

1.669Sharpe Ratio

0.129Alpha

1.226Beta

54.956CAR

12Drawdown

-0.19Loss Rate

0Parameters

0Security Types

252Tradeable Dates

382Trades

0.291Treynor Ratio

0.34Win Rate

54.895Net Profit

75.465PSR

1.669Sharpe Ratio

0.129Alpha

1.226Beta

54.956CAR

12Drawdown

-0.19Loss Rate

0Parameters

0Security Types

252Tradeable Dates

382Trades

0.291Treynor Ratio

0.34Win Rate

23.801Net Profit

62.126PSR

1.123Sharpe Ratio

0.003Alpha

0.741Beta

23.826CAR

6.3Drawdown

-0.14Loss Rate

0Parameters

0Security Types

252Tradeable Dates

299Trades

0.19Treynor Ratio

0.16Win Rate

-9.061Net Profit

2.615PSR

-1.152Sharpe Ratio

-0.106Alpha

-0.05Beta

-9.072CAR

14.5Drawdown

-3.8Loss Rate

0Parameters

0Security Types

251Tradeable Dates

36Trades

2.291Treynor Ratio

2.2Win Rate

-22.028Net Profit

0.456PSR

-1.51Sharpe Ratio

-0.184Alpha

-0.269Beta

-23.767CAR

27.3Drawdown

-2.18Loss Rate

0Parameters

0Security Types

231Tradeable Dates

12Trades

0.796Treynor Ratio

1.68Win Rate

-47.071Net Profit

0.075PSR

-1.572Sharpe Ratio

-0.4Alpha

0.053Beta

-47.113CAR

49Drawdown

-7.93Loss Rate

0Parameters

0Security Types

251Tradeable Dates

29Trades

-7.332Treynor Ratio

2.36Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

-11.676Net Profit

0.265PSR

-2.167Sharpe Ratio

-0.212Alpha

-0.129Beta

-25.69CAR

13.1Drawdown

-0.88Loss Rate

0Parameters

0Security Types

104Tradeable Dates

59Trades

1.829Treynor Ratio

0.44Win Rate

-15.156Net Profit

0.213PSR

-2.29Sharpe Ratio

-0.2Alpha

-0.475Beta

-32.501CAR

16.4Drawdown

-0.98Loss Rate

0Parameters

0Security Types

104Tradeable Dates

35Trades

0.605Treynor Ratio

0.45Win Rate

0.745Net Profit

26.633PSR

-0.502Sharpe Ratio

-0.022Alpha

-0.094Beta

1.79CAR

6.2Drawdown

-0.97Loss Rate

0Parameters

0Security Types

104Tradeable Dates

27Trades

0.418Treynor Ratio

0.78Win Rate

-23.08Net Profit

0.211PSR

-1.752Sharpe Ratio

-0.361Alpha

-0.163Beta

-46.609CAR

25.9Drawdown

-2.01Loss Rate

0Parameters

0Security Types

104Tradeable Dates

32Trades

2.403Treynor Ratio

1.3Win Rate

16.622Net Profit

29.228PSR

0.172Sharpe Ratio

0.003Alpha

0.232Beta

7.973CAR

11.2Drawdown

0Loss Rate

0Parameters

0Security Types

503Tradeable Dates

4Trades

0.062Treynor Ratio

0Win Rate

12.765Net Profit

23.682PSR

0.024Sharpe Ratio

0.003Alpha

-0.03Beta

6.176CAR

10.1Drawdown

0Loss Rate

0Parameters

0Security Types

503Tradeable Dates

2Trades

-0.066Treynor Ratio

0Win Rate